Items where Author is "Campbell, John Y."

Martin, Ian W. R. ORCID: 0000-0001-8373-5317 and Campbell, John Y. (2024) Sustainability in a risky world. American Economic Review: Insights. ISSN 2640-205X (In Press)

Campbell, John Y., Giglio, Stefano, Polk, Christopher ORCID: 0009-0008-0133-6709 and Turley, Robert (2018) An Intertemporal CAPM with stochastic volatility. Journal of Financial Economics, 128 (2). pp. 207-233. ISSN 0304-405X

Campbell, John Y., Giglio, Stefano and Polk, Christopher ORCID: 0009-0008-0133-6709 (2013) Hard times. Review of Asset Pricing Studies, 3 (1). pp. 95-132. ISSN 2045-9920

Polk, Christopher ORCID: 0009-0008-0133-6709 and Campbell, John Y. (2013) Nobel 2013 economics: predicting asset prices. Nature, 504 (7478). p. 97. ISSN 0028-0836

Campbell, John Y., Giglio, Stefano and Polk, Christopher ORCID: 0009-0008-0133-6709 (2012) An intertemporal CAPM with stochastic volatility. . National Bureau of Economic Research.

Campbell, John Y., Giglio, Stefano and Polk, Christopher ORCID: 0009-0008-0133-6709 (2011) Hard times. AFA 2012 Chicago Meetings Paper. SSRN.

Campbell, John Y., Polk, Christopher ORCID: 0009-0008-0133-6709 and Vuolteenaho, Tuomo (2010) Growth or glamour?: fundamentals and systematic risk in stock returns. Review of Financial Studies, 23 (1). pp. 305-344. ISSN 0893-9454

Campbell, John Y. and Nosbusch, Yves (2007) Intergenerational risksharing and equilibrium asset prices. Financial Markets Group Discussion Papers (589). Financial Markets Group, The London School of Economics and Political Science, London, UK.