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Chapter 13 Consumption-based asset pricing
Campbell, John Y. - 2003
This chapter reviews the behavior of financial asset prices in relation to consumption. The chapter lists some important stylized facts that characterize U.S. data, and relates them to recent developments in equilibrium asset pricing theory. Data from other countries are examined to see which...
Persistent link: https://www.econbiz.de/10014023858
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A note on Johansen's cointegration procedure when trends are present
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 777-789
Persistent link: https://www.econbiz.de/10001331520
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[Rezension von: Campbell, John Y., ..., The econometrics of financial markets]
Bailey, Roy E. - In: The economic journal : the journal of the Royal … 108 (1998) 448, pp. 891-893
Persistent link: https://www.econbiz.de/10001349835
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[Rezension] Campbell, John Y., ..., The econometrics of financial markets : Princeton Univ. Press, 1997
Andersen, Torben - In: Econometric theory 14 (1998) 5, pp. 671-685
Persistent link: https://www.econbiz.de/10001381153
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Econometric methods and financial time series
Campbell, John Y. (contributor) - In: Journal of econometrics 45 (1990) 1, pp. 1-290
Persistent link: https://www.econbiz.de/10001095356
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The econometrics of financial markets
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997 - 2. printing, with corrections
Persistent link: https://www.econbiz.de/10000592406
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A solution manual to "The econometrics of financial markets"
Adamek, Petr; Campbell, John Y.; Lo, Andrew W.; … - 1997
Persistent link: https://www.econbiz.de/10013502965
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The econometrics of financial markets
Campbell, John Y.; Lo, Andrew W.; MacKinlay, Archie Craig - 1997
Persistent link: https://www.econbiz.de/10013503137
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The econometrics of financial markets
Campbell, John Y.; Lo, Andrew W.; MacKinlay, A. Craig - 2012
Frontmatter -- Contents -- List of Figures -- List of Tables -- Preface -- The Econometrics of Financial Markets -- 1 …, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the …
Persistent link: https://www.econbiz.de/10014482555
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Financial decisions and markets : a course in asset pricing
Campbell, John Y. - 2018
Persistent link: https://www.econbiz.de/10011669647