John Y. Campbell : Citation Profile


Are you John Y. Campbell?

Harvard University (75% share)
National Bureau of Economic Research (NBER) (25% share)

57

H index

99

i10 index

17639

Citations

RESEARCH PRODUCTION:

94

Articles

239

Papers

5

Books

12

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   33 years (1983 - 2016). See details.
   Cites by year: 534
   Journals where John Y. Campbell has often published
   Relations with other researchers
   Recent citing documents: 1271.    Total self citations: 154 (0.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca54
   Updated: 2017-10-14    RAS profile: 2017-04-30    
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Relations with other researchers


Works with:

Ramadorai, Tarun (13)

Pflueger, Carolin (3)

Viceira, Luis (3)

Andersen, Steffen (3)

Giglio, Stefano (3)

Cochrane, John (2)

Calvet, Laurent (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell.

Is cited by:

Bekaert, Geert (117)

Guidolin, Massimo (117)

Engsted, Tom (95)

Issler, João (87)

Wachter, Jessica (84)

Shiller, Robert (84)

Wohar, Mark (82)

Guillén, Osmani (82)

Ludvigson, Sydney (80)

Lettau, Martin (79)

Guo, Hui (79)

Cites to:

Shiller, Robert (81)

Viceira, Luis (49)

Stambaugh, Robert (36)

Mankiw, N. Gregory (32)

French, Kenneth (32)

Calvet, Laurent (30)

Laibson, David (27)

Cochrane, John (25)

Epstein, Larry (22)

merton, robert (21)

Summers, Lawrence (20)

Main data


Where John Y. Campbell has published?


Journals with more than one article published# docs
Journal of Finance12
American Economic Review10
Journal of Monetary Economics6
The Quarterly Journal of Economics6
Journal of Financial Economics5
Journal of Political Economy5
Brookings Papers on Economic Activity4
Review of Financial Studies4
Review of Economic Studies3
Journal of Economic Dynamics and Control3
Journal of Money, Credit and Banking3
Review of Finance2
Macroeconomic Dynamics2
Carnegie-Rochester Conference Series on Public Policy2
Journal of Applied Corporate Finance2
Economic Journal2
Journal of Economic Perspectives2
European Economic Review2
Proceedings2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics71
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Post-Print / HAL5
2004 Meeting Papers / Society for Economic Dynamics2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
Working Papers / HAL2
Working Papers / Federal Reserve Bank of Philadelphia2

Recent works citing John Y. Campbell (2017 and 2016)


YearTitle of citing document
2016The predictive power of dividend yields for future infl?ation: Money illusion or rational causes?. (2016). Pedersen, Thomas ; Engsted, Tom. In: CREATES Research Papers. RePEc:aah:create:2016-11.

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2016Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution. (2016). Andreasen, Martin M ; Jorgensen, Kasper . In: CREATES Research Papers. RePEc:aah:create:2016-16.

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2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26.

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2016Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2016). Collin-Dufresne, Pierre ; Lochstoer, Lars A ; Johannes, Michael . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:3:p:664-98.

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2016A Lost Generation? Education Decisions and Employment Outcomes during the US Housing Boom-Bust Cycle of the 2000s. (2016). Popov, Alexander ; Laeven, Luc. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:5:p:630-35.

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2016Interest Rates and Equity Extraction during the Housing Boom. (2016). Keys, Benjamin ; Bhutta, Neil . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:7:p:1742-74.

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2016Bailouts, Time Inconsistency, and Optimal Regulation: A Macroeconomic View. (2016). Kehoe, Patrick ; Chari, V V. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:9:p:2458-93.

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2017High Discounts and High Unemployment. (2017). Hall, Robert E. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:305-30.

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2017Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Sergeyev, Dmitriy ; Nakamura, Emi ; Steinsson, Jon . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

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2017Inflation Expectations, Learning, and Supermarket Prices: Evidence from Survey Experiments. (2017). Perez-Truglia, Ricardo ; Cruces, Guillermo ; Cavallo, Alberto . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:1-35.

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2017Zipfs Law, Paretos Law, and the Evolution of Top Incomes in the United States. (2017). Nirei, Makoto ; Aoki, Shuhei . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:36-71.

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2016Asset Pricing with Idiosyncratic Shocks. (2016). Srisuksai, Pithak ; Vanitcharearntham, Vimut . In: Applied Economics Journal. RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

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2016SMALL SAMPLE PROPERTIES OF PANEL COINTEGRATION TESTS IN THE PRESENCE OF STRUCTURAL CHANGE. (2016). Marinov, Georgi . In: Journal of Social and Economic Statistics. RePEc:aes:jsesro:v:5:y:2016:i:1:p:35-41.

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2016The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76.

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2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

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2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

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2017Forecasting Cash Rent Values. (2017). Benavidez, Justin ; Hardin, Erin . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252771.

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2016LARGE ESTIMATES OF THE ELASTICITY OF INTERTEMPORAL SUBSTITUTION: IS IT THE AGGREGATE RETURN SERIES OR THE INSTRUMENT LIST?. (2016). Paz, Lourenco ; Reis, Fabio Augusto . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:030.

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2016Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments. (2016). Yu, Xiang . In: Papers. RePEc:arx:papers:1408.1382.

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2016An expansion in the model space in the context of utility maximization. (2016). Gordan v{Z}itkovi'c, ; Mostovyi, Oleksii ; Larsen, Kasper . In: Papers. RePEc:arx:papers:1410.0946.

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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2016Convex duality for stochastic differential utility. (2016). Matoussi, Anis ; Xing, Hao . In: Papers. RePEc:arx:papers:1601.03562.

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2016Should employers pay their employees better? An asset pricing approach. (2016). Aboura, Sofiane ; Valeyre, Sebastien ; Bonnin, Francois ; Liu, Qian ; Grebenkov, Denis . In: Papers. RePEc:arx:papers:1602.00931.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070.

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2017David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. (2017). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1603.00984.

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2016Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Aubin, Christian ; Goyeau, Daniel . In: Papers. RePEc:arx:papers:1603.01231.

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2016Contagion and Stability in Financial Networks. (2016). Mousavi, Seyyed Mostafa ; Tucker, Alistair ; Mackay, Robert . In: Papers. RePEc:arx:papers:1603.04099.

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2016Robust Optimization of Credit Portfolios. (2016). Bo, Lijun ; Capponi, Agostino . In: Papers. RePEc:arx:papers:1603.08169.

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2016Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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2016Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima . In: Papers. RePEc:arx:papers:1605.00230.

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2016Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors. (2016). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1605.02418.

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2016Securities Lending Strategies, Valuation of Term Loans using Option Theory. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1609.01274.

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2016A Simple Model of Credit Expansion. (2016). Smirnov, Alexander . In: Papers. RePEc:arx:papers:1609.05055.

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2016The microstructural foundations of leverage effect and rough volatility. (2016). Euch, EL ; Mathieu, Rosenbaum ; Masaaki, Fukasawa . In: Papers. RePEc:arx:papers:1609.05177.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2016Predictability Hidden by Anomalous Observations. (2016). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo . In: Papers. RePEc:arx:papers:1612.05072.

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2016A Theory of Experience Effects. (2016). Malmendier, Ulrike ; Vanasco, Vicotria ; Pouzo, Demian . In: Papers. RePEc:arx:papers:1612.09553.

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2017Media Network and Return Predictability. (2017). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors. (2017). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1703.06603.

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2017Investing for the Long Run. (2017). Leisen, Dietmar ; Platen, Eckhard . In: Papers. RePEc:arx:papers:1705.03929.

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2017Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Wang, Hai Zhen ; Sattayatham, Pairote ; Chatpatanasiri, Ratthachat . In: Papers. RePEc:arx:papers:1706.02985.

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2017Heterogeneous Preferences, Constraints, and the Cyclicality of Leverage. (2017). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

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2017Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing. (2017). Sak, R J. In: Papers. RePEc:arx:papers:1709.03226.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2016Regime Shifts in Excess Stock Return Predictability: An Out-of-Sample Portfolio Analysis. (2016). Guidolin, Massimo ; Vasile, Fabiola ; Pedio, Manuela ; Pra, Giulia Dal . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1637.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). Richter, Michael. In: Review of Economics & Finance. RePEc:bap:journl:170102.

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2017Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria. (2017). Nickerson, David ; Jones, Robert . In: Review of Economics & Finance. RePEc:bap:journl:170302.

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2016Asset Encumbrance, Bank Funding and Financial Fragility. (2016). Ahnert, Toni ; Chapman, James ; Gai, Prasanna ; Anand, Kartik . In: Staff Working Papers. RePEc:bca:bocawp:16-16.

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2016The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies. (2016). Pasricha, Gurnain ; Bauer, Gregory ; Terajima, Yaz ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-38.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

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2017Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim ; Welte, Angelika . In: Staff Working Papers. RePEc:bca:bocawp:17-8.

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2016Financial Conditions Indicators for Brazil. (2016). Gaglianone, Wagner ; Areosa, Waldyr. In: Working Papers Series. RePEc:bcb:wpaper:435.

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2016Loan-To-Value Policy and Housing Loans: effects on constrained borrowers. (2016). Barroso, João ; Gonzalez, Rodrigo Barbone ; Ribeiro, Joo Barata ; Godoy, Douglas Kiarelly . In: Working Papers Series. RePEc:bcb:wpaper:445.

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2016A Joint Model of Nominal and Real Yield Curves. (2016). Kubudi, Daniela ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:452.

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2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto . In: Working Papers. RePEc:bde:wpaper:1717.

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2017Informal loans, liquidity constraints and local credit supply: evidence from Italy. (2017). Ciani, Emanuele ; Benvenuti, Michele ; Casolaro, Luca . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1099_17.

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2017A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17.

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2017Medium and long term implications of financial integration without financial development. (2017). Corneli, Flavia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1120_17.

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2016Break-Even-Inflations Decomposition in Mexico. (2016). Elizondo, Rocio ; Maria, Aguilar-Argaez Ana ; Jessica, Roldan-Pea ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2016-22.

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2017The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian . In: Borradores de Economia. RePEc:bdr:borrec:992.

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2016CONSUMPTION-BASED MACROECONOMIC MODELS OF ASSET PRICING THEORY. (2016). Orevi, Marija . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:211:p:7-28.

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2016Monetary Policy and the Stock Market: Time-Series Evidence. (2016). Weber, Michael ; Neuhierl, Andreas . In: Working Papers. RePEc:bfi:wpaper:2016-26.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali . In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2016Disaster Risk and Preference Shifts in a New Keynesian Model.. (2016). Szczerbowicz, Urszula ; Isoré, Marlène. In: Working papers. RePEc:bfr:banfra:614.

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2017How to Make Land Titling more Rational. (2017). Arruada, Benito . In: Working Papers. RePEc:bge:wpaper:983.

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2017Household credit, growth and inequality in Malaysia: does the type of credit matter?. (2017). Soh, Jiaming ; Chuah, Kue-Peng ; Chong, Amanda . In: BIS Papers chapters. RePEc:bis:bisbpc:91-06.

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2017Comments on Household credit, growth and inequality in Malaysia: does the type of credit matter?. (2017). Deng, Yongheng . In: BIS Papers chapters. RePEc:bis:bisbpc:91-07.

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2017On the determinants of firms’ financial surpluses and deficits. (2017). Cesaroni, Tatiana ; Infante, Luigi ; de Bonis, Riccardo . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-34.

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2017Consumption-led expansions. (2017). Kohlscheen, Emanuel ; Kharroubi, Enisse . In: BIS Quarterly Review. RePEc:bis:bisqtr:1703e.

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2016Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran . In: BIS Working Papers. RePEc:bis:biswps:562.

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2016A Closed-form Solution of a Two-sector Endogenous Growth Model with Habit Formation. (2016). Viaşu, Ioana ; Chilarescu, Constantin. In: Australian Economic Papers. RePEc:bla:ausecp:v:55:y:2016:i:2:p:112-127.

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2016Anticipated consumption and its impact on capital accumulation and growth: “Forward-looking” versus “backward-looking” consumption reference. (2016). Turnovsky, Stephen J ; Monteiro, Goncalo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:12:y:2016:i:3:p:203-232.

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2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294.

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2016Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2016). Song, Dongho. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:915.

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2016Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis. (2016). Young, Garry ; McLeay, Michael ; Harimohan, Rashmi . In: Bank of England working papers. RePEc:boe:boeewp:0590.

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2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

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2016The macroeconomic shock with the highest price of risk. (2016). Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0616.

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2016Adaptive learning and labour market dynamics. (2016). di Pace, Frederico ; Zhang, Shoujian ; Mitra, Kaushik . In: Bank of England working papers. RePEc:boe:boeewp:0633.

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2017Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Latsi, Georgia ; Benetton, Matteo . In: Bank of England working papers. RePEc:boe:boeewp:0639.

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2017The effect of house prices on household borrowing: a new approach. (2017). Ilzetzki, Ethan ; Huber, Kilian ; Cloyne, James ; Kleven, Henrik . In: Bank of England working papers. RePEc:boe:boeewp:0650.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2017Bank capital and risk-taking: evidence from misconduct provisions. (2017). Tracey, Belinda ; Sowerbutts, Rhiannon ; Schnittker, Christian . In: Bank of England working papers. RePEc:boe:boeewp:0671.

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2016Leverage dynamics and the burden of debt. (2016). Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_003.

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2016Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_027.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Savvy parent, savvy child? Intergenerational correlations in returns to financial wealth. (2017). Knüpfer, Samuli ; Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_025.

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2016Household Portfolios in a Secular Stagnation World: Evidence from Japan. (2016). Nikolov, Kalin ; Michaelides, Alexander ; Aoki, Kosuke . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e04.

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2017Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Ito, Yuichiro ; Fujiwara, Shigeaki ; Takizuka, Yasutaka . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e06.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2017Home hours in the United States and Europe. (2017). Lei, Fang ; Cara, McDaniel . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:27:n:1.

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2017The Euler equation around the world. (2017). Stracca, Livio ; Livio, Stracca . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:2:p:9:n:1.

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2016Testing cointegration in quantile regressions with an application to the term structure of interest rates. (2016). Nina, Kuriyama . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:107-121:n:2.

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2016Bond Return Predictability: Economic Value and Links to the Macroeconomy. (2016). Pettenuzzo, Davide ; Timmermann, Allan ; Gargano, Antonio . In: Working Papers. RePEc:brd:wpaper:75r.

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2016Option-Implied Equity Premium Predictions via Entropic TiltinG. (2016). Pettenuzzo, Davide ; Metaxoglou, Konstantinos ; Smith, Aaron . In: Working Papers. RePEc:brd:wpaper:99r.

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2016The Cross-Section of Expected Stock Returns in Brazil. (2016). de Oliveira, Ricardo Dias ; Varga, Gyorgy . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:2:p:151-187.

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2017Are Covered Bonds Different from Asset Securitization Bonds?. (2017). Pinto, Joo M ; Correia, Mafalda C. In: Working Papers de Gestão (Management Working Papers). RePEc:cap:mpaper:012017.

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More than 100 citations found, this list is not complete...

John Y. Campbell has edited the books:


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Works by John Y. Campbell:


YearTitleTypeCited
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
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2011Forced Sales and House Prices In: American Economic Review.
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2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review.
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2016Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers.
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1984A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review.
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1984A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles.
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1983A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers.
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paper
1987Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers.
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paper
1990Measuring the Persistence of Expected Returns. In: American Economic Review.
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1990Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles.
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1990Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers.
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1993Intertemporal Asset Pricing without Consumption Data. In: American Economic Review.
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1993Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles.
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1992Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers.
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2001Who Should Buy Long-Term Bonds? In: American Economic Review.
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1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
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2000Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers.
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1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
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2004Inflation Illusion and Stock Prices In: American Economic Review.
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2004Inflation Illusion and Stock Prices.(2004) In: Scholarly Articles.
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2004Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers.
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2004Bad Beta, Good Beta In: American Economic Review.
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article175
2002Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers.
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2003Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers.
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2004Bad Beta, Good Beta.(2004) In: Scholarly Articles.
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2003Bad Beta, Good Beta.(2003) In: NBER Working Papers.
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2009Measuring the Financial Sophistication of Households In: American Economic Review.
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2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
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2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
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2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
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2015The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy.
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1994The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature.
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2011Consumer Financial Protection In: Journal of Economic Perspectives.
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2011Consumer Financial Protection.(2011) In: Scholarly Articles.
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1995Some Lessons from the Yield Curve In: Journal of Economic Perspectives.
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article164
1995Some Lessons from the Yield Curve.(1995) In: Harvard Institute of Economic Research Working Papers.
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1995Some Lessons from the Yield Curve.(1995) In: Scholarly Articles.
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paper
1995Some Lessons from the Yield Curve.(1995) In: NBER Working Papers.
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paper
2016International Comparative Household Finance In: Annual Review of Economics.
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2016International Comparative Household Finance.(2016) In: Scholarly Articles.
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2016International Comparative Household Finance.(2016) In: NBER Working Papers.
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1990Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics.
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1987Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers.
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1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity.
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1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers.
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1988Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity.
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1990U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity.
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1990U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series.
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2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
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2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
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article71
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
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book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
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article3
1986 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance.
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article30
1986A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles.
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1984A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers.
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1988 Stock Prices, Earnings, and Expected Dividends. In: Journal of Finance.
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article532
1988Stock Prices, Earnings and Expected Dividends.(1988) In: Cowles Foundation Discussion Papers.
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1988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS.(1988) In: Princeton, Department of Economics - Econometric Research Program.
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1988Stock Prices, Earnings, and Expected Dividends.(1988) In: Scholarly Articles.
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1988Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers.
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1992 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance.
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1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles.
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1989Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers.
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1993 What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance.
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1991What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center.
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1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles.
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1991What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers.
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2000Asset Pricing at the Millennium In: Journal of Finance.
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article198
2000Asset Pricing at the Millennium.(2000) In: Harvard Institute of Economic Research Working Papers.
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2000Asset Pricing at the Millennium.(2000) In: Scholarly Articles.
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2000Asset Pricing at the Millennium.(2000) In: NBER Working Papers.
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2000Explaining the Poor Performance of Consumption-based Asset Pricing Models In: Journal of Finance.
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2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
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1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
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2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance.
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article594
2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2001) In: Scholarly Articles.
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2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers.
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2003Equity Volatility and Corporate Bond Yields In: Journal of Finance.
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2003Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles.
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2002Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers.
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2006Household Finance In: Journal of Finance.
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2006Household Finance.(2006) In: Scholarly Articles.
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2006Household Finance.(2006) In: NBER Working Papers.
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2008In Search of Distress Risk In: Journal of Finance.
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2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
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2008In Search of Distress Risk.(2008) In: Scholarly Articles.
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2006In Search of Distress Risk.(2006) In: NBER Working Papers.
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2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
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2010Global Currency Hedging In: Journal of Finance.
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2009Global Currency Hedging.(2009) In: Scholarly Articles.
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2007Global Currency Hedging.(2007) In: NBER Working Papers.
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2014Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics.
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2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers.
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2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers.
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1998Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers.
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1999Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers.
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2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
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2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
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2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
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2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
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2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
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2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
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2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
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2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
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2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
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2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
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2007Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers.
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2009Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics.
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2009Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles.
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2012How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers.
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2012How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers.
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2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers.
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1996A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters.
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1996A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers.
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2001Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers.
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2001Valuation Ratios and the Long-Run Stock Market Outlook: An Update.(2001) In: NBER Working Papers.
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1986The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers.
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1987Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy.
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2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy.
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1991A Variance Decomposition for Stock Returns. In: Economic Journal.
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1990A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers.
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2010The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series.
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1986Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis.(1986) In: NBER Working Papers.
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2004Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings.
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2004Household Risk Management and Optimal Mortgage Choice.(2004) In: Econometric Society 2004 North American Winter Meetings.
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2002Household Risk Management and Optimal Mortgage Choice.(2002) In: Harvard Institute of Economic Research Working Papers.
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2003Household Risk Management and Optimal Mortgage Choice.(2003) In: Scholarly Articles.
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1986Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers.
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