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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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Yield spreads and interest rate movements : a bird's eye view
Campbell, John Y.; Shiller, Robert J. - 1989
Persistent link: https://www.econbiz.de/10000777113
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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377
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Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.; Viceira, Luis M. - 1996
Persistent link: https://www.econbiz.de/10000613973
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Asset prices, consumption, and the business cycle
Campbell, John Y. - 1998
Persistent link: https://www.econbiz.de/10000659469
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A variance decomposition for stock returns
Campbell, John Y. - 1990
Persistent link: https://www.econbiz.de/10000784199
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The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason; Campbell, John Y. - 2009
Persistent link: https://www.econbiz.de/10003822202
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Bond and stock returns in a simple exchange model
Campbell, John Y. - 1984
Persistent link: https://www.econbiz.de/10001971757
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Measuring the persistence of expected returns
Campbell, John Y. - 1990
Persistent link: https://www.econbiz.de/10000788646
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Dispersion and Volatility in Stock Returns : An Empirical Investigation
Campbell, John Y. - 1999
This paper studies three different measures of monthly stock market volatility: the time-series volatility of daily market returns within the month; the cross-sectional volatility or 'dispersion' of daily returns on industry portfolios, relative to the market, within the month; and the...
Persistent link: https://www.econbiz.de/10012471650