A Variance Decomposition for Stock Returns
Year of publication: |
January 1990
|
---|---|
Authors: | Campbell, John Y. |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognose | Forecast | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w3246 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w3246 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A variance decomposition for stock returns
Campbell, John Y., (1990)
-
A Variance Decomposition for Stock Returns
Campbell, John Y., (2000)
-
What drives firm-level stock returns?
Vuolteenaho, Tuomo, (2001)
- More ...
-
Elasticities of substitution in real business cycle models with home production
Campbell, John Y., (1998)
-
Risk aspects of investment-based social security reform
Campbell, John Y., (2001)
-
Intertemporal asset pricing without consumption data
Campbell, John Y., (1992)
- More ...