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Items where Author is "Giglio, Stefano"

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Number of items: 4.

Article

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

Monograph

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2012) An intertemporal CAPM with stochastic volatility. . National Bureau of Economic Research.

Campbell, John Y., Giglio, Stefano and Polk, Christopher (2011) Hard times. AFA 2012 Chicago Meetings Paper. SSRN.

This list was generated on Tue Jun 15 19:25:15 2021 BST.