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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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Predictable stock returns in the United States and Japan : a study of long-term capital market integration
Campbell, John Y.; Hamao, Yasushi - 1989
Persistent link: https://www.econbiz.de/10000780012
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What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.; Ammer, John - 1991 - Rev
Persistent link: https://www.econbiz.de/10000815847
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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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What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.; Ammer, John - 1991
Persistent link: https://www.econbiz.de/10000818288
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Understanding risk and return
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000877573
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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben; Bollerslev, Tim - 1996
Persistent link: https://www.econbiz.de/10000603372