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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

for “Monetary Policy Drivers of Bond and Equity Risks” (with John Y. Campbell and Carolin E. Pflueger). 2013 Malcolm P. Baker : Second Place... 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

Publications Faculty Geoffrey G. Jones Christopher A. Bartlett Tarun Khanna John A. Quelch Lynn S. Paine Ray A. Goldberg Louis T. Wells Rosabeth M. Kanter Michael Y. Yoshino Laura Alfaro Michael View Details
  • 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
  • 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
  • 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
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  • 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

and Private Equity Finance . Who Teaches This Course? The course will be taught by John Dionne, a Blackstone Senior Advisor and Senior Managing Director for almost 20 years. Mr. Dionne was a Member of the... View Details