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Stock Market Volatility and the Great Moderation
16 references·0 citing·36 second hop
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References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2001Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying1,445 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 2002Has the Business Cycle Changed and Why?561 cited
  • 1990Stock Market Volatility

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384 cited
  • 2003Has the Business Cycle Changed? Evidence and Explanations305 cited
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