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  • 12 Mar 2009
  • Working Paper Summaries

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

Keywords: by John Y. Campbell, Adi Sunderam & Luis M. Viceira
  • 05 Sep 2007
  • Working Paper Summaries

Global Currency Hedging

Keywords: by John Y. Campbell, Karine Serfaty-de Medeiros & Luis M. Viceira; Financial Services
  • 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
  • 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
  • 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., Carolin... View Details
Keywords: Carmen Nobel
  • 30 Jan 2017
  • Research & Ideas

Vanguard, Trian And The Problem With 'Passive' Index Funds

On August 31, 2016, many investors celebrated the 40th birthday of one of the world’s most successful financial instruments: the mutual index fund, created by Vanguard founder John C. Bogle. Index funds,... View Details
Keywords: by Michael Blanding; Financial Services
  • Web

Business Economics - Doctoral

Department Advisors: Gabriel Chodorow-Reich , Andrei Shleifer , Ludwig Straub , and David Baqaee Spencer Yongwook Kwon, 2023 Brown University, Department of Economics Advisors: Andrei Shleifer , Samuel G. Hanson , Adi View Details
  • Web

Placement - Doctoral

Mortgage Market Advisors: John Campbell (Chair), Adi Sunderam , Edward Glaeser , Robin Lee , and Ariel Pakes 2021 Andreas Schaab Business Economics, 2021 Placement: Columbia... View Details
  • Web

Finance Faculty - Faculty & Research

Shleifer Visiting Professor of Business Administration Emil N. Siriwardane Finnegan Family Associate Professor of Business Administration Erik Stafford John A. Paulson Professor of Business Administration Eva J. Sudol Senior Lecturer of... View Details
  • 13 Jan 2015
  • First Look

First Look: January 13

employee confusion about or neglect of the tax properties of Roth balances and (2) partition dependence. Download working paper: http://www.nber.org/papers/w20738 The Rise and Fall of Demand for Securitizations By: Chernenko, Sergey, Samuel G. Hanson, and View Details
Keywords: Sean Silverthorne
  • Web

In The Classroom - Behavioral Finance & Financial Stability

Carmen Reinhart HKS ITF-270 The Financial System and the Central Bank By: Jeremy C. Stein Harvard University Econ 1759 Behavioral Finance By: Jeremy C. Stein & Andrei Shleifer Harvard University Econ 2728, PhD Corporate Finance and Banking By: Samuel G. Hanson & View Details
  • Web

People - Behavioral Finance & Financial Stability

Treasury of the United States, from 1999 to 2001. He has written extensively on many fields in economics, most recently on policy responses to secular stagnation. Adi Sunderam Willard Prescott Smith... View Details
  • 14 Mar 2017
  • First Look

First Look at New Research, March 14

https://www.hbs.edu/faculty/Pages/item.aspx?num=52405 forthcoming Critical Finance Review Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds By: Campbell, John Y., View Details
Keywords: Sean Silverthorne
  • 02 May 2017
  • First Look

First Look at New Research: May 2, 2017

Louis T. Abstract—No abstract available. Publisher's link: https://www.hbs.edu/faculty/Pages/item.aspx?num=52575 The Cross Section of Bank Value By: Egan, Mark, Stefan Lewellen, and Adi Sunderam Abstract—We... View Details
Keywords: Carmen Nobel
  • Web

Finance Awards & Honors - Faculty & Research

HBS Brief Case 114-263). Adi Sunderam : Joint winner of the Ieke van den Burg Prize for Research on Systemic Risk awarded by the European Systemic Risk Board (ESRB) for... View Details
  • Web

Research - Behavioral Finance & Financial Stability

Externalities? By: Sergey Chernenko & Adi Sunderam DEC 2018 How do cash policies affect stock returns? A mutual fund that uses its cash reserves to accommodate outflows will lower the volatility of its... View Details
  • 2017
  • Article

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

By: John Y. Campbell, Adi Sunderam and Luis M. Viceira
The covariance between U.S. Treasury bond returns and stock returns has moved considerably over time. While it was slightly positive on average in the period 1953–2009, it was unusually high in the early 1980s and negative in the 2000s, particularly in the downturns of... View Details
Keywords: Inflation and Deflation; Bonds; Interest Rates; Investment Return; Risk Management
Related
  • Web

Student Research - Doctoral

state; (2) how often closures or openings are caused by GPI unit changes only or caused by... Load More Related Faculty Brian K. Baik Accounting and Management 1 results Julie Battilana Organizational Behavior 1 results View Details
  • 10 Feb 2009
  • First Look

First Look: February 10, 2009

  Working PapersInflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds Authors:John Y. Campbell, Adi Sunderam, and Luis M. Viceira Abstract The covariance... View Details
Keywords: Martha Lagace
  • Web

Globalization - Faculty & Research

Ray A. Goldberg Louis T. Wells Rosabeth M. Kanter Laura Alfaro Michael Y. Yoshino Michael E. Porter Rawi E. Abdelal See All HBS Working Knowlege 23 Jul 2024 The New Rules of Trade with China: Navigating Tariffs, Turmoil, and Opportunities... View Details