Low-Frequency Movements in Stock Prices: A State-Space Decomposition

By Nathan S. Balke, M. Wohar. Review of Economics and Statistics, 2002

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3b31d6a2a0b73430b8df86ab939282dceef29920

Citations in the corpus

• Measuring the frequency dynamics of financial connectedness and systemic risk (2015, unknown): “For example, in the case of stock markets, long-term spillovers may be attributed to permanent changes in expectations about future dividends (Balke and Wohar, 2002).”