John Y. Campbell
Names
| first: |
John |
| middle: |
Y. |
| last: |
Campbell |
Identifer
Contact
Affiliations
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Harvard University
/ Department of Economics (weight: 75%)
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National Bureau of Economic Research (NBER) (weight: 25%)
Research profile
author of:
- Racines unitaires en macroéconomie : le cas multidimensionnel
Annals of Economics and Statistics, GENES (1992)
by Pierre Perron & John Y. Campbell
(ReDIF-article, adr:anecst:y:1992:i:27:p:1-50) - Forced Sales and House Prices
American Economic Review, American Economic Association (2011)
by John Y. Campbell & Stefano Giglio & Parag Pathak
(ReDIF-article, aea:aecrev:v:101:y:2011:i:5:p:2108-31) - Restoring Rational Choice: The Challenge of Consumer Financial Regulation
American Economic Review, American Economic Association (2016)
by John Y. Campbell
(ReDIF-article, aea:aecrev:v:106:y:2016:i:5:p:1-30) - Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
American Economic Review, American Economic Association (2020)
by Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai
(ReDIF-article, aea:aecrev:v:110:y:2020:i:10:p:3184-3230) - A Simple Account of the Behavior of Long-Term Interest Rates
American Economic Review, American Economic Association (1984)
by Campbell, John Y & Shiller, Robert J
(ReDIF-article, aea:aecrev:v:74:y:1984:i:2:p:44-48) - Permanent and Transitory Components in Macroeconomic Fluctuations
American Economic Review, American Economic Association (1987)
by Campbell, John Y & Mankiw, N Gregory
(ReDIF-article, aea:aecrev:v:77:y:1987:i:2:p:111-17) - Measuring the Persistence of Expected Returns
American Economic Review, American Economic Association (1990)
by Campbell, John Y
(ReDIF-article, aea:aecrev:v:80:y:1990:i:2:p:43-47) - Intertemporal Asset Pricing without Consumption Data
American Economic Review, American Economic Association (1993)
by Campbell, John Y
(ReDIF-article, aea:aecrev:v:83:y:1993:i:3:p:487-512) - Who Should Buy Long-Term Bonds?
American Economic Review, American Economic Association (2001)
by LuisM. Viceira & John Y. Campbell
(ReDIF-article, aea:aecrev:v:91:y:2001:i:1:p:99-127) - Inflation Illusion and Stock Prices
American Economic Review, American Economic Association (2004)
by John Y. Campbell & Tuomo Vuolteenaho
(ReDIF-article, aea:aecrev:v:94:y:2004:i:2:p:19-23) - Bad Beta, Good Beta
American Economic Review, American Economic Association (2004)
by John Y. Campbell & Tuomo Vuolteenaho
(ReDIF-article, aea:aecrev:v:94:y:2004:i:5:p:1249-1275) - Measuring the Financial Sophistication of Households
American Economic Review, American Economic Association (2009)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-article, aea:aecrev:v:99:y:2009:i:2:p:393-98) - The Impact of Regulation on Mortgage Risk: Evidence from India
American Economic Journal: Economic Policy, American Economic Association (2015)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
(ReDIF-article, aea:aejpol:v:7:y:2015:i:4:p:71-102) - Do the Rich Get Richer in the Stock Market? Evidence from India
American Economic Review: Insights, American Economic Association (2019)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
(ReDIF-article, aea:aerins:v:1:y:2019:i:2:p:225-40) - The New Palgrave Dictionary of Money and Finance
Journal of Economic Literature, American Economic Association (1994)
by Campbell, John Y
(ReDIF-article, aea:jeclit:v:32:y:1994:i:2:p:667-73) - Consumer Financial Protection
Journal of Economic Perspectives, American Economic Association (2011)
by John Y. Campbell & Howell E. Jackson & Brigitte C. Madrian & Peter Tufano
(ReDIF-article, aea:jecper:v:25:y:2011:i:1:p:91-114) - Some Lessons from the Yield Curve
Journal of Economic Perspectives, American Economic Association (1995)
by John Y. Campbell
(ReDIF-article, aea:jecper:v:9:y:1995:i:3:p:129-52) - International Comparative Household Finance
Annual Review of Economics, Annual Reviews (2016)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai
(ReDIF-article, anr:reveco:v:8:y:2016:p:111-144) - Permanent Income, Current Income, and Consumption
Journal of Business & Economic Statistics, American Statistical Association (1990)
by Campbell, John Y & Mankiw, N Gregory
(ReDIF-article, bes:jnlbes:v:8:y:1990:i:3:p:265-79) - Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (1983)
by Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz
(ReDIF-article, bin:bpeajo:v:14:y:1983:i:1983-1:p:173-224) - Is There a Corporate Debt Crisis?
