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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Campbell, John Y."
~person:"Chang, Chia-Lin"
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Campbell, John Y.
Chang, Chia-Lin
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ECONIS (ZBW)
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Dynamic price integration in the global gold market
Chang, Chia-Lin
;
Chang, Jui-chuan Della
;
Huang, Yi-wei
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 227-235
Persistent link: https://www.econbiz.de/10010365772
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2
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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3
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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4
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
5
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
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6
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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7
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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8
Equity volatility and corporate Bond yields
Campbell, John Y.
;
Taksler, Glen Barry
-
2002
Persistent link: https://www.econbiz.de/10001671292
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9
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2012
Persistent link: https://www.econbiz.de/10009633283
Saved in:
10
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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