Items where Author is "Giglio, Stefano"

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

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.