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Campbell, Sean D.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,836 |
Total
Citations
85 |
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1.
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Weather Forecasting for Weather Derivatives
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Campbell, Sean D.
U.S. Division of Monetary Affairs Diebold, Francis X.
University of Pennsylvania - Department of Economics
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Posted:
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25 Sep 01
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Last Revised:
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18 Sep 10
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1,570
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22
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Campbell, Sean D.
U.S. Division of Monetary Affairs Diebold, Francis X.
University of Pennsylvania - Department of Economics
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45
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Campbell, Sean D.
U.S. Division of Monetary Affairs Diebold, Francis X.
University of Pennsylvania - Department of Economics
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464
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Risk Management, Hedging, Insurance, Seasonality, Average Temperature, Financial Derivatives, Density Forecasting
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Campbell, Sean D.
U.S. Division of Monetary Affairs Diebold, Francis X.
University of Pennsylvania - Department of Economics
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1,061
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22
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Risk Management, Hedging, Insurance, Seasonality, Average Temperature, Financial Derivatives
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Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence
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Campbell, Sean D.
U.S. Division of Monetary Affairs Diebold, Francis X.
University of Pennsylvania - Department of Economics
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Posted:
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26 Sep 05
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Last Revised:
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28 Jul 10
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329
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17
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Campbell, Sean D.
U.S. Division of Monetary Affairs Diebold, Francis X.
University of Pennsylvania - Department of Economics
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30
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Campbell, Sean D.
U.S. Division of Monetary Affairs Diebold, Francis X.
University of Pennsylvania - Department of Economics
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299
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17
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Business cycle, expected equity returns, prediction, Livingston survey, risk aversion, equity premium, risk premium
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3.
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Campbell, Sean D.
U.S. Division of Monetary Affairs
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218
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6
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Great moderation, stock market volatility, fundamental news, return news
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4.
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Campbell, Sean D.
U.S. Division of Monetary Affairs Jiang, Danling
Florida State University - The College of Business Korniotis, George M.
University of Miami
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15 Sep 07
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Last Revised:
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21 Jul 12
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172
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1
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Limited Participation, Value Effect, Macroeconomic Factors
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5.
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Gallin, Joshua
Federal Reserve Board - Research & Statistics Davis, Morris A.
University of Wisconsin School of Business Martin, Robert F.
Federal Reserve Board - International Finance Division Campbell, Sean D.
U.S. Division of Monetary Affairs
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171
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11
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Rent-price ratio, house price, housing rents, interest rate
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6.
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Campbell, Sean D.
U.S. Division of Monetary Affairs
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126
(114,636)
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21
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Equity premium, forecasting, great moderation, predictability, uncertainty, volatility
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Campbell, Sean D.
U.S. Division of Monetary Affairs Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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117
(121,662)
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8.
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Campbell, Sean D.
U.S. Division of Monetary Affairs Covitz, Daniel M.
Federal Reserve Board - Division of Research & Statistics Nelson, William R.
Federal Reserve Board Pence, Karen M.
Board of Governors of the Federal Reserve - Household and Real Estate Finance Section
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76
(162,896)
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5
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securitization, financial crisis, monetary policy, discount window, lender of last resort
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Campbell, Sean D.
U.S. Division of Monetary Affairs Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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57
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2
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Presidential puzzle, realized volatility, range based volatility
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10.
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Campbell, Sean D.
U.S. Division of Monetary Affairs Li, Canlin
University of California, Riverside - A. Gary Anderson Graduate School of Management
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