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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Handbook of macroeconomics ; Vol. 1C"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Chinn, Menzie David"
~person:"Kelly, Bryan T."
~person:"Ludvigson, Sydney C."
~person:"Pesaran, M. Hashem"
~subject:"1929-2001"
~subject:"Arbeitslosigkeit"
~subject:"Bildungsertrag"
~subject:"Capital income"
~subject:"Faktorenanalyse"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
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EU-Staaten
Volatility
1929-2001
Arbeitslosigkeit
Bildungsertrag
Capital income
Faktorenanalyse
Konjunktur
Monetary policy
Productivity
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Estimation
42
Schätzung
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OECD countries
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OECD-Staaten
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Portfolio selection
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27
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Campbell, John Y.
Card, David
Chinn, Menzie David
Kelly, Bryan T.
Ludvigson, Sydney C.
Pesaran, M. Hashem
Engle, Robert F.
17
Heckman, James J.
14
Basu, Susanto
10
Haltiwanger, John C.
9
Stulz, René M.
9
Bordo, Michael D.
7
Christiano, Lawrence J.
7
Eichenbaum, Martin S.
7
Bloom, Nicholas
6
Fernald, John G.
6
Ruhm, Christopher J.
6
Taylor, Alan M.
6
Andersen, Torben
5
Den Haan, Wouter J.
5
Evans, Charles
5
Gertler, Mark
5
Hamermesh, Daniel S.
5
Hong, Harrison G.
5
Jordà, Òscar
5
Lettau, Martin
5
Lo, Andrew W.
5
Pischke, Jörn-Steffen
5
Ramey, Garey
5
Rigobón, Roberto
5
Stambaugh, Robert F.
5
Timmermann, Allan
5
Ang, Andrew
4
Bekaert, Geert
4
Ben-David, Itzhak
4
Card, David E.
4
Engel, Charles
4
Goetzmann, William N.
4
Hamilton, James D.
4
Harvey, Campbell R.
4
Leeper, Eric M.
4
MacKinlay, Archie Craig
4
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Discussion paper / Department of Economics, University of California San Diego
Handbook of macroeconomics ; Vol. 1C
Working paper / National Bureau of Economic Research, Inc.
NBER Working Paper
30
NBER working paper series
27
CESifo working papers
15
Cambridge working papers in economics
11
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10
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8
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8
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6
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2019
Persistent link: https://www.econbiz.de/10012020213
Saved in:
2
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
3
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2016
Persistent link: https://www.econbiz.de/10011540476
Saved in:
4
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
5
Getting better or feeling better? : how equity investors respond to investment experience
Campbell, John Y.
;
Ramadorai, Tarun
;
Ranish, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10010339577
Saved in:
6
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
7
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2014
Persistent link: https://www.econbiz.de/10010239958
Saved in:
8
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2014
Persistent link: https://www.econbiz.de/10010467583
Saved in:
9
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
-
2013
Persistent link: https://www.econbiz.de/10010187040
Saved in:
10
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
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