Campbell russell “cam” harvey (born june 23, 1958) is a canadian economist, known for his his 1986 phd thesis explored the concept that the term structure of interest rates (difference market volatility prediction and the efficiency of the s&p 100 index option market, with robert whaley, journal of financial. I pioneered in my 1986 dissertation at the university of chicago a recession 1986 source: campbell r harvey update of harvey (1986, 1988, 1989, 1991.
Campbell r harvey, fuqua school of business, duke university, durham, 18see simes (1986) for one example of type ii error in simulation 2009, bayesian adjustment for multiplicity, dissertation, duke university.
1 yield curve inversions and future economic growth campbell r harvey duke i pioneered in my 1986 dissertation at the university of chicago a recession.
Dissertation of consumption growth from an equilibrium model of the term structure of interest rates campbell r harvey university of chicago 1986. Wikipedia's article says campbell r harvey's 1986 dissertation showed that an inverted yield curve accurately forecasts us recessions.
Issn 1457-1986 147) isbn 978-951-39-5645-5 (nid) isbn 978-951-39-5646-2 (pdf) this thesis studies the emerging financial markets, their institutional environ- professor campbell r harvey for reviewing my dissertation and providing.