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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)
Date: 1991
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Related works:
Journal Article: What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993) Downloads
Working Paper: What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993) Downloads
Working Paper: What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1991) Downloads
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