Stock volatility, return jumps and uncertainty shocks during the Great Depression
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- Jason Lennard, 2020.
"Uncertainty and the Great Slump,"
Economic History Review, Economic History Society, vol. 73(3), pages 844-867, August.
- Lennard, Jason, 2018. "Uncertainty and the Great Slump," Lund Papers in Economic History 170, Lund University, Department of Economic History, revised 14 May 2019.
- Lennard, Jason, 2020. "Uncertainty and the Great Slump," LSE Research Online Documents on Economics 106638, London School of Economics and Political Science, LSE Library.
- Hanedar, Avni Önder & Hanedar, Elmas Yaldız, 2017. "Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914," eabh Papers 17-02, The European Association for Banking and Financial History (EABH).
- Mathy, Gabriel & Stekler, Herman, 2017.
"Expectations and forecasting during the Great Depression: Real-time evidence from the business press,"
Journal of Macroeconomics, Elsevier, vol. 53(C), pages 1-15.
- Gabriel Mathy & Herman O. Stekler, 2016. "Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press," Working Papers 2016-011, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Hanedar, Avni Önder & Hanedar, Elmas Yaldız, 2017.
"Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914,"
17-02, The European Association for Banking and Financial History (EABH).
- Avni Önder Hanedar & Elmas Yaldız Hanedar, 2017. "Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914," Working Papers 2017/2, Turkish Economic Association.
- Hanedar, Avni Önder & Yaldız Hanedar, Elmas, 2017. "Stock market reactions to wars and political risks: A cliometric perspective for a falling empire," MPRA Paper 85600, University Library of Munich, Germany, revised 25 Mar 2018.
- Gustavo S Cortes & Marc D Weidenmier, 2019. "Stock Volatility and the Great Depression," Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3544-3570.
- Haelim Park & Patrick Van Horn, 2015. "Did the Reserve Requirement Increases of 1936–37 Reduce Bank Lending? Evidence from a Quasi‐Experiment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 791-818, August.
- Mathy, Gabriel & Ziebarth, Nicolas L., 2017.
"How Much Does Political Uncertainty Matter? The Case of Louisiana under Huey Long,"
The Journal of Economic History, Cambridge University Press, vol. 77(1), pages 90-126, March.
- Gabriel P. Mathy & Nicholas L. Ziebarth, 2014. "How Much Does Political Uncertainty Matter? The Case of Louisiana Under Huey Long," Working Papers 2014-06, American University, Department of Economics.
- Gabriel Mathy & Christian Roatta, 2018. "Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts," Working Papers 2018-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Gabriel P. Mathy, 2020. "How much did uncertainty shocks matter in the Great Depression?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 14(2), pages 283-323, May.
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