What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns

John Campbell and J. Ammer

Working Papers from Princeton, Department of Economics - Financial Research Center

Keywords: business cycles; investment returns; econometrics; inflation; interest rate; expectations (search for similar items in EconPapers)
Pages: 40 pages
Date: 1991
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Citations: View citations in EconPapers (6)

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Related works:
Journal Article: What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)
Working Paper: What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)
Working Paper: What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:prinec:127

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