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (1988)
by Ben S. Bernanke & John Y. Campbell
(ReDIF-article, bin:bpeajo:v:19:y:1988:i:1988-1:p:83-140) - U.S. Corporate Leverage: Developments in 1987 and 1988
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (1990)
by Ben S. Bernanke & John Y. Campbell & Toni M. Whited
(ReDIF-article, bin:bpeajo:v:21:y:1990:i:1990-1:p:255-286) - Understanding Inflation-Indexed Bond Markets
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2009)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira
(ReDIF-article, bin:bpeajo:v:40:y:2009:i:2009-01:p:79-138) - The Squam Lake Report: Fixing the Financial System
Journal of Applied Corporate Finance, Morgan Stanley (2010)
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
(ReDIF-article, bla:jacrfn:v:22:y:2010:i:3:p:8-21) - Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group
Journal of Applied Corporate Finance, Morgan Stanley (2013)
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
(ReDIF-article, bla:jacrfn:v:25:y:2013:i:4:p:37-40) - A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
Journal of Finance, American Finance Association (1986)
by Campbell, John Y
(ReDIF-article, bla:jfinan:v:41:y:1986:i:1:p:183-93) - Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
Journal of Finance, American Finance Association (1992)
by Campbell, John Y & Hamao, Yasushi
(ReDIF-article, bla:jfinan:v:47:y:1992:i:1:p:43-69) - What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
Journal of Finance, American Finance Association (1993)
by Campbell, John Y & Ammer, John
(ReDIF-article, bla:jfinan:v:48:y:1993:i:1:p:3-37) - Asset Pricing at the Millennium
Journal of Finance, American Finance Association (2000)
by John Y. Campbell
(ReDIF-article, bla:jfinan:v:55:y:2000:i:4:p:1515-1567) - Explaining the Poor Performance of Consumption‐based Asset Pricing Models
Journal of Finance, American Finance Association (2000)
by John Y. Campbell & John H. Cochrane
(ReDIF-article, bla:jfinan:v:55:y:2000:i:6:p:2863-2878) - Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Journal of Finance, American Finance Association (2001)
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu
(ReDIF-article, bla:jfinan:v:56:y:2001:i:1:p:1-43) - Equity Volatility and Corporate Bond Yields
Journal of Finance, American Finance Association (2003)
by John Y. Campbell & Glen B. Taksler
(ReDIF-article, bla:jfinan:v:58:y:2003:i:6:p:2321-2350) - Household Finance
Journal of Finance, American Finance Association (2006)
by John Y. Campbell
(ReDIF-article, bla:jfinan:v:61:y:2006:i:4:p:1553-1604) - In Search of Distress Risk
Journal of Finance, American Finance Association (2008)
by John Y. Campbell & Jens Hilscher & Jan Szilagyi
(ReDIF-article, bla:jfinan:v:63:y:2008:i:6:p:2899-2939) - Global Currency Hedging
Journal of Finance, American Finance Association (2010)
by John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira
(ReDIF-article, bla:jfinan:v:65:y:2010:i:1:p:87-121) - A Model of Mortgage Default
Journal of Finance, American Finance Association (2015)
by John Y. Campbell & João F. Cocco
(ReDIF-article, bla:jfinan:v:70:y:2015:i:4:p:1495-1554) - Structuring Mortgages for Macroeconomic Stability
Journal of Finance, American Finance Association (2021)
by John Y. Campbell & Nuno Clara & João F. Cocco
(ReDIF-article, bla:jfinan:v:76:y:2021:i:5:p:2525-2576) - Who Owns What? A Factor Model for Direct Stockholding
Journal of Finance, American Finance Association (2023)
by Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
