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~isPartOf:"NBER working paper series"
~person:"Campbell, John Y."
~subject:"Börsenkurs"
~subject:"Risk premium"
~subject:"Volatilität"
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Börsenkurs
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Campbell, John Y.
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7
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6
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5
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ECONIS (ZBW)
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1
An Intertemporal CAPM with Stochastic Volatility
Campbell, John Y.
-
2012
This paper studies the
pricing
of volatility risk using the first-order conditions of a long-term equity investor who …
Persistent link: https://www.econbiz.de/10012460249
Saved in:
2
Hard Times
Campbell, John Y.
-
2010
, estimated imposing the cross-sectional restrictions of the intertemporal capital asset
pricing
model (ICAPM). As stock returns …
Persistent link: https://www.econbiz.de/10012462433
Saved in:
3
The Long-Run Risks Model and Aggregate Asset Prices : An Empirical Assessment
Beeler, Jason
-
2009
The long-run risks model of asset prices explains stock price variation as a response to persistent fluctuations in the mean and volatility of aggregate consumption growth, by a representative agent with a high elasticity of intertemporal substitution. This paper documents several empirical...
Persistent link: https://www.econbiz.de/10012463859
Saved in:
4
Asset
Pricing
at the Millennium
Campbell, John Y.
-
2000
This paper surveys the field of asset
pricing
. The emphasis is on the interplay between theory and empirical work, and …
Persistent link: https://www.econbiz.de/10012471180
Saved in:
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