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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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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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Measuring economic policy uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J. - 2015
Persistent link: https://www.econbiz.de/10011415992
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Fluctuations in uncertainty
Bloom, Nicholas - 2013
Persistent link: https://www.econbiz.de/10010227869
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Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001456475
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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.; Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10001390215
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Equity volatility and corporate Bond yields
Campbell, John Y.; Taksler, Glen Barry - 2002
Persistent link: https://www.econbiz.de/10001671292
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Does uncertainty reduce growth? : using disasters as natural experiments
Baker, Scott; Bloom, Nicholas - 2013
Persistent link: https://www.econbiz.de/10010192922
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2012
Persistent link: https://www.econbiz.de/10009633283
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Policy news and stock market volatility
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Kost, … - 2019
Persistent link: https://www.econbiz.de/10012014806