(ReDIF-article, bla:jfinan:v:78:y:2023:i:3:p:1545-1591) - Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
Scandinavian Journal of Economics, Wiley Blackwell (2014)
by John Y. Campbell
(ReDIF-article, bla:scandj:v:116:y:2014:i:3:p:593-634) - Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices
CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University ()
by David Barr & John Campbell
(ReDIF-paper, bru:brucer:95-09) - Debt and Deficits: Fiscal Analysis with Stationary Ratios
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2023)
by John Y. Campbell & Can Gao & Ian Martin
(ReDIF-paper, chf:rpseri:rp23101) - Viewpoint: Estimating the equity premium
Canadian Journal of Economics, Canadian Economics Association (2008)
by John Y. Campbell
(ReDIF-article, cje:issued:v:41:y:2008:i:1:p:1-21) - What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Campbell, John Y
(ReDIF-paper, cpr:ceprdp:10117) - An Intertemporal CAPM with Stochastic Volatility
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert
(ReDIF-paper, cpr:ceprdp:10681) - Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Campbell, John Y & Nielsen, Kasper Meisner
(ReDIF-paper, cpr:ceprdp:10683) - Do the Rich Get Richer in the Stock Market? Evidence from India
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Campbell, John Y & Ranish, Benjamin
(ReDIF-paper, cpr:ceprdp:13116) - The Cross-Section of Household Preferences
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Calvet, Laurent E. & Campbell, John Y & Gomes, Francisco & Sodini, Paolo
(ReDIF-paper, cpr:ceprdp:16105) - Sustainability in a Risky World
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
by Martin, Ian & Campbell, John Y
(ReDIF-paper, cpr:ceprdp:16219) - Who Owns What? A Factor Model for Direct Stockholding
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Balasubramaniam, Vimal & Campbell, John Y & Ranish, Benjamin
(ReDIF-paper, cpr:ceprdp:16378) - Debt and Deficits: Fiscal Analysis with Stationary Ratios
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
by Martin, Ian & Campbell, John Y & Gao, Can
(ReDIF-paper, cpr:ceprdp:18133) - Dispersion and Volatility in Stock Returns: An Empirical Investigation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998)
by Campbell, John Y & Kim, Sangjoon & Lettau, Martin
(ReDIF-paper, cpr:ceprdp:1923) - A Multivariate Model of Strategic Asset Allocation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
by Campbell, John Y & Viceira, Luis & Chan, Yeung Lewis
(ReDIF-paper, cpr:ceprdp:3070) - Foreign Currency for Long-Term Investors
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Campbell, John Y & Viceira, Luis & White, Josh S.
(ReDIF-paper, cpr:ceprdp:3463) - Strategic Asset Allocation in a Continuous Time VAR Model
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
by Campbell, John Y & Viceira, Luis & Rodriguez, Jorge & Chacko, George
(ReDIF-paper, cpr:ceprdp:4160) - The Term Structure of the Risk-Return Tradeoff
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
by Campbell, John Y & Viceira, Luis
(ReDIF-paper, cpr:ceprdp:4914) - Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Campbell, John Y & Schwartz, Allie
(ReDIF-paper, cpr:ceprdp:6390) - How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Campbell, John Y & Ranish, Benjamin
(ReDIF-paper, cpr:ceprdp:9136) - Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Campbell, John Y & Ranish, Benjamin
(ReDIF-paper, cpr:ceprdp:9907) - The Econometrics Of Financial Markets
Macroeconomic Dynamics, Cambridge University Press (1998)
by Campbell, John Y. & Lo, Andrew W. & MacKinlay, A. Craig & Whitelaw, Robert F.
