Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
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The 64 checked references that resolve
resolves10.1093/rfs/hhs108A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
resolves10.2307/1885568Irreversibility, Uncertainty, and Cyclical Investment
resolves10.1086/295472Capital Market Equilibrium with Restricted Borrowing
resolves10.1086/262034A Cross-Sectional Test of an Investment-Based Asset Pricing Model
resolves10.1016/0304-405x(94)90029-9Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
resolves10.3386/w20038Uncertainty, Financial Frictions, and Investment Dynamics
resolves10.1111/jmcb.12135The Effects of Oil Price Uncertainty on Global Real Economic Activity
resolves10.1162/rest.90.2.216Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?
resolves10.1257/aer.99.3.1053Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
resolves10.1086/323282Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
resolves10.1086/500687Sector Investment Growth Rates and the Cross Section of Equity Returns*
resolves10.1111/1468-0297.00093Identifying the Common Component of International Economic Fluctuations: A new Approach
resolves10.1257/aer.90.5.1464Output Fluctuations in the United States: What Has Changed Since the Early 1980's?
resolves10.3386/w18128Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence
resolves10.2307/1913610A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1162/rest_a_00503Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
resolves10.3386/w3307Irreversibility, Uncertainty, and Investment
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