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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:"Kelly, Bryan T."
~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
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Estimation
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Campbell, John Y.
Card, David
Kelly, Bryan T.
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.
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6
Fernald, John G.
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5
Den Haan, Wouter J.
5
Evans, Charles
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Gertler, Mark
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Hamermesh, Daniel S.
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Hong, Harrison G.
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Jordà, Òscar
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Lo, Andrew W.
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Ramey, Garey
5
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4
Bekaert, Geert
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Ben-David, Itzhak
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Card, David E.
4
Engel, Charles
4
Goetzmann, William N.
4
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4
Harvey, Campbell R.
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 series
18
NBER Working Paper
17
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15
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11
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8
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
16
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1
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:
2
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
3
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:
4
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:
5
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
-
2013
Persistent link: https://www.econbiz.de/10010187040
Saved in:
6
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
7
Bad beta, good beta
Campbell, John Y.
;
Vuolteenaho, Tuomo
-
2003
Persistent link: https://www.econbiz.de/10001738791
Saved in:
8
Efficient tests of stock return predictability
Campbell, John Y.
;
Yogo, Motohiro
-
2003
Persistent link: https://www.econbiz.de/10001815414
Saved in:
9
A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
-
2001
Persistent link: https://www.econbiz.de/10001624453
Saved in:
10
Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001456475
Saved in:
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