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~subject:"VAR model"
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VAR model
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30
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4
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4
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1
A variance decomposition for stock returns
Campbell, John Y.
-
1990
Persistent link: https://www.econbiz.de/10000784199
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2
Permanent and transitory components in macroeconomic fluctuations
Campbell, John Y.
;
Mankiw, Nicholas Gregory
-
1987
Persistent link: https://www.econbiz.de/10000715623
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3
What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.
;
Ammer, John
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000815847
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4
What moves the stock and bond markets? : a variance decomposition for long-term asset returns
Campbell, John Y.
;
Ammer, John
-
1991
Persistent link: https://www.econbiz.de/10000818288
Saved in:
5
Foreign currency for long-term investors
Campbell, John Y.
;
Viceira, Luis M.
;
White, Joshua Stuart
-
2002
Persistent link: https://www.econbiz.de/10001764848
Saved in:
6
Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001826813
Saved in:
7
Foreign currency for long-term investors
Campbell, John Y.
;
Viceira, Luis M.
;
White, Joshua Stuart
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 1-25
Persistent link: https://www.econbiz.de/10001747924
Saved in:
8
Foreign currency for long-term investors
Campbell, John Y.
;
Viceira, Luis M.
;
White, Joshua Stuart
-
2002
Persistent link: https://www.econbiz.de/10001686055
Saved in:
9
The term structure of the risk-return tradeoff
Campbell, John Y.
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002619586
Saved in:
10
The term structure of the risk-return tradeoff
Campbell, John Y.
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002659639
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