John Y. Campbell
Names
| first: |
John |
| middle: |
Y. |
| last: |
Campbell |
Identifer
Contact
Affiliations
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National Bureau of Economic Research (NBER) (weight: 25%)
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Harvard University
/ Department of Economics (weight: 75%)
Research profile
author of:
- Racines unitaires en macroéconomie : le cas multidimensionnel (RePEc:adr:anecst:y:1992:i:27:p:1-50)
by Pierre Perron & John Y. Campbell - Forced Sales and House Prices (RePEc:aea:aecrev:v:101:y:2011:i:5:p:2108-31)
by John Y. Campbell & Stefano Giglio & Parag Pathak - Restoring Rational Choice: The Challenge of Consumer Financial Regulation (RePEc:aea:aecrev:v:106:y:2016:i:5:p:1-30)
by John Y. Campbell - Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market (RePEc:aea:aecrev:v:110:y:2020:i:10:p:3184-3230)
by Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai - A Simple Account of the Behavior of Long-Term Interest Rates (RePEc:aea:aecrev:v:74:y:1984:i:2:p:44-48)
by Campbell, John Y & Shiller, Robert J - Permanent and Transitory Components in Macroeconomic Fluctuations (RePEc:aea:aecrev:v:77:y:1987:i:2:p:111-17)
by Campbell, John Y & Mankiw, N Gregory - Measuring the Persistence of Expected Returns (RePEc:aea:aecrev:v:80:y:1990:i:2:p:43-47)
by Campbell, John Y - Intertemporal Asset Pricing without Consumption Data (RePEc:aea:aecrev:v:83:y:1993:i:3:p:487-512)
by Campbell, John Y - Who Should Buy Long-Term Bonds? (RePEc:aea:aecrev:v:91:y:2001:i:1:p:99-127)
by LuisM. Viceira & John Y. Campbell - Inflation Illusion and Stock Prices (RePEc:aea:aecrev:v:94:y:2004:i:2:p:19-23)
by John Y. Campbell & Tuomo Vuolteenaho - Bad Beta, Good Beta (RePEc:aea:aecrev:v:94:y:2004:i:5:p:1249-1275)
by John Y. Campbell & Tuomo Vuolteenaho - Measuring the Financial Sophistication of Households (RePEc:aea:aecrev:v:99:y:2009:i:2:p:393-98)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - The Impact of Regulation on Mortgage Risk: Evidence from India (RePEc:aea:aejpol:v:7:y:2015:i:4:p:71-102)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish - Do the Rich Get Richer in the Stock Market? Evidence from India (RePEc:aea:aerins:v:1:y:2019:i:2:p:225-40)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish - The New Palgrave Dictionary of Money and Finance (RePEc:aea:jeclit:v:32:y:1994:i:2:p:667-73)
by Campbell, John Y - Consumer Financial Protection (RePEc:aea:jecper:v:25:y:2011:i:1:p:91-114)
by John Y. Campbell & Howell E. Jackson & Brigitte C. Madrian & Peter Tufano - Some Lessons from the Yield Curve (RePEc:aea:jecper:v:9:y:1995:i:3:p:129-52)
by John Y. Campbell - International Comparative Household Finance (RePEc:anr:reveco:v:8:y:2016:p:111-144)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai - Permanent Income, Current Income, and Consumption (RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79)
by Campbell, John Y & Mankiw, N Gregory - Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (RePEc:bin:bpeajo:v:14:y:1983:i:1983-1:p:173-224)
by Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz - Is There a Corporate Debt Crisis? (RePEc:bin:bpeajo:v:19:y:1988:i:1988-1:p:83-140)
by Ben S. Bernanke & John Y. Campbell - U.S. Corporate Leverage: Developments in 1987 and 1988 (RePEc:bin:bpeajo:v:21:y:1990:i:1990-1:p:255-286)
by Ben S. Bernanke & John Y. Campbell & Toni M. Whited - Understanding Inflation-Indexed Bond Markets (RePEc:bin:bpeajo:v:40:y:2009:i:2009-01:p:79-138)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira - The Squam Lake Report: Fixing the Financial System (RePEc:bla:jacrfn:v:22:y:2010:i:3:p:8-21)
by Kenneth French & Martin Baily & John Campbell & John Cochrane & Douglas Diamond & Darrell Duffie & Anil Kashyap & Frederic Mishkin & Raghuram Rajan & David Scharfstein & Robert Shiller & Hyun Song Shi - Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group (RePEc:bla:jacrfn:v:25:y:2013:i:4:p:37-40)
by Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Kenneth R. French & Anil K. Kashyap & Frederic S. Mishkin & Raghuram Rajan & David S. Scharfstein & Robert - A Defense of Traditional Hypotheses about the Term Structure of Interest Rates (RePEc:bla:jfinan:v:41:y:1986:i:1:p:183-93)
by Campbell, John Y - Unknown item RePEc:bla:jfinan:v:43:y:1988:i:3:p:661-76 (article)
- Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration (RePEc:bla:jfinan:v:47:y:1992:i:1:p:43-69)
by Campbell, John Y & Hamao, Yasushi - What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (RePEc:bla:jfinan:v:48:y:1993:i:1:p:3-37)
by Campbell, John Y & Ammer, John - Asset Pricing at the Millennium (RePEc:bla:jfinan:v:55:y:2000:i:4:p:1515-1567)
by John Y. Campbell - Explaining the Poor Performance of Consumption‐based Asset Pricing Models (RePEc:bla:jfinan:v:55:y:2000:i:6:p:2863-2878)
by John Y. Campbell & John H. Cochrane - Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (RePEc:bla:jfinan:v:56:y:2001:i:1:p:1-43)
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu - Equity Volatility and Corporate Bond Yields (RePEc:bla:jfinan:v:58:y:2003:i:6:p:2321-2350)
by John Y. Campbell & Glen B. Taksler - Household Finance (RePEc:bla:jfinan:v:61:y:2006:i:4:p:1553-1604)
by John Y. Campbell - In Search of Distress Risk (RePEc:bla:jfinan:v:63:y:2008:i:6:p:2899-2939)
by John Y. Campbell & Jens Hilscher & Jan Szilagyi - Global Currency Hedging (RePEc:bla:jfinan:v:65:y:2010:i:1:p:87-121)
by John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira - A Model of Mortgage Default (RePEc:bla:jfinan:v:70:y:2015:i:4:p:1495-1554)
by John Y. Campbell & João F. Cocco - Structuring Mortgages for Macroeconomic Stability (RePEc:bla:jfinan:v:76:y:2021:i:5:p:2525-2576)
by John Y. Campbell & Nuno Clara & João F. Cocco - Who Owns What? A Factor Model for Direct Stockholding (RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591)
by Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish - Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller (RePEc:bla:scandj:v:116:y:2014:i:3:p:593-634)
by John Y. Campbell - Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices (RePEc:bru:brucer:95-09)
by David Barr & John Campbell - Debt and Deficits: Fiscal Analysis with Stationary Ratios (RePEc:chf:rpseri:rp23101)
