Sean D. Campbell

U.S. Division of Monetary Affairs

20th and C Streets, NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 11,555

SSRN RANKINGS

Top 11,555

in Total Papers Downloads

3,184

CITATIONS
Rank 5,716

SSRN RANKINGS

Top 5,716

in Total Papers Citations

89

Scholarly Papers (11)

1.
Downloads 1,642 ( 7,357)
Citation 24

Weather Forecasting for Weather Derivatives

PIER Working Paper No. 01-031
Number of pages: 118 Posted: 25 Sep 2001
Sean D. Campbell and Francis X. Diebold
U.S. Division of Monetary Affairs and University of Pennsylvania - Department of Economics
Downloads 1,102 (13,691)
Citation 24

Abstract:

Risk Management, Hedging, Insurance, Seasonality, Average Temperature, Financial Derivatives

Weather Forecasting for Weather Derivatives

PIER Working Paper No. 02-046
Number of pages: 45 Posted: 22 Dec 2002
Sean D. Campbell and Francis X. Diebold
U.S. Division of Monetary Affairs and University of Pennsylvania - Department of Economics
Downloads 485 (43,904)
Citation 24

Abstract:

Risk Management, Hedging, Insurance, Seasonality, Average Temperature, Financial Derivatives, Density Forecasting

Weather Forecasting for Weather Derivatives

NBER Working Paper No. w10141
Number of pages: 30 Posted: 10 Dec 2003
Sean D. Campbell and Francis X. Diebold
U.S. Division of Monetary Affairs and University of Pennsylvania - Department of Economics
Downloads 55 (303,212)
Citation 24

Abstract:

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence

PIER Working Paper No. 05-025, CFS Working Paper No. 2005/22
Number of pages: 29 Posted: 26 Sep 2005
Sean D. Campbell and Francis X. Diebold
U.S. Division of Monetary Affairs and University of Pennsylvania - Department of Economics
Downloads 314 (74,243)
Citation 18

Abstract:

Business cycle, expected equity returns, prediction, Livingston survey, risk aversion, equity premium, risk premium

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence

NBER Working Paper No. w11736
Number of pages: 29 Posted: 27 Jan 2006
Sean D. Campbell and Francis X. Diebold
U.S. Division of Monetary Affairs and University of Pennsylvania - Department of Economics
Downloads 36 (363,689)
Citation 18

Abstract:

3.

Stock Market Volatility and the Great Moderation

FEDs Working Paper No. 2005-47
Number of pages: 50 Posted: 05 Jan 2006
Sean D. Campbell
U.S. Division of Monetary Affairs
Downloads 224 (101,914)
Citation 8

Abstract:

Great moderation, stock market volatility, fundamental news, return news

4.

The Human Capital That Matters: Expected Returns and High-Income Households

Review of Financial Studies, 2016, 29(9): 2523-2563
Number of pages: 56 Posted: 15 Sep 2007 Last Revised: 15 Oct 2016
U.S. Division of Monetary Affairs, University of Miami, College of Business, SUNY at Stony Brook and University of Miami
Downloads 202 (87,751)

Abstract:

human capital, income risk, affluent investors, stock returns

5.

A Trend and Variance Decomposition of the Rent-Price Ratio in Housing Markets

FEDS Working Paper No. 2006-29
Number of pages: 48 Posted: 13 Dec 2006
Federal Reserve Board - Research & Statistics, Rutgers Business School, Federal Reserve Board - International Finance Division and U.S. Division of Monetary Affairs
Downloads 182 (127,754)
Citation 11

Abstract:

Rent-price ratio, house price, housing rents, interest rate

6.

Macroeconomic Volatility, Predictability and Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters

FEDS Working Paper No. 2004-52
Number of pages: 38 Posted: 17 Dec 2004
Sean D. Campbell
U.S. Division of Monetary Affairs
Downloads 129 (173,443)
Citation 21

Abstract:

Equity premium, forecasting, great moderation, predictability, uncertainty, volatility

7.

Per Capita Consumption, Luxury Consumption and the Presidential Puzzle: A Partial Resolution

Brown University Economics Working Paper No. 2003-18
Number of pages: 50 Posted: 18 May 2005
Sean D. Campbell and Canlin Li
U.S. Division of Monetary Affairs and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 123 (178,871)

Abstract:

8.

Securitization Markets and Central Banking: An Evaluation of the Term Asset-Backed Securities Loan Facility

FEDS Working Paper No. 2011-16
Number of pages: 42 Posted: 17 Apr 2011
U.S. Division of Monetary Affairs, Federal Reserve Board - Division of Research & Statistics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 85 (224,042)
Citation 4

Abstract:

securitization, financial crisis, monetary policy, discount window, lender of last resort

9.

Alternative Estimates of the Presidential Premium

FEDS Working Paper No. 2004-69
Number of pages: 42 Posted: 28 Jan 2005
Sean D. Campbell and Canlin Li
U.S. Division of Monetary Affairs and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 62 (266,257)
Citation 2

Abstract:

Presidential puzzle, realized volatility, range based volatility

10.

Empirically Evaluating Systemic Risks in CCPs: The Case of Two CDS CCPs

Number of pages: 43 Posted: 20 Sep 2016
Sean D. Campbell and Ivan Ivanov
U.S. Division of Monetary Affairs and Board of Governors of the Federal Reserve System
Downloads 0 (253,979)

Abstract:

11.

Option Pricing with Unobserved and Regime-Switching Volatility

Posted: 04 May 1999
Sean D. Campbell and Canlin Li
U.S. Division of Monetary Affairs and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management

Abstract: