john-y-campbell documents

Interpreting cointegrated models
Documents Interpreting cointegrated models
Editors' introduction
Documents Editors' introduction
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Documents A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Equity Volatility and Corporate Bond Yields
Documents Equity Volatility and Corporate Bond Yields
Explaining the Poor Performance of Consumption-based Asset Pricing Models
Documents Explaining the Poor Performance of Consumption-based Asset Pricing Models
The term structure of euromarket interest rates: An empirical investigation
Documents The term structure of euromarket interest rates: An empirical investigation
Macroeconomic lessons from Britain: A review essay
Documents Macroeconomic lessons from Britain: A review essay
International evidence on the persistence of economic fluctuations
Documents International evidence on the persistence of economic fluctuations
No news is good news: An asymmetric model of changing volatility in stock returns
Documents No news is good news: An asymmetric model of changing volatility in stock returns
Inspecting the mechanism: An analytical approach to the stochastic growth model
Documents Inspecting the mechanism: An analytical approach to the stochastic growth model
Efficient tests of stock return predictability
Documents Efficient tests of stock return predictability
Caught on tape: Institutional trading, stock returns, and earnings announcements
Documents Caught on tape: Institutional trading, stock returns, and earnings announcements
A multivariate model of strategic asset allocation
Documents A multivariate model of strategic asset allocation
Papers and Proceedings of the Sixtieth Annual Meeting of the American Finance Association, Boston, Massachusetts, January 7-9, 2000 || Asset Pricing at the Millennium
Documents Papers and Proceedings of the Sixtieth Annual Meeting of the American Finance Association, Boston, Massachusetts, January 7-9, 2000 || Asset Pricing at the Millennium
Viewpoint: Estimating the Equity Premium
Documents Viewpoint: Estimating the Equity Premium