Showing results 1 - 5 of 5
Monetary Policy Drivers of Bond and Equity Risks. John Campbell, August 2013, Paper. "The exposure of US Treasury bonds to the stock market has moved considerably over time. While…
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. John Y. Campbell, Adi Sunderam, Luis M. Viceira, January 15, 2013, Paper. "The covariance between U.S.…
Understanding Inflation-Indexed Bond Markets. John Campbell, Luis Viceira, May 3, 2009, Paper. "This paper explores the history of inflation-indexed bond markets in the US…
Global Currency Hedging. John Campbell, January 28, 2009, Paper. "Over the period 1975 to 2005, the US dollar (particularly in relation to the Canadian dollar) and the…
Asset Prices & Monetary Policy. John Campbell, 2008, Book. "Economic growth, low inflation, and financial stability are among the most important goals of policy makers,…