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Equity volatility and corporate bond yields

Campbell, John Y. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001822330

Equity volatility and corporate Bond yields

Campbell, John Y.; Taksler, Glen Barry - 2002

Persistent link: https://www.econbiz.de/10001671292

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

The Long-Run Risks Model and Aggregate Asset Prices : An Empirical Assessment

Beeler, Jason - 2009

mean and volatility of aggregate consumption growth, by a representative agent with a high elasticity of intertemporal … increasing the persistence of volatility fluctuations and their impact on stock prices. This calibration fits the predictive … power of stock prices for future consumption volatility, but implies much greater predictive power of stock prices for …

Persistent link: https://www.econbiz.de/10012463859

The Long-Run Risks Model and Aggregate Asset Prices : An Empirical Assessment

Beeler, Jason; Campbell, John Y. - 2021

Persistent link: https://www.econbiz.de/10013225971

By force of habit : a consumption-based explanation of aggregate stock market behavior

Campbell, John Y.; Cochrane, John H. - 1994

Persistent link: https://www.econbiz.de/10000899054

By force of habit : a consumption-based explanation of aggregate stock market behavior

Campbell, John Y.; Cochrane, John H. - 1995

Persistent link: https://www.econbiz.de/10000907901

Consumption and the stock market : interpreting international experience

Campbell, John Y. - 1996

Persistent link: https://www.econbiz.de/10000939595

Asset prices, consumption, and the business cycle

Campbell, John Y. - 1998

Persistent link: https://www.econbiz.de/10000659469

Hard times

Campbell, John Y.; Giglio, Stefano; Polk, Christopher - 2010

"This paper shows that the stock market downturns of 2000-2002 and 2007-09 have very different proximate causes. The early 2000's saw a large increase in the discount rates applied to corporate profits by rational investors, while the late 2000's saw a decrease in rational expectations of future...

Persistent link: https://www.econbiz.de/10003995034