What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1993.tb04700.x/fullpdf
Reference47 articles.
1. Why don't the prices of stocks and bonds move together?;Barsky;American Economic Review,1989
2. Stock returns and the term structure;Campbell;Journal of Financial Economics,1987
3. A variance decomposition for stock returns, the H. G. Johnson Lecture to the Royal Economic Society;Campbell;Economic Journal,1991
4. Campbell , John Y. 1993 Intertemporal asset pricing without consumption data American Economic Review
5. Campbell , John Y. Jianping Mei 1992 Where do betas come from? Asset price dynamics and the sources of systematic risk, Unpublished paper, Princeton University
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