by John Y. Campbell & Can Gao & Ian Martin - Viewpoint: Estimating the equity premium (RePEc:cje:issued:v:41:y:2008:i:1:p:1-21)
by John Y. Campbell - What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages (RePEc:cpr:ceprdp:10117)
by Campbell, John Y - An Intertemporal CAPM with Stochastic Volatility (RePEc:cpr:ceprdp:10681)
by Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert - Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market (RePEc:cpr:ceprdp:10683)
by Campbell, John Y & Nielsen, Kasper Meisner - Do the Rich Get Richer in the Stock Market? Evidence from India (RePEc:cpr:ceprdp:13116)
by Campbell, John Y & Ranish, Benjamin - The Cross-Section of Household Preferences (RePEc:cpr:ceprdp:16105)
by Calvet, Laurent E. & Campbell, John Y & Gomes, Francisco & Sodini, Paolo - Sustainability in a Risky World (RePEc:cpr:ceprdp:16219)
by Campbell, John Y & Martin, Ian - Who Owns What? A Factor Model for Direct Stockholding (RePEc:cpr:ceprdp:16378)
by Balasubramaniam, Vimal & Campbell, John Y & Ranish, Benjamin - Debt and Deficits: Fiscal Analysis with Stationary Ratios (RePEc:cpr:ceprdp:18133)
by Campbell, John Y & Gao, Can & Martin, Ian - Dispersion and Volatility in Stock Returns: An Empirical Investigation (RePEc:cpr:ceprdp:1923)
by Campbell, John Y & Kim, Sangjoon & Lettau, Martin - A Multivariate Model of Strategic Asset Allocation (RePEc:cpr:ceprdp:3070)
by Campbell, John Y & Viceira, Luis & Chan, Yeung Lewis - Foreign Currency for Long-Term Investors (RePEc:cpr:ceprdp:3463)
by Campbell, John Y & Viceira, Luis & White, Josh S. - Strategic Asset Allocation in a Continuous Time VAR Model (RePEc:cpr:ceprdp:4160)
by Campbell, John Y & Viceira, Luis & Rodriguez, Jorge & Chacko, George - The Term Structure of the Risk-Return Tradeoff (RePEc:cpr:ceprdp:4914)
by Campbell, John Y & Viceira, Luis - Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements (RePEc:cpr:ceprdp:6390)
by Campbell, John Y & Schwartz, Allie - How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market (RePEc:cpr:ceprdp:9136)
by Campbell, John Y & Ranish, Benjamin - Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience (RePEc:cpr:ceprdp:9907)
by Campbell, John Y & Ranish, Benjamin - The Econometrics Of Financial Markets (RePEc:cup:macdyn:v:2:y:1998:i:04:p:559-562_00)
by Campbell, John Y. & Lo, Andrew W. & MacKinlay, A. Craig & Whitelaw, Robert F. - A Scorecard for Indexed Government Debt (RePEc:cwl:cwldpp:1125)
by John Y. Campbell & Robert J. Shiller - Valuation Ratios and the Long-run Stock Market Outlook: An Update (RePEc:cwl:cwldpp:1295)
by John Y. Campbell & Robert J. Shiller - Understanding Inflation-Indexed Bond Markets (RePEc:cwl:cwldpp:1696)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira - Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (RePEc:cwl:cwldpp:667)
by Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz - The Term Structure of Euromarket Interest Rates: An Empirical Investigation (RePEc:cwl:cwldpp:772r)
by John Y. Campbell & Richard H. Clarida - Cointegration and Tests of Present Value Models (RePEc:cwl:cwldpp:785)
by John Y. Campbell & Robert J. Shiller - The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (RePEc:cwl:cwldpp:812)
by Robert J. Shiller & John Y. Campbell - Stock Prices, Earnings and Expected Dividends (RePEc:cwl:cwldpp:858)
by John Y. Campbell & Robert J. Shiller - Down or out: assessing the welfare costs of household investment mistakes (RePEc:ebg:heccah:0832)
by Calvet, Laurent & Campbell, John Y. & Sodini, Paolo - Restoring rational choice: The challenge of consumer financial regulation (RePEc:ecb:ecbwps:20161897)
by Campbell, John Y. - A Variance Decomposition for Stock Returns (RePEc:ecj:econjl:v:101:y:1991:i:405:p:157-79)
by Campbell, John Y - Foreign Currency for Long-Term Investors (RePEc:ecj:econjl:v:113:y:2003:i:486:p:c1-c25)
by John Y. Campbell & Luis M. Viceira & Joshua S. White - The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies (RePEc:ecl:harjfk:rwp10-040)
by Campbell, John Y. & Jackson, Howell E. & Madrian, Brigitte C. & Tufano, Peter - Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis (RePEc:ecm:emetrp:v:55:y:1987:i:6:p:1249-73)
by Campbell, John Y - Household Risk Management and Optimal Mortgage Choice (RePEc:ecm:nawm04:632)
by Joao Cocco & John Campbell - Household Risk Management and Optimal Mortgage Choice (RePEc:ecm:nawm04:646)
by Joao Cocco & John Campbell - The dollar and real interest rates (RePEc:eee:crcspp:v:27:y:1987:i::p:103-139)
by Campbell, John Y. & Clarida, Richard H. - Finance theory and the term structure a comment (RePEc:eee:crcspp:v:31:y:1989:i::p:177-184)
by Campbell, John Y. - Interpreting cointegrated models (RePEc:eee:dyncon:v:12:y:1988:i:2-3:p:505-522)
by Campbell, John Y. & Shiller, Robert J. - A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem (RePEc:eee:dyncon:v:21:y:1997:i:2-3:p:273-295)
by Campbell, John Y. & Koo, Hyeng Keun - Strategic asset allocation in a continuous-time VAR model (RePEc:eee:dyncon:v:28:y:2004:i:11:p:2195-2214)
by Campbell, John Y. & Chacko, George & Rodriguez, Jorge & Viceira, Luis M. - The dividend ratio model and small sample bias : A Monte Carlo study (RePEc:eee:ecolet:v:29:y:1989:i:4:p:325-331)
by Campbell, John Y. & Shiller, Robert J. - Editors' introduction (RePEc:eee:econom:v:45:y:1990:i:1-2:p:1-5)
by Campbell, John Y. & Melino, Angelo - The response of consumption to income : A cross-country investigation (RePEc:eee:eecrev:v:35:y:1991:i:4:p:723-756)
by Campbell, John Y. & Mankiw, N. Gregory - Aggregate investment, the stock market and the Q model: Robust results for six OECD countries : by G. Sensenbrenner (RePEc:eee:eecrev:v:35:y:1991:i:4:p:826-830)
by Campbell, John Y. - Why long horizons? A study of power against persistent alternatives (RePEc:eee:empfin:v:8:y:2001:i:5:p:459-491)
by Campbell, John Y. - Consumption-based asset pricing (RePEc:eee:finchp:2-13)
by Campbell, John Y. - An intertemporal CAPM with stochastic volatility (RePEc:eee:jfinec:v:128:y:2018:i:2:p:207-233)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert - Portfolio choice with sustainable spending: A model of reaching for yield (RePEc:eee:jfinec:v:143:y:2022:i:1:p:188-206)
