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The structural break in the equity premium
Chang Jin Kim
*
, James C. Morley
, Charles R. Nelson
*
Corresponding author for this work
Research output
:
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Article
›
peer-review
54
Citations (Scopus)
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Keyphrases
Article Use
16%
Likelihood Analysis
16%
Marginal Likelihood
16%
Markov Switching
16%
Post-war Period
16%
Risk Preferences
16%
Risk Premium
100%
Stock Market Volatility
50%
Stock Return Behavior
16%
Structural Breaks
100%
Underlying Risk
16%
Univariate Model
16%
Volatility Feedback
16%
Economics, Econometrics and Finance
Bayesian
16%
Capital Market Returns
16%
Risk Attitude
16%
Risk Preference
16%
Risk Premium
100%
Volatility
66%