Sean D. Campbell

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

15

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190

CROSSREF CITATIONS

191

Scholarly Papers (15)

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1.

Weather Forecasting for Weather Derivatives

Downloads 1,851 (15,902)
Citation 48

Weather Forecasting for Weather Derivatives

Number of pages: 118 Posted: 25 Sep 2001
Sean D. Campbell and Francis X. Diebold
Board of Governors of the Federal Reserve System and University of Pennsylvania - Department of Economics
Downloads 1,205 (29,889)
Citation 2

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

Weather Forecasting for Weather Derivatives

Number of pages: 45 Posted: 22 Dec 2002
Sean D. Campbell and Francis X. Diebold
Board of Governors of the Federal Reserve System and University of Pennsylvania - Department of Economics
Downloads 543 (87,664)
Citation 1

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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 Last Revised: 18 Sep 2022
Sean D. Campbell and Francis X. Diebold
Board of Governors of the Federal Reserve System and University of Pennsylvania - Department of Economics
Downloads 103 (443,340)
Citation 2

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2.

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

Downloads 398 (128,439)
Citation 47

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
Board of Governors of the Federal Reserve System and University of Pennsylvania - Department of Economics
Downloads 346 (148,904)

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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 Last Revised: 28 Jul 2022
Sean D. Campbell and Francis X. Diebold
Board of Governors of the Federal Reserve System and University of Pennsylvania - Department of Economics
Downloads 52 (658,512)
Citation 1

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3.

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
Sean D. Campbell, Stefanos Delikouras, Danling Jiang and George M. Korniotis
Board of Governors of the Federal Reserve System, University of Miami - Department of Finance, College of Business, Stony Brook University and University of Miami - Department of Finance
Downloads 383 (134,113)
Citation 3

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human capital, income risk, affluent investors, stock returns

4.

Stock Market Volatility and the Great Moderation

FEDs Working Paper No. 2005-47
Number of pages: 50 Posted: 05 Jan 2006
Sean D. Campbell
Board of Governors of the Federal Reserve System
Downloads 307 (170,269)
Citation 1

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

5.

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

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 20 Sep 2016 Last Revised: 24 Jan 2019
Sean D. Campbell and Ivan Ivanov
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Chicago
Downloads 288 (182,023)
Citation 1

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6.

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
Joshua Gallin, Morris A. Davis, Robert F. Martin and Sean D. Campbell
Board of Governors of the Federal Reserve System, Rutgers Business School, Federal Reserve Board - International Finance Division and Board of Governors of the Federal Reserve System
Downloads 257 (204,195)
Citation 96

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

7.

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
Sean D. Campbell, Daniel M. Covitz, William R. Nelson and Karen M. Pence
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 172 (296,052)
Citation 22

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

8.

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
Board of Governors of the Federal Reserve System and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 167 (303,506)
Citation 1

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9.

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

Number of pages: 38 Posted: 17 Dec 2004
Sean D. Campbell
Board of Governors of the Federal Reserve System
Downloads 157 (319,822)
Citation 18

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

10.

Alternative Estimates of the Presidential Premium

Number of pages: 42 Posted: 28 Jan 2005
Sean D. Campbell and Canlin Li
Board of Governors of the Federal Reserve System and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
Downloads 108 (425,894)
Citation 2

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Presidential puzzle, realized volatility, range based volatility

11.

Anchoring Bias in Consensus Forecasts and its Effect on Market Prices

FEDS Working Paper No. 2007-12
Posted: 06 Jul 2021 Last Revised: 03 Jul 2021
Sean D. Campbell and Steven A. Sharpe
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

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Economic forecasting, bond markets

12.

Risk Transfer Across Economic Sectors Using Credit Default Swaps

FEDS Notes No. 2014-09-03 https://doi.org/10.17016/2380-7172.0027
Posted: 16 Dec 2014
Sean D. Campbell and Joshua Gallin
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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13.

Estimating the Effect of Central Clearing on Credit Derivative Exposures

FEDS Notes No. 2014-02-26 https://doi.org/10.17016/2380-7172.0010
Posted: 16 Dec 2014
Sean D. Campbell
Board of Governors of the Federal Reserve System

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14.

Measuring Agency MBS Market Liquidity with Transaction Data

FEDS Notes No. 2014-01-31-1 https://doi.org/10.17016/2380-7172.0007
Posted: 16 Dec 2014
Sean D. Campbell, Canlin Li and Jay Im
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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15.

Option Pricing with Unobserved and Regime-Switching Volatility

Posted: 04 May 1999
Sean D. Campbell and Canlin Li
Board of Governors of the Federal Reserve System and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management

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