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Stock market volatility

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  • John Krainer

Abstract

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Suggested Citation

  • John Krainer, 2002. "Stock market volatility," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct25.
    • Handle: RePEc:fip:fedfel:y:2002:i:oct25:n:2002-32
    as

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    File URL: http://www.frbsf.org/publications/economics/letter/2002/el2002-32.pdf
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    References listed on IDEAS

    as
    1. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-436, June.
    2. Schwert, G William, 1989. " Why Does Stock Market Volatility Change over Time?," Journal of Finance, American Finance Association, vol. 44(5), pages 1115-1153, December.
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    Cited by:

    1. Ay?e Y. Evrensel & Ali M. Kutan, 2004. "Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence," William Davidson Institute Working Papers Series 2004-665, William Davidson Institute at the University of Michigan.
    2. Ali M. Kutan & Ayse Y. Evrensel, 2004. "Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea," William Davidson Institute Working Papers Series 2004-659, William Davidson Institute at the University of Michigan.

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    Keywords

    Stock market; Risk; Stocks;
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