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Incoming Resources
- The econometrics of financial markets, John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
- Some lessons from yield curve
- Asset prices, consumption and the business cycle
- Some lessons from the yield curve
- No news is good news, an asymmetric model of changing volatility in stock returns
- Permanent income, current income and consumption
- Have individual stocks become more volatile?, an empirical exploration of idiosyncratic risk
- Measuring the persistence of expected returns
- Who should buy long-term bonds?
- Understanding risk and return
- Consumption and the stock market, interpreting international experience
- Explaining the poor performance of consumption-based asset pricing models
- Foreign currency for long-term investors
- The divided-price ratio and expectations of future dividends and discount factors
- Asset pricing at the Millennium
- Consumption and portfolio decisions when expected returns are time varying
- Permanent and transitory components in macroeconomic fluctuations
- Consumption and the stock market, interpreting international experience
- Dispersion and volatility in stock returns, an empirical investigation
- Household risk management and optimal mortgage choice
- Foreign currency for long-term investors
- Changing patterns of corporate financing and the main bank system in Japan
- A multivariate model of strategic asset allocation
- Smart money, noise trading and stock price behavior
- Intertemporal asset pricing without consumption
- What moves the stock and bond markets?, A variance decomposition for long-term asset returns
- Predictable stock returns in the United States and Japan, a study of long-trerm capital market integration
- By force of habit, a consumption-based explanation of aggregate stock market behavior
- Bad beta, good beta
- Asset pricing at the millennium
- A scorecard for indexed government debt
- Interpreting cointegrated models
- Strategic asset allocation in a continuous-time VAR model
- No news is good news, an asymmetric model of changing volatility in stock returns
- Pitfalls and opportunities, what macroeconomists should know about unit roots
- Dispersion and volatility in stock returns, an empirical investigation
- Trading volume and serial correlation in stock returns
- Equity volatility and corporate bond yields
- A scorecard for indexed government debt
- Investing retirement wealth, a life-cycle model
- By force of habit, a consumption-based explanation of aggregate stock market behavior
- Household saving and permanent income in Canada and the United Kingdom
- Investing retirement wealth, a life-cycle model
- International experiences with securities transaction taxes
- The econometrics of financial markets, John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay
- Who should buy long-term bonds?
- Elasticities of substitution in real business cycle models with home production
- Strategic asset allocation, portfolio choice for long-term investors, John Y. Campbell, Luis M. Viceira
- The dividend ration model and small sample bias, a Monte Carlo study
- Financial decisions and markets, a course in asset pricing, John Y. Campbell