The Probability of Gross Violations of a Present Value Variance Inequality: Reply
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DOI: 10.1086/261578
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Cited by:
- Refet S. Gürkaynak, 2008.
"Econometric Tests Of Asset Price Bubbles: Taking Stock,"
Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 166-186, February.
- Refet S. Gürkaynak, 2005. "Econometric tests of asset price bubbles: taking stock," Finance and Economics Discussion Series 2005-04, Board of Governors of the Federal Reserve System (U.S.).
- Refet Gurkaynak, 2005. "Econometric Tests of Asset Price Bubbles: Taking Stock," Finance 0504008, University Library of Munich, Germany.
- Shiller, Robert J. & Beltratti, Andrea E., 1992.
"Stock prices and bond yields : Can their comovements be explained in terms of present value models?,"
Journal of Monetary Economics, Elsevier, vol. 30(1), pages 25-46, October.
- Robert J. Shiller & Andrea E. Beltratti, 1990. "Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?," NBER Working Papers 3464, National Bureau of Economic Research, Inc.
- Robert J. Shiller & Andrea E. Beltratti, 1990. "Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?," Cowles Foundation Discussion Papers 953, Cowles Foundation for Research in Economics, Yale University.
- Robert B. Barsky & J. Bradford De Long, 1993.
"Why Does the Stock Market Fluctuate?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(2), pages 291-311.
- Robert B. Barsky & J. Bradford De Long, 1992. "Why Does the Stock Market Fluctuate?," NBER Working Papers 3995, National Bureau of Economic Research, Inc.
- Engel, Charles, 2005.
"Some New Variance Bounds for Asset Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 949-955, October.
- Charles Engel, 2004. "Some New Variance Bounds for Asset Prices," NBER Working Papers 10981, National Bureau of Economic Research, Inc.
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