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Publications

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  • 18 Oct 2013
  • Working Paper Summaries

Monetary Policy Drivers of Bond and Equity Risks

Keywords: by John Y. Campbell, Carolin E. Pflueger & Luis M. Viceira
  • 30 Jun 2015
  • First Look

First Look: June 30, 2015

social auditors and for auditing firms. Publisher's link: https://www.hbs.edu/faculty/Pages/item.aspx?num=49303   Working Papers Monetary Policy Drivers of Bond and Equity Risks By: Campbell, John Y., View Details
Keywords: Carmen Nobel
  • 27 May 2009
  • First Look

First Look: May 27, 2009

Finally, the long-run risks model implies extremely low yields and negative-term premia on inflation-indexed bonds. Download the paper from SSRN ($5): http://papers.nber.org/papers/W14788 Measuring the Financial Sophistication of Households Authors:Laurent Calvet,... View Details
Keywords: Martha Lagace
  • 05 Aug 2008
  • First Look

First Look: August 5, 2008

Rebalancing by Individual Investors Authors:Laurent E. Calvet, John Y. Campbell, and Paolo Sodini Abstract This... View Details
Keywords: Martha Lagace
  • Web

Finance Awards & Honors - Faculty & Research

Equity Risks” (with John Y. Campbell and Carolin E. Pflueger). 2013 Malcolm P. Baker : Second Place Winner of the 2012 Jensen Prize for the Best... View Details
  • 19 May 2015
  • First Look

First Look: May 19

Drivers of Bond and Equity Risks By: Campbell, John Y., Carolin E. Pflueger, and Luis M. Viceira Abstract—The exposure of U.S. Treasury bonds to... View Details
Keywords: Sean Silverthorne
  • Web

Globalization - Faculty & Research

Lydia Begag. "Luca de Meo at Renault Group (A)." Harvard Business School Case 425-041, February 2025. More Publications Faculty Geoffrey G. Jones Christopher A. Bartlett Tarun Khanna John A. Quelch Lynn S. Paine Ray A. Goldberg Louis T.... View Details
  • 25 Mar 2014
  • First Look

First Look: March 25

on those less familiar with the reporting standards. Publisher's link: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1430589   Working Papers Monetary Policy Drivers of Bond and Equity Risks By: Campbell, View Details
Keywords: Sean Silverthorne
  • Web

Research - Behavioral Finance & Financial Stability

Campbell , Carolin Pflueger & Luis M. Viceira JUN 2015 Campbell, Pflueger, and Viceira develop a macroeconomic model of habit formation that explains both bond and stock... View Details
  • August 2020
  • Article

Macroeconomic Drivers of Bond and Equity Risks

By: John Y. Campbell, Carolin E. Pflueger and Luis M. Viceira
Our new model of consumption-based habit generates time-varying risk premia on bonds and stocks from loglinear, homoskedastic macroeconomic dynamics. Consumers' first-order condition for the real risk-free bond generates an exactly loglinear consumption Euler equation,... View Details
Keywords: Consumption-based Habit Formation; Consumption Euler Equation; Time-varying Risk Premia; Inflation Dynamics; Bond-stock Correlation; Risk and Uncertainty; Bonds; Macroeconomics
Related
  • 11 Sep 2018
  • First Look

New Research and Ideas, September 11, 2018

for a broad array of service domains where operations are hidden and levels of consumer trust and engagement are faltering. Download working paper: https://www.hbs.edu/faculty/Pages/item.aspx?num=45842 Macroeconomic Drivers of Bond and Equity Risks By: View Details
Keywords: Dina Gerdeman
  • 08 Oct 2013
  • First Look

First Look: October 8

such joins do and do not increase welfare. Download working paper: http://ssrn.com/abstract=1535448 Monetary Policy Drivers of Bond and Equity Risks By: Campbell, John Y., View Details
Keywords: Sean Silverthorne
  • 29 Apr 2014
  • First Look

First Look: April 29

Competing platforms are affected negatively because more information intensifies price competition. Publisher's link: http://ssrn.com/abstract=2360263   Working Papers Monetary Policy Drivers of Bond and Equity Risks By: Campbell, View Details
Keywords: Sean Silverthorne
  • Web

Print View - Course Catalog

virtually no overlap between Starting Your Own Private Investment Firm , which Professor Dionne co-founded as a SIP, and PE Finance. Who Teaches This Course? The course will be taught by John Dionne, a... View Details