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Is There a Structural Break in the Equity Premium? Author info | Abstract | Publisher info | Download info | Related research | Statistics Chang-Jin Kim
James C. Morley
Charles Nelson
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Paper provided by Department of Economics at the University of Washington in its series Discussion Papers in Economics at the University of Washington with number
0024.
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Date of creation: Feb 2000Date of revision:
Handle: RePEc:fth:washer:0024Contact details of provider: Postal: Box 353330, Seattle, WA 98193-3330 Email: Web page: http://www.econ.washington.edu/ More information through EDIRC
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Chang-Jin Kim & Charles R. Nelson, 1999.
"Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle ,"
The Review of Economics and Statistics ,
MIT Press, vol. 81(4), pages 608-616, November.
[Downloadable!] (restricted)
Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993.
"On the relation between the expected value and the volatility of the nominal excess return on stocks ,"
Staff Report
157, Federal Reserve Bank of Minneapolis.
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