by Campbell, John Y. & Sigalov, Roman - Stock returns and the term structure (RePEc:eee:jfinec:v:18:y:1987:i:2:p:373-399)
by Campbell, John Y. - No news is good news *1: An asymmetric model of changing volatility in stock returns (RePEc:eee:jfinec:v:31:y:1992:i:3:p:281-318)
by Campbell, John Y. & Hentschel, Ludger - A multivariate model of strategic asset allocation (RePEc:eee:jfinec:v:67:y:2003:i:1:p:41-80)
by Campbell, John Y. & Chan, Yeung Lewis & Viceira, Luis M. - Efficient tests of stock return predictability (RePEc:eee:jfinec:v:81:y:2006:i:1:p:27-60)
by Campbell, John Y. & Yogo, Motohiro - Caught on tape: Institutional trading, stock returns, and earnings announcements (RePEc:eee:jfinec:v:92:y:2009:i:1:p:66-91)
by Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie - Asset prices, consumption, and the business cycle (RePEc:eee:macchp:1-19)
by Campbell, John Y. - The term structure of euromarket interest rates : An empirical investigation (RePEc:eee:moneco:v:19:y:1987:i:1:p:25-44)
by Campbell, John Y. & Clarida, Richard H. - Macroeconomic lessons from Britain : A review essay (RePEc:eee:moneco:v:19:y:1987:i:2:p:315-324)
by Campbell, John Y. - International evidence on the persistence of economic fluctuations (RePEc:eee:moneco:v:23:y:1989:i:2:p:319-333)
by Campbell, John Y. & Mankiw, N. Gregory - Inspecting the mechanism: An analytical approach to the stochastic growth model (RePEc:eee:moneco:v:33:y:1994:i:3:p:463-506)
by Campbell, John Y. - How do house prices affect consumption? Evidence from micro data (RePEc:eee:moneco:v:54:y:2007:i:3:p:591-621)
by Campbell, John Y. & Cocco, Joao F. - Intergenerational risksharing and equilibrium asset prices (RePEc:eee:moneco:v:54:y:2007:i:8:p:2251-2268)
by Campbell, John Y. & Nosbusch, Yves - Sustainability in a risky world (RePEc:ehl:lserod:118878)
by Campbell, John & Martin, Ian - Intergenerational risksharing and equilibrium asset prices (RePEc:ehl:lserod:24484)
by Campbell, John Y. & Nosbusch, Yves - An Intertemporal CAPM with stochastic volatility (RePEc:ehl:lserod:69634)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert - Who Should Buy Long-Term Bonds? (RePEc:fam:rpseri:rp5)
by John Y. CAMPBELL & Luis VICEIRA - U.S. corporate leverage: developments in 1987 and 1988 (RePEc:fip:fedgfe:113)
by Ben S. Bernanke & John Y. Campbell & Toni M. Whited - Remarks: some thoughts on systemic risk (RePEc:fip:fedgpr:y:1995:p:557-561)
by John Y. Campbell - Growth or glamour? fundamentals and systemic risk in stock returns (RePEc:fip:fedgpr:y:2005:x:28)
by John Campbell & Christopher Polk & Tuomo Vuolteenaho - Rethinking Mortgage Design (RePEc:fip:fednls:87058)
by John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery - Elasticities of substitution in real business cycle models with home production (RePEc:fip:fednrp:9733)
by John Y. Campbell & Sydney C. Ludvigson - Models of the term structure of interest rates (RePEc:fip:fedpwp:94-10)
by John Y. Campbell & Andrew W. Lo & A. Craig MacKinlay - By force of habit: a consumption-based explanation of aggregate stock market behavior (RePEc:fip:fedpwp:94-17)
by John Y. Campbell & John H. Cochrane - Intergenerational Risksharing and Equilibrium Asset Prices (RePEc:fmg:fmgdps:dp589)
by John Y. Campbell & Yves Nosbusch - Understanding Risk and Return (RePEc:fth:harver:1711)
by John Y. Campbell - Some Lessons from the Yield Curve (RePEc:fth:harver:1713)
by John Y. Campbell - Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices (RePEc:fth:harver:1731)
by David G. Barr & John Y. Campbell - A Scorecard for Indexed Government Data (RePEc:fth:harver:1758)
by John Y. Campbell & Robert J. Shiller - Consumption and the Stock Market: Interpreting International Experience (RePEc:fth:harver:1763)
by John Y. Campbell - Consumption and Portfolio Decisions When Expected Returns Are Time Varying (RePEc:fth:harver:1835)
by John Y. Campbell & Luis M. Viceira - Who Should Buy Long-Term Bonds? (RePEc:fth:harver:1895)
by John Y. Campbell & Luis M. Viceira - Investing Retirement Wealth? A Life-Cycle Model (RePEc:fth:harver:1896)
by John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascala J. Maenhout - Asset Pricing at the Millennium (RePEc:fth:harver:1897)
by John Y. Campbell - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:fth:harver:1899)
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis Viceira - Elasticities of Substitution in Real Business Cycle Models with Home Production (RePEc:fth:harver:1900)
by John Y. Campbell & Sydney Ludvigson - Equity Volatility and Corporate Bond Yields (RePEc:fth:harver:1945)
by John Y. Campbell & Glen B. Taksler - Household Risk Management and Optimal Mortgage Choice (RePEc:fth:harver:1946)
by John Y. Campbell & Joao F. Cocco - Bad Beta, Good Beta (RePEc:fth:harver:1971)
by John Y. Campbell & Tuomo Vuolteenaho - Efficient Tests of Stock Return Predictability (RePEc:fth:harver:1972)
by John Y. Campbell & Motohiro Yogo - Consumption-Based Asset Pricing (RePEc:fth:harver:1974)
by John Y. Campbell - Bad Beta, Good Beta (RePEc:fth:harver:2016)
by John Y. Campbell & Tuomo Vuolteenaho - How Do House Prices Affect Consumption? Evidence From Micro F. Data (RePEc:fth:harver:2045)
by John Y. Campbell & Joao F. Cocco - Caught on Tape: Predicting Institutional Ownership With Order Flow (RePEc:fth:harver:2046)
by John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho - Caught On Tape: Institutional Order Flow and Stock Returns (RePEc:fth:harver:2080)
by John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho - In Searach of Distress Risk (RePEc:fth:harver:2081)
by John Y. Campbell & Jens Hilscher & Jan Szilagyi - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:fth:harver:2082)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho - How Do House Prices Affect Consumption? Evidence From Micro Data (RePEc:fth:harver:2083)
by John Y. Campbell & Joao F. Cocco - Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? (RePEc:fth:harver:2084)
by John Y. Campbell & Samuel B. Thompson - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:fth:harver:2107)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Predictable Bond And Stock Returns In The United States And Japan: A Study Of Long-Term Market Integration (RePEc:fth:prinec:100)
