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The Equity Premium and Structural Breaks. (2000). Stambaugh, Robert ; Pastor, Lubos.
In: NBER Working Papers.
RePEc:nbr:nberwo:7778.

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Cited: 9

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Cites: 50

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Cocites: 50

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  1. Arbitrage costs and nonlinear adjustment in the G7 stock markets. (2012). Prat, Georges ; JAWADI, Fredj.
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:12:p:1561-1582.

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  2. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
    In: Working Papers.
    RePEc:igi:igierp:415.

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  3. Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets. (2011). JAWADI, Fredj ; Prat, Georges.
    In: Post-Print.
    RePEc:hal:journl:hal-00677631.

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  4. The expected real return to equity. (2011). .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-14.

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  5. Predictability of Returns and Cash Flows. (2010). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16648.

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  6. On the Stability of the Implicit Prices of Housing Attributes: A Dynamic Theory and Some Evidence. (2007). Leung, Charles ; Kelvin Siu Kei Wong, ; Patrick Wai Yin Cheung, .
    In: International Real Estate Review.
    RePEc:ire:issued:v:10:n:02:2007:p:66-93.

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  7. Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116.

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  8. Two centuries of bull and bear market cycles. (2005). Wilson, Antony ; Gonzalez, Liliana ; Powell, John G. ; Shi, Jing.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:14:y:2005:i:4:p:469-486.

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  9. Low frequency movements in stock prices: a state space decomposition. (2001). Wohar, Mark ; Balke, Nathan.
    In: Working Papers.
    RePEc:fip:feddwp:00-01.

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