(ReDIF-article, cup:macdyn:v:2:y:1998:i:04:p:559-562_00) - A Scorecard for Indexed Government Debt
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1996)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, cwl:cwldpp:1125) - Valuation Ratios and the Long-run Stock Market Outlook: An Update
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, cwl:cwldpp:1295) - Understanding Inflation-Indexed Bond Markets
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira
(ReDIF-paper, cwl:cwldpp:1696) - Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1983)
by Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz
(ReDIF-paper, cwl:cwldpp:667) - The Term Structure of Euromarket Interest Rates: An Empirical Investigation
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1985)
by John Y. Campbell & Richard H. Clarida
(ReDIF-paper, cwl:cwldpp:772r) - Cointegration and Tests of Present Value Models
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, cwl:cwldpp:785) - The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1986)
by Robert J. Shiller & John Y. Campbell
(ReDIF-paper, cwl:cwldpp:812) - Stock Prices, Earnings and Expected Dividends
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (1988)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, cwl:cwldpp:858) - Down or out: assessing the welfare costs of household investment mistakes
HEC Research Papers Series, HEC Paris (2006)
by Calvet, Laurent & Campbell, John Y. & Sodini, Paolo
(ReDIF-paper, ebg:heccah:0832) - Restoring rational choice: The challenge of consumer financial regulation
Working Paper Series, European Central Bank (2016)
by Campbell, John Y.
(ReDIF-paper, ecb:ecbwps:20161897) - A Variance Decomposition for Stock Returns
Economic Journal, Royal Economic Society (1991)
by Campbell, John Y
(ReDIF-article, ecj:econjl:v:101:y:1991:i:405:p:157-79) - Foreign Currency for Long-Term Investors
Economic Journal, Royal Economic Society (2003)
by John Y. Campbell & Luis M. Viceira & Joshua S. White
(ReDIF-article, ecj:econjl:v:113:y:2003:i:486:p:c1-c25) - The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies
Working Paper Series, Harvard University, John F. Kennedy School of Government (2010)
by Campbell, John Y. & Jackson, Howell E. & Madrian, Brigitte C. & Tufano, Peter
(ReDIF-paper, ecl:harjfk:rwp10-040) - Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis
Econometrica, Econometric Society (1987)
by Campbell, John Y
(ReDIF-article, ecm:emetrp:v:55:y:1987:i:6:p:1249-73) - Household Risk Management and Optimal Mortgage Choice
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Joao Cocco & John Campbell
(ReDIF-paper, ecm:nawm04:632) - Household Risk Management and Optimal Mortgage Choice
Econometric Society 2004 North American Winter Meetings, Econometric Society (2004)
by Joao Cocco & John Campbell
(ReDIF-paper, ecm:nawm04:646) - The dollar and real interest rates
Carnegie-Rochester Conference Series on Public Policy, Elsevier (1987)
by Campbell, John Y. & Clarida, Richard H.
(ReDIF-article, eee:crcspp:v:27:y:1987:i::p:103-139) - Finance theory and the term structure a comment
Carnegie-Rochester Conference Series on Public Policy, Elsevier (1989)
by Campbell, John Y.
(ReDIF-article, eee:crcspp:v:31:y:1989:i::p:177-184) - Interpreting cointegrated models
Journal of Economic Dynamics and Control, Elsevier (1988)
by Campbell, John Y. & Shiller, Robert J.
(ReDIF-article, eee:dyncon:v:12:y:1988:i:2-3:p:505-522) - A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Journal of Economic Dynamics and Control, Elsevier (1997)
by Campbell, John Y. & Koo, Hyeng Keun
(ReDIF-article, eee:dyncon:v:21:y:1997:i:2-3:p:273-295) - Strategic asset allocation in a continuous-time VAR model
Journal of Economic Dynamics and Control, Elsevier (2004)
by Campbell, John Y. & Chacko, George & Rodriguez, Jorge & Viceira, Luis M.
(ReDIF-article, eee:dyncon:v:28:y:2004:i