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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:"Lustig, Hanno"
~person:"Mensi, Walid"
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Campbell, John Y.
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Why does the treasury issue tips? : the tips-treasury bond puzzle
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
-
2010
Persistent link: https://www.econbiz.de/10008663044
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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
Is the volatility of the market price of risk due to intermittent portfolio re-balancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
-
2009
Persistent link: https://www.econbiz.de/10003889788
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5
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:
6
Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno
;
Verdelhan, Adrien
-
2016
Persistent link: https://www.econbiz.de/10011450423
Saved in:
7
Can housing collateral explain long-run swings in asset returns?
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2006
Persistent link: https://www.econbiz.de/10003399544
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8
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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9
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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10
Equity volatility and corporate Bond yields
Campbell, John Y.
;
Taksler, Glen Barry
-
2002
Persistent link: https://www.econbiz.de/10001671292
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