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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:"Fernández-Villaverde, Jesús"
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Campbell, John Y.
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1
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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2
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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3
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
4
Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003966448
Saved in:
5
Risk matters : the real effects of volatility shocks
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2009
Persistent link: https://www.econbiz.de/10003831424
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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
Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
10
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
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