Concepedia

John Ammer

JA

Statistics

Publications

27

Citations

2.6K

H-Index

18

Active since

1991

Affiliations

Federal Reserve Board of Governors(Current)

Federal Reserve

Bank for International Settlements

University of Georgia

Fudan University

John Ammer is an author at Federal Reserve Board of Governors specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsGlobal FinanceFinancial EconomicsManagementEconomic AnalysisMacroeconomicsAsset PricingMonetary Policy

Publications per year

1991–2022

27

Publications

27

What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns

John Y. Campbell, John Ammer · The Journal of Finance · 1993 · 923 citations

Empirical Finance, Volatility Modeling, Term Structure Model +16

What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns

John Y. Campbell, John Ammer · The Journal of Finance · 1993 · 455 citations

Empirical Finance, Volatility Modeling, Term Structure Model +17

Measuring International Economic Linkages with Stock Market Data

John Ammer, Jianping Mei · The Journal of Finance · 1996 · 209 citations

Economics, International Finance, International Economics +15

House Prices and Monetary Policy: A Cross-Country Study

Alan Ahearne, John Ammer, Brian M. Doyle et al. · International Finance Discussion Paper · 2005 · 168 citations · Full text

Monetary Policy, Economics, House Prices +11

Sovereign CDS and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter?

John Ammer, Fang Cai · Journal of International Financial Markets Institutions and Money · 2011 · 114 citations

Emerging Market, Economics, Sovereign Cds +10

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