Amir Ahmadi, Pooyan , Matthes, Christian, 1979- and Wang, Mu-Chun. "Drifts, Volatilities, and Impulse Responses Over the Last Century, Working Paper 14-10," Working Papers (Federal Reserve Bank of Richmond) (April 7, 2014). https://fraser.stlouisfed.org/title/3942/item/477257, accessed on October 2, 2024.