John Y. Campbell

Results: 32



#Item
21Investment / Volatility / Stochastic volatility / Beta / Capital asset pricing model / Intertemporal CAPM / VIX / Implied volatility / Mathematical finance / Financial economics / Finance

An Intertemporal CAPM with Stochastic Volatility John Y. Campbell, Stefano Giglio, Christopher Polk, and Robert Turley1 First draft: October 2011 This version: April 2014

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Source URL: scholar.harvard.edu

Language: English - Date: 2014-04-22 10:40:31
22Logical consequence / Metalogic / Philosophical logic / Logic / Deduction / Entailment

Appendix: Monetary Policy Drivers of Bond and Equity Risks John Y. Campbell, Carolin Pflueger, and Luis M. Viceira1 First draft: March 2012

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Source URL: scholar.harvard.edu

Language: English - Date: 2014-04-22 13:11:22
23Sociology / Social psychology / Education / Knowledge / Gifted education / Study of Mathematically Precocious Youth / Sexism / Gender typing / Peer group / Gender / Behavior / Biology

GENDER PARADIGMS James R. Campbell, St. John’s University, New York, USA Marilyn Verna, St. Francis College, New York, USA Sharon O’Connor-Petruso, S.U.N.Y College at Old Westbury, New York, USA Abstract

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Source URL: www.iea.nl

Language: English - Date: 2011-08-10 09:26:29
24Interest rates / Mathematical finance / Monetary policy / Fixed income analysis / Real interest rate / Fisher equation / Yield curve / Bond / Retirement / Economics / Financial economics / Inflation

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds John Y. Campbell, Adi Sunderam, and Luis M. Viceira Harvard University

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Source URL: www.mrrc.isr.umich.edu

Language: English - Date: 2007-07-24 15:45:16
25Economics / Elasticity of intertemporal substitution / Volatility / Capital asset pricing model / Mathematical finance / Financial economics / Finance

NBER WORKING PAPER SERIES THE LONG-RUN RISKS MODEL AND AGGREGATE ASSET PRICES: AN EMPIRICAL ASSESSMENT Jason Beeler John Y. Campbell

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 12:54:46
26Economics / P/E ratio / Dividend yield / Dividend / Efficient-market hypothesis / Fundamental analysis / Earnings growth / Share price / Stock market / Financial economics / Finance / Financial ratios

Valuation Ratios and the Long-Run Stock Market Outlook: An Update By John Y. Campbell and Robert J. Shiller March 2001

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Source URL: cowles.econ.yale.edu

Language: English - Date: 2001-07-18 10:46:54
27Corporate finance / Debt / Bailout / Word of the year / Bond / Convertible bond / Late-2000s financial crisis / UBS / Subprime mortgage crisis solutions debate / Economics / Economic history / Financial economics

Squam Lake Group The Squam Lake Group is a non-partisan group of academics who offer guidance on the reform of financial regulation. The members of the group include: Martin N. Baily John Y. Campbell

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Source URL: www.squamlakeworkinggroup.org

Language: English - Date: 2013-03-23 06:58:09
28Corporate finance / Debt / Bailout / Word of the year / Bond / Convertible bond / Late-2000s financial crisis / UBS / Subprime mortgage crisis solutions debate / Economics / Economic history / Financial economics

Squam Lake Group The Squam Lake Group is a non-partisan group of academics who offer guidance on the reform of financial regulation. The members of the group include: Martin N. Baily John Y. Campbell

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Source URL: squamlakegroup.org

Language: English - Date: 2013-03-23 06:58:09
29Investment / Capital asset pricing model / Beta / Volatility / Equity premium puzzle / Stochastic volatility / Hedge / VIX / Financial economics / Mathematical finance / Finance

Understanding Volatility Risk John Y. Campbell Harvard University EFMA Reading June[removed]

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Source URL: www.efmaefm.org

Language: English - Date: 2013-08-22 18:01:42
30Economics / Stock market / Financial markets / Behavioral finance / P/E ratio / Fundamental analysis / Earnings growth / Rate of return / Dividend yield / Financial economics / Finance / Financial ratios

Estimating the Real Rate of Return on Stocks Over the Long Term Papers by John Y. Campbell

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Source URL: www.ssab.gov

Language: English - Date: 2008-02-11 10:43:13
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