by Campbell, J.Y. & Hamao, Y. - An Asymmetric Model Of Changing Volatility In Stock Returns (RePEc:fth:prinec:118)
by Cambell, J.Y. & Hentschel, L. - What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns (RePEc:fth:prinec:127)
by Campbell, J.Y. & Ammer, J. - Smart Money, Noise Trading And Stock Price Behavior (RePEc:fth:prinec:95)
by Campbell, J.Y. & Kyle, A.S. - Stock Prices, Earnings And Expected Dividends (RePEc:fth:prinem:334)
by Campbell, J.Y. & Shiller, R.J. - Pitfalls and Opportunities: What Macroeconomics should know about unit roots (RePEc:fth:prinem:360)
by Campbell, J.Y. & Perron, P. - Fight Or Flight? Portfolio Rebalancing by Individual Investors (RePEc:hal:journl:hal-00459683)
by Laurent-Emmanuel Calvet & Paolo Sodini & John Y. Campbell - Measuring the Financial Sophistication of Households (RePEc:hal:journl:hal-00459687)
by Laurent-Emmanuel Calvet & John Y. Campbell & Paolo Sodini - Down and Out : Assessing the Welfare Costs of Household investment Mistakes (RePEc:hal:journl:hal-00495593)
by J. Campbell & Paolo Sodini & Laurent-Emmanuel Calvet - Fight or Flight ? Portfolio Rebalancing by Individual Investors (RePEc:hal:journl:hal-00495693)
by J. Y. Campbell & P. Sodini & Laurent-Emmanuel Calvet - Down or out: Assessing the welfare costs of household investment mistakes (RePEc:hal:journl:hal-00671903)
by Laurent E. Calvet & Paolo Sodini & John Y. Campbell - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes (RePEc:hal:wpaper:hal-00674227)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes (RePEc:hal:wpaper:hal-00674229)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Macroeconomic Drivers of Bond and Equity Risks (RePEc:hbs:wpaper:14-031)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes (RePEc:hhs:rbnkwp:0195)
by Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo - The Changing Role of Nominal Government Bonds in Asset Allocation (RePEc:hrv:faseco:10884856)
by Campbell, John Y. - Understanding Inflation-Indexed Bond Markets (RePEc:hrv:faseco:10885503)
by Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel - How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market (RePEc:hrv:faseco:12168178)
by Campbell, John Y. & Ramadorai, Tarun & Ranish, Benjamin Michael - Hard Times (RePEc:hrv:faseco:12172786)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher - Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market (RePEc:hrv:faseco:17492179)
by Andersen, Steffen & Campbell, John Y. & Meisner-Nielsen, Kasper & Ramadorai, Tarun - Investing and Spending: The Twin Challenges of University Endowment Management (RePEc:hrv:faseco:22423613)
by Campbell, John Y. - Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements (RePEc:hrv:faseco:2609649)
by Campbell, John & Schwartz, Allie & Ramadorai, Tarun - Fight or Flight? Portfolio Rebalancing by Individual Investors (RePEc:hrv:faseco:2617031)
by Campbell, John & Calvert, Lauren E. & Sodini, Paolo - Measuring the Financial Sophistication of Households (RePEc:hrv:faseco:2618438)
by Campbell, John & Calvet, Lauren E. & Sodini, Paolo - Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (RePEc:hrv:faseco:2622619)
by Campbell, John & Thompson, Samuel P. - Restoring Rational Choice: The Challenge of Consumer Financial Regulation (RePEc:hrv:faseco:27413770)
by Campbell, John Y. - International Comparative Household Finance (RePEc:hrv:faseco:27535132)
by Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun - A Model of Mortgage Default (RePEc:hrv:faseco:30758219)
by Campbell, John Y. & Cocco, Joao F. - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:hrv:faseco:3119444)
by Campbell, John & Cochrane, John H. - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:hrv:faseco:3122488)
by Sodini, Paolo & Calvet, Laurent E. & Campbell, John - Bad Beta, Good Beta (RePEc:hrv:faseco:3122489)
by Campbell, John & Vuolteenaho, Tuomo - Cointegration and Tests of Present Value Models (RePEc:hrv:faseco:3122490)
by Campbell, John & Shiller, Robert - Bond and Stock Returns in a Simple Exchange Model (RePEc:hrv:faseco:3122544)
by Campbell, John - Are Output Fluctuations Transitory? (RePEc:hrv:faseco:3122545)
by Campbell, John & Mankiw, Gregory - How Do House Prices Affect Consumption? Evidence from Micro Data (RePEc:hrv:faseco:3122600)
by Campbell, John & Cocco, Joao - Efficient tests of stock return predictability (RePEc:hrv:faseco:3122601)
by Campbell, John & Yogo, Motohiro - Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (RePEc:hrv:faseco:3128707)
by Malkiel, Burton & Campbell, John & Lettau, Martin & Xu, Yexiao - Foreign Currency for Long-Term Investors (RePEc:hrv:faseco:3128708)
by Viceira, Luis & Campbell, John & White, Joshua - Who Should Buy Long-Term Bonds? (RePEc:hrv:faseco:3128709)
by Viceira, Luis & Campbell, John - Trading Volume and Serial Correlation in Stock Returns (RePEc:hrv:faseco:3128710)
by Wang, Jiang & Grossman, Sanford & Campbell, John - Understanding Risk and Return (RePEc:hrv:faseco:3153293)
by Campbell, John - Equity Volatility and Corporate Bond Yields (RePEc:hrv:faseco:3153307)
by Campbell, John & Taksler, Glen - Global Currency Hedging (RePEc:hrv:faseco:3153308)
by Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John - Household Risk Management and Optimal Mortgage Choice (RePEc:hrv:faseco:3157876)
by Campbell, John & Cocco, Joao - Household Finance (RePEc:hrv:faseco:3157877)
by Campbell, John - Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices (RePEc:hrv:faseco:3163261)
by Barr, David & Campbell, John - Elasticities of Substitution in Real Business Cycle Models with Home Production (RePEc:hrv:faseco:3163262)
by Campbell, John & Ludvigson, Sydney - A Multivariate Model of Strategic Asset Allocation (RePEc:hrv:faseco:3163263)
by Chan, Yeung Lewis & Viceira, Luis & Campbell, John - Some Lessons from the Yield Curve (RePEc:hrv:faseco:3163264)
by Campbell, John - Explaining the Poor Performance of Consumption-Based Asset Pricing Models (RePEc:hrv:faseco:3163265)
by Campbell, John & Cochrane, John - Consumption and Portfolio Decisions When Expected Returns are Time Varying (RePEc:hrv:faseco:3163266)
by Campbell, John & Viceira, Luis - Inflation Illusion and Stock Prices (RePEc:hrv:faseco:3196090)
by Vuolteenaho, Tuomo & Campbell, John - Estimating the Equity Premium (RePEc:hrv:faseco:3196339)
by Campbell, John - Intergenerational Risksharing and Equilibrium Asset Prices (RePEc:hrv:faseco:3196340)
by Nosbusch, Yves & Campbell, John - Why Long Horizons? A Study of Power Against Persistent Alternatives (RePEc:hrv:faseco:3196341)
by Campbell, John - Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model (RePEc:hrv:faseco:3196342)
by Campbell, John - In Search of Distress Risk (RePEc:hrv:faseco:3199070)
by Szilagyi, Jan & Hilscher, Jens & Campbell, John - Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration (RePEc:hrv:faseco:3207694)
by Hamao, Yasushi & Campbell, John - A Variance Decomposition for Stock Returns (RePEc:hrv:faseco:3207695)
by Campbell, John - Measuring the Persistence of Expected Returns (RePEc:hrv:faseco:3207696)
by Campbell, John - Permanent and Transitory Components in Macroeconomic Fluctuations (RePEc:hrv:faseco:3207697)
by Mankiw, N. Gregory & Campbell, John - A Defense of Traditional Hypotheses about the Term Structure of Interest Rates (RePEc:hrv:faseco:3207698)
by Campbell, John - Stock Returns and the Term Structure (RePEc:hrv:faseco:3207699)
by Campbell, John - A Simple Account of the Behavior of Long-Term Interest Rates (RePEc:hrv:faseco:3208216)
by Shiller, Robert & Campbell, John - Smart Money, Noise Trading and Stock Price Behaviour (RePEc:hrv:faseco:3208217)
by Kyle, Albert & Campbell, John - Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week (RePEc:hrv:faseco:3220231)
by Campbell, John - No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns (RePEc:hrv:faseco:3220232)
by Hentschel, Ludger & Campbell, John - Yield Spreads and Interest Rate Movements: A Bird's Eye View (RePEc:hrv:faseco:3221490)
by Shiller, Robert & Campbell, John - Intertemporal Asset Pricing Without Consumption Data (RePEc:hrv:faseco:3221491)
by Campbell, John - Interpreting Cointegrated Models (RePEc:hrv:faseco:3221492)
by Shiller, Robert & Campbell, John - Why Is Consumption So Smooth? (RePEc:hrv:faseco:3221494)
by Campbell, John & Deaton, Angus - The Dollar and Real Interest Rates (RePEc:hrv:faseco:3221495)
by Campbell, John & Clarida, Richard - Stock Prices, Earnings, and Expected Dividends (RePEc:hrv:faseco:3224293)
by Campbell, John & Shiller, Robert - International Evidence on the Persistence of Economic Fluctuations (RePEc:hrv:faseco:3224417)
by Mankiw, N. Gregory & Campbell, John - Asset Pricing at the Millennium (RePEc:hrv:faseco:3294737)
by Campbell, John - Strategic Asset Allocation in a Continuous-Time VAR Model (RePEc:hrv:faseco:3294738)
by Viceira, Luis & Rodriguez, Jorge & Chacko, George & Campbell, John - Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk (RePEc:hrv:faseco:3353757)
by Campbell, John Y. & Mei, Jianping - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:hrv:faseco:3353758)
by Cocco, Joao & Gomes, Francisco & Maenhout, Pascal J. & Campbell, John Y. & Viceira, Luis Manuel - The Term Structure of Euromarket Interest Rates: An Empirical Investigation (RePEc:hrv:faseco:3353759)
by Campbell, John Y. & Clarida, Richard H. - Permanent Income, Current Income, and Consumption (RePEc:hrv:faseco:3353762)
by Campbell, John Y. & Mankiw, N. Gregory - Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (RePEc:hrv:faseco:3374863)
by Campbell, John & Perron, Pierre - What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (RePEc:hrv:faseco:3382857)
by Ammer, John & Campbell, John - The Term Structure of the Risk–Return Trade-Off (RePEc:hrv:faseco:34299168)
by Campbell, John Y. & Viceira, Luis Manuel - The Impact of Regulation on Mortgage Risk: Evidence from India (RePEc:hrv:faseco:34331451)
by Ramadorai, Tarun & Ranish, Benjamin & Campbell, John Y. - Mortgage Market Design (RePEc:hrv:faseco:9887618)
by Campbell, John Y. - Predicting Financial Distress and the Performance of Distressed Stocks (RePEc:hrv:faseco:9887619)
by Hilscher, Jens Dietrich & Campbell, John Y. & Szilagyi, Jan - Consumer Financial Protection (RePEc:hrv:faseco:9887620)
by Campbell, John Y. & Tufano, Peter & Madrian, Brigitte C. & Jackson, Howell Edmunds - The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (RePEc:hrv:faseco:9887621)
by Beeler, Jason & Campbell, John Y. - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:hrv:faseco:9887622)
by Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y. - Forced Sales and House Prices (RePEc:hrv:faseco:9887623)
by Giglio, Stefano & Pathak, Parag & Campbell, John Y. - What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages (RePEc:inm:ormnsc:v:64:y:2018:i:5:p:2275-2288)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai - Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week (RePEc:mcb:jmoncb:v:19:y:1987:i:1:p:56-67)
by Campbell, John Y - Comment on Low Inflation: The Behavior of Financial Markets and Institutions (RePEc:mcb:jmoncb:v:32:y:2000:i:4:p:1088-92)
by Campbell, John Y - Elasticities of Substitution in Real Business Cycle Models with Home Protection (RePEc:mcb:jmoncb:v:33:y:2001:i:4:p:847-75)
by Campbell, John Y & Ludvigson, Sydney - Predicting asset prices (RePEc:nat:nature:v:504:y:2013:i:7478:d:10.1038_504097a)
by Christopher Polk & John Y. Campbell - Risk Aspects of Investment-Based Social Security Reform (RePEc:nbr:nberbk:camp01-1)
by John Y. Campbell & Martin Feldstein - Asset Prices and Monetary Policy (RePEc:nbr:nberbk:camp06-1)
by John Y. Campbell - Econometric Methods and Financial Time Series (RePEc:nbr:nberbk:camp90-1)
by John Y. Campbell & Angelo Melino - Introduction to "Risk Aspects of Investment-Based Social Security Reform" (RePEc:nbr:nberch:10589)
by John Y. Campbell & Martin Feldstein - Investing Retirement Wealth: A Life-Cycle Model (RePEc:nbr:nberch:10600)
by John Y. Campbell & João F. Cocco & Francisco J. Gomes & Pascal J. Maenhout - Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (RePEc:nbr:nberch:10965)
by John Y. Campbell & N. Gregory Mankiw - Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (RePEc:nbr:nberch:10983)
by John Y. Campbell & Pierre Perron - A Scorecard for Indexed Government Debt (RePEc:nbr:nberch:11029)
by John Y. Campbell & Robert J. Shiller - Comment on "Shocks and Crashes" (RePEc:nbr:nberch:12933)
by John Y. Campbell - Economic Budgeting for Endowment-Dependent Universities (RePEc:nbr:nberch:14974)
by John Y. Campbell & Jeremy C. Stein & Alex A. Wu - Introduction to "Financing Institutions of Higher Education" (RePEc:nbr:nberch:14984)
by John Y. Campbell & Kaye Husbands Fealing - Introduction to "Asset Prices and Monetary Policy" (RePEc:nbr:nberch:5367)
by John Y. Campbell - International Experiences with Securities Transaction Taxes (RePEc:nbr:nberch:6276)
by John Y. Campbell & Kenneth A. Froot - The Interest Rate Process and the Term Structure of Interest Rates in Japan (RePEc:nbr:nberch:7459)
by John Y. Campbell & Yasushi Hamao - The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study (RePEc:nbr:nberte:0067)
by John Y. Campbell & Robert J. Shiller - Smart Money, Noise Trading and Stock Price Behavior (RePEc:nbr:nberte:0071)
by John Y. Campbell & Albert S. Kyle - Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (RePEc:nbr:nberte:0100)
by John Y. Campbell & Pierre Perron - Why Long Horizons: A Study of Power Against Persistent Alternatives (RePEc:nbr:nberte:0142)
by John Y. Campbell - Efficient Tests of Stock Return Predictability (RePEc:nbr:nberwo:10026)
by John Y. Campbell & Motohiro Yogo - Inflation Illusion and Stock Prices (RePEc:nbr:nberwo:10263)
by John Y. Campbell & Tuomo Vuolteenaho - The Term Structure of the Risk-Return Tradeoff (RePEc:nbr:nberwo:11119)
by John Y. Campbell & Luis Viceira - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:nbr:nberwo:11389)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho - Caught On Tape: Institutional Order Flow and Stock Returns (RePEc:nbr:nberwo:11439)
by John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho - Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? (RePEc:nbr:nberwo:11468)
by John Y. Campbell & Samuel B. Thompson - How Do House Prices Affect Consumption? Evidence From Micro Data (RePEc:nbr:nberwo:11534)
by John Y. Campbell & João F. Cocco - A Simple Account of the Behavior of Long-Term Interest Rates (RePEc:nbr:nberwo:1203)
by John Y. Campbell & Robert J. Shiller - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:nbr:nberwo:12030)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Household Finance (RePEc:nbr:nberwo:12149)
by John Y. Campbell - Intergenerational Risksharing and Equilibrium Asset Prices (RePEc:nbr:nberwo:12204)
by John Y. Campbell & Yves Nosbusch - In Search of Distress Risk (RePEc:nbr:nberwo:12362)
by John Y. Campbell & Jens Hilscher & Jan Szilagyi - Global Currency Hedging (RePEc:nbr:nberwo:13088)
by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira - Estimating the Equity Premium (RePEc:nbr:nberwo:13423)
by John Y. Campbell - Fight or Flight? Portfolio Rebalancing by Individual Investors (RePEc:nbr:nberwo:14177)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Measuring the Financial Sophistication of Households (RePEc:nbr:nberwo:14699)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (RePEc:nbr:nberwo:14701)
by John Y. Campbell & Adi Sunderam & Luis M. Viceira - The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (RePEc:nbr:nberwo:14788)
by Jason Beeler & John Y. Campbell - Forced Sales and House Prices (RePEc:nbr:nberwo:14866)
by John Y. Campbell & Stefano Giglio & Parag Pathak - Understanding Inflation-Indexed Bond Markets (RePEc:nbr:nberwo:15014)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira - A Defense of Traditional Hypotheses About the Term Structure of InterestRates (RePEc:nbr:nberwo:1508)
by John Y. Campbell - Bond and Stock Returns in a Simple Exchange Model (RePEc:nbr:nberwo:1509)
by John Y. Campbell - Hard Times (RePEc:nbr:nberwo:16222)
by John Y. Campbell & Stefano Giglio & Christopher Polk - Stock Returns and the Term Structure (RePEc:nbr:nberwo:1626)
by John Y. Campbell - A Model of Mortgage Default (RePEc:nbr:nberwo:17516)
by John Y. Campbell & João F. Cocco - Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis (RePEc:nbr:nberwo:1805)
by John Y. Campbell - Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week (RePEc:nbr:nberwo:1806)
by John Y. Campbell - Mortgage Market Design (RePEc:nbr:nberwo:18339)
by John Y. Campbell - How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market (RePEc:nbr:nberwo:18394)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish - An Intertemporal CAPM with Stochastic Volatility (RePEc:nbr:nberwo:18411)
by John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley - Cointegration and Tests of Present Value Models (RePEc:nbr:nberwo:1885)
by John Y. Campbell & Robert J. Shiller - Are Output Fluctuations Transitory? (RePEc:nbr:nberwo:1916)
by John Y. Campbell & N. Gregory Mankiw - The Term Structure of Euromarket Interest Rates: An Empirical Investigation (RePEc:nbr:nberwo:1946)
by John Y. Campbell & Richard H. Clarida - Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience (RePEc:nbr:nberwo:20000)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish - Macroeconomic Drivers of Bond and Equity Risks (RePEc:nbr:nberwo:20070)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira - What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages (RePEc:nbr:nberwo:20408)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai - The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (RePEc:nbr:nberwo:2100)
by John Y. Campbell & Robert J. Shiller - Is Consumption Too Smooth? (RePEc:nbr:nberwo:2134)
by John Y. Campbell & Angus Deaton - Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market (RePEc:nbr:nberwo:21386)
by Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai - The Dollar and Real Interest Rates (RePEc:nbr:nberwo:2151)
by John Y. Campbell & Richard H. Clarida - Permanent and Transitory Components in Macroeconomic Fluctuations (RePEc:nbr:nberwo:2169)
by John Y. Campbell & N. Gregory Mankiw - Restoring Rational Choice: The Challenge of Consumer Financial Regulation (RePEc:nbr:nberwo:22025)
by John Y. Campbell - International Comparative Household Finance (RePEc:nbr:nberwo:22066)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai - Household Saving and Permanent Income in Canada and the United Kingdom (RePEc:nbr:nberwo:2223)
by John Y. Campbell & Richard H. Clarida - Permanent Income, Current Income, and Consumption (RePEc:nbr:nberwo:2436)
by John Y. Campbell & N. Gregory Mankiw - Do the Rich Get Richer in the Stock Market? Evidence from India (RePEc:nbr:nberwo:24898)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish - International Evidence on the Persistence of Economic Fluctuations (RePEc:nbr:nberwo:2498)
by John Y. Campbell & N. Gregory Mankiw - Stock Prices, Earnings and Expected Dividends (RePEc:nbr:nberwo:2511)
by John Y. Campbell & Robert J. Shiller - Interpreting Cointegrated Models (RePEc:nbr:nberwo:2568)
by John Y. Campbell & Robert J. Shiller - Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield (RePEc:nbr:nberwo:27025)
by John Y. Campbell & Roman Sigalov - Structuring Mortgages for Macroeconomic Stability (RePEc:nbr:nberwo:27676)
by John Y. Campbell & Nuno Clara & João F. Cocco - The Cross-Section of Household Preferences (RePEc:nbr:nberwo:28788)
by Laurent E. Calvet & John Y. Campbell & Francisco Gomes & Paolo Sodini - Sustainability in a Risky World (RePEc:nbr:nberwo:28899)
by John Y. Campbell & Ian Martin - Who Owns What? A Factor Model for Direct Stock Holding (RePEc:nbr:nberwo:29065)
by Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish - Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (RePEc:nbr:nberwo:2924)
by John Y. Campbell & N. Gregory Mankiw - Idiosyncratic Equity Risk Two Decades Later (RePEc:nbr:nberwo:29916)
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu - Debt and Deficits: Fiscal Analysis with Stationary Ratios (RePEc:nbr:nberwo:31224)
by John Y. Campbell & Can Gao & Ian W.R. Martin - Yield Spreads and Interest Rate Movements: A Bird's Eye View (RePEc:nbr:nberwo:3153)
by John Y. Campbell & Robert J. Shiller - What Drives Booms and Busts in Value? (RePEc:nbr:nberwo:31859)
by John Y. Campbell & Stefano Giglio & Christopher Polk - Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration (RePEc:nbr:nberwo:3191)
by John Y. Campbell & Yasushi Hamao - A Variance Decomposition for Stock Returns (RePEc:nbr:nberwo:3246)
by John Y. Campbell - Economic Budgeting for Endowment-Dependent Universities (RePEc:nbr:nberwo:32506)
by John Y. Campbell & Jeremy C. Stein & Alex A. Wu - Measuring the Persistence of Expected Returns (RePEc:nbr:nberwo:3305)
by John Y. Campbell - No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns (RePEc:nbr:nberwo:3742)
by John Y. Campbell & Ludger Hentschel - What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (RePEc:nbr:nberwo:3760)
by John Y. Campbell & John Ammer - Intertemporal Asset Pricing Without Consumption Data (RePEc:nbr:nberwo:3989)
by John Y. Campbell - Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model (RePEc:nbr:nberwo:4188)
by John Y. Campbell - Trading Volume and Serial Correlation in Stock Returns (RePEc:nbr:nberwo:4193)
by John Y. Campbell & Sanford J. Grossman & Jiang Wang - Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk (RePEc:nbr:nberwo:4329)
by John Campbell & Jianping Mei - Understanding Risk and Return (RePEc:nbr:nberwo:4554)
by John Y. Campbell - International Experiences with Securities Transaction Taxes (RePEc:nbr:nberwo:4587)
by John Y. Campbell & Kenneth A. Froot - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:nbr:nberwo:4995)
by John Y. Campbell & John H. Cochrane - Some Lessons from the Yield Curve (RePEc:nbr:nberwo:5031)
by John Y. Campbell - A Scorecard for Indexed Government Debt (RePEc:nbr:nberwo:5587)
by John Y. Campbell & Robert J. Shiller - Consumption and the Stock Market: Interpreting International Experience (RePEc:nbr:nberwo:5610)
by John Y. Campbell - Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices (RePEc:nbr:nberwo:5821)
by David G. Barr & John Y. Campbell - Consumption and Portfolio Decisions When Expected Returns are Time Varying (RePEc:nbr:nberwo:5857)
by John Y. Campbell & Luis M. Viceira - Asset Prices, Consumption, and the Business Cycle (RePEc:nbr:nberwo:6485)
by John Y. Campbell - Elasticities of Substitution in Real Business Cycle Models with Home Production (RePEc:nbr:nberwo:6763)
by John Y. Campbell & Sydney Ludvigson - Who Should Buy Long-Term Bonds? (RePEc:nbr:nberwo:6801)
by John Y. Campbell & Luis M. Viceira - Investing Retirement Wealth: A Life-Cycle Model (RePEc:nbr:nberwo:7029)
by John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascal J. Maenhout - Dispersion and Volatility in Stock Returns: An Empirical Investigation (RePEc:nbr:nberwo:7144)
by John Y. Campbell & Martin Lettau - Explaining the Poor Performance of Consumption-Based Asset Pricing Models (RePEc:nbr:nberwo:7237)
by John Y. Campbell & John H. Cochrane - Asset Pricing at the Millennium (RePEc:nbr:nberwo:7589)
by John Y. Campbell - Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (RePEc:nbr:nberwo:7590)
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu - Valuation Ratios and the Long-Run Stock Market Outlook: An Update (RePEc:nbr:nberwo:8221)
by John Y. Campbell & Robert J. Shiller - A Multivariate Model of Strategic Asset Allocation (RePEc:nbr:nberwo:8566)
by John Y. Campbell & Yeung Lewis Chan & Luis M. Viceira - Equity Volatility and Corporate Bond Yields (RePEc:nbr:nberwo:8961)
by John Y. Campbell & Glen B. Taksler - Foreign Currency for Long-Term Investors (RePEc:nbr:nberwo:9075)
by John Y. Campbell & Luis M. Viceira & Joshua S. White - Bad Beta, Good Beta (RePEc:nbr:nberwo:9509)
by John Y. Campbell & Tuomo Vuolteenaho - Strategic Asset Allocation in a Continuous-Time VAR Model (RePEc:nbr:nberwo:9547)
by John Y. Campbell & George Chacko & Jorge Rodriguez & Luis M. Viciera - Household Risk Management and Optimal Mortgage Choice (RePEc:nbr:nberwo:9759)
by John Y. Campbell & Joao F. Cocco - The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment (RePEc:now:jnlcfr:104.00000004)
by Beeler, Jason & Campbell, John Y. - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (RePEc:now:jnlcfr:104.00000043)
by Campbell, John Y. & Sunderam, Adi & Viceira, Luis M. - Idiosyncratic Equity Risk Two Decades Later (RePEc:now:jnlcfr:104.00000128)
by John Y. Campbell & Martin Lettau & Burton Malkiel & Yexiao Xu - Bond and Stock Returns in a Simple Exchange Model (RePEc:oup:qjecon:v:101:y:1986:i:4:p:785-803.)
by John Y. Campbell - Are Output Fluctuations Transitory? (RePEc:oup:qjecon:v:102:y:1987:i:4:p:857-880.)
by John Y. Campbell & N. Gregory Mankiw - Trading Volume and Serial Correlation in Stock Returns (RePEc:oup:qjecon:v:108:y:1993:i:4:p:905-939.)
by John Y. Campbell & Sanford J. Grossman & Jiang Wang - Consumption and Portfolio Decisions when Expected Returns are Time Varying (RePEc:oup:qjecon:v:114:y:1999:i:2:p:433-495.)
by John Y. Campbell & Luis M. Viceira - Household Risk Management and Optimal Mortgage Choice (RePEc:oup:qjecon:v:118:y:2003:i:4:p:1449-1494.)
by John Y. Campbell & João F. Cocco - Fight or Flight? Portfolio Rebalancing by Individual Investors (RePEc:oup:qjecon:v:124:y:2009:i:1:p:301-348.)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Hard Times (RePEc:oup:rasset:v:3:y:2013:i:1:p:95-132.)
by John Y. Campbell & Stefano Giglio & Christopher Polk - Why is Consumption So Smooth? (RePEc:oup:restud:v:56:y:1989:i:3:p:357-373.)
by John Campbell & Angus Deaton - Yield Spreads and Interest Rate Movements: A Bird's Eye View (RePEc:oup:restud:v:58:y:1991:i:3:p:495-514.)
by John Y. Campbell & Robert J. Shiller - Smart Money, Noise Trading and Stock Price Behaviour (RePEc:oup:restud:v:60:y:1993:i:1:p:1-34.)
by John Y. Campbell & Albert S. Kyle - Mortgage Market Design (RePEc:oup:revfin:v:17:y:2013:i:1:p:1-33)
by John Y. Campbell - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:oup:revfin:v:5:y:2001:i:3:p:269-292.)
by John Y. Campbell & João Cocco & Francisco Gomes & Pascal J. Maenhout & Luis M. Viceira - The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (RePEc:oup:rfinst:v:1:y:1988:i:3:p:195-228)
by John Y. Campbell, Robert J. Shiller - Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (RePEc:oup:rfinst:v:21:y:2008:i:4:p:1509-1531)
by John Y. Campbell & Samuel B. Thompson - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns (RePEc:oup:rfinst:v:23:y:2010:i:1:p:305-344)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho - Where Do Betas Come From? Asset Price Dynamics and the (RePEc:oup:rfinst:v:6:y:1993:i:3:p:567-92)
by Campbell, John Y & Mei, Jianping - Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (RePEc:oxp:obooks:9780198296942)
by Campbell, John Y. & Viceira, Luis M. - The Changing Role of Nominal Government Bonds in Asset Allocation* (RePEc:pal:genrir:v:34:y:2009:i:2:p:89-104)
by John Y Campbell - Accounting for Stock Price Movements (RePEc:pal:intecp:978-1-349-23953-5_8)
by John Y. Campbell - Introduction (RePEc:pup:chapts:9261-1)
by Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe - The Squam Lake Report: Fixing the Financial System (RePEc:pup:pbooks:9261)
by Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe - How do house prices affect consumption? Evidence from micro data (RePEc:red:sed004:304)
by John Y. Campbell & Joao F. Cocco - How Do House Prices Affect Consumption? Evidence from Micro Data (RePEc:red:sed004:357a)
by John Campbell & Joao Cocco - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (RePEc:red:sed008:355)
by Luis M. Viceira & Adi Sunderam & John Y. Campbell - Monetary Policy Drivers of Bond and Equity Risks (RePEc:red:sed014:137)
by Luis Viceira & Carolin Pflueger & John Campbell - Two Puzzles of Asset Pricing and Their Implications for Investors (RePEc:sae:amerec:v:47:y:2003:i:1:p:48-74)
by John Y. Campbell - Household Risk Management and Optimal Mortgage Choice (RePEc:sce:scecf2:47)
by John Campbell & Joao F. Cocco - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:sce:scecf9:1344)
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis M. Viceira - A Note on Johansen's Cointegration Procedure When Trends Are Present (RePEc:spr:empeco:v:18:y:1993:i:4:p:777-89)
by Perron, Pierre & Campbell, John Y - The Term Structure of the Risk–Return Trade-Off (RePEc:taf:ufajxx:v:61:y:2005:i:1:p:34-44)
by John Y. Campbell & Luis M. Viceira - A Comment On James M. Poterba'S "Demographic Structure And Asset Returns" (RePEc:tpr:restat:v:83:y:2001:i:4:p:585-588)
by John Y. Campbell - Asset Prices and Monetary Policy (RePEc:ucp:bknber:9780226092119)
by None - Risk Aspects of Investment-Based Social Security Reform (RePEc:ucp:bknber:9780226092553)
by None - The Fragile Benefits of Endowment Destruction (RePEc:ucp:jpolec:doi:10.1086/681640)
by John Y. Campbell & John H. Cochrane - Macroeconomic Drivers of Bond and Equity Risks (RePEc:ucp:jpolec:doi:10.1086/707766)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira - Understanding Risk and Return (RePEc:ucp:jpolec:v:104:y:1996:i:2:p:298-345)
by Campbell, John Y - Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:ucp:jpolec:v:107:y:1999:i:2:p:205-251)
by John Y. Campbell & John Cochrane - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (RePEc:ucp:jpolec:v:115:y:2007:i:5:p:707-747)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini - Cointegration and Tests of Present Value Models (RePEc:ucp:jpolec:v:95:y:1987:i:5:p:1062-88)
by Campbell, John Y & Shiller, Robert J - Viewpoint: Estimating the equity premium (RePEc:wly:canjec:v:41:y:2008:i:1:p:1-21)
by John Y. Campbell - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (RePEc:wop:chispw:412)
by John Y. Campbell & John H. Cochrane - Caught On Tape: Predicting Institutional Ownership With Order Flow (RePEc:wpa:wuwpfi:0405012)
by John Campbell & Tarun Ramadorai & Tuomo Vuolteenaho - A multivariate model of strategic asset allocation (RePEc:wsi:wschap:9789814417358_0039)
by John Y. Campbell & Yeung Lewis Chanb & M. Viceira - Understanding Inflation-Indexed Bond Markets (RePEc:ysm:wpaper:amz2587)
by John Campbell & Robert Shiller & Luis Viceira - In search of distress risk (RePEc:zbw:bubdp1:4221)
by Campbell, John Y. & Hilscher, Jens & Szilagyi, Jan - A model of mortgage default (RePEc:zbw:cfswop:452)
by Campbell, John Y. & Cocco, João F.