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Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y. - In: NBER macroeconomics annual (1991), pp. 141-201
Persistent link: https://www.econbiz.de/10001129303
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No news is good news : an asymmetric model of changing volatility in stock returns
Campbell, John Y. - In: Journal of financial economics 31 (1992) 3, pp. 281-318
Persistent link: https://www.econbiz.de/10001131966
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Racines unitaires en macroéconomie : le cas multidimensionnel
Perron, Pierre - In: Annales d'économie et de statistique (1992), pp. 1-50
Persistent link: https://www.econbiz.de/10001133662
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Smart money, noise trading and stock price behaviour
Campbell, John Y. - In: The review of economic studies 60 (1993) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001137468
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The dividend-price ratio and expectations of future dividends and discount factors
Campbell, John Y. - In: The review of financial studies 1 (1988) 3, pp. 195-228
Persistent link: https://www.econbiz.de/10001106328
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Yield spreads and interest rate movements : a bird's eye view
Campbell, John Y. - In: The review of economic studies 58 (1991) 4, pp. 495-514
Persistent link: https://www.econbiz.de/10001114324
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International evidence on the persistence of economic fluctuations
Campbell, John Y. - In: Journal of monetary economics 23 (1989) 2, pp. 319-333
Persistent link: https://www.econbiz.de/10001064786
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The dividend ratio model and small sample bias : a Monte Carlo study
Campbell, John Y. - In: Economics letters 4 (1989), pp. 325-331
Persistent link: https://www.econbiz.de/10001065366
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Why is consumption so smooth?
Campbell, John Y. - In: The review of economic studies 56 (1989) 3, pp. 357-374
Persistent link: https://www.econbiz.de/10001067618
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Does saving anticipate declining labor income? : an alternative test of the permanent income hypothesis
Campbell, John Y. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1249-1273
Persistent link: https://www.econbiz.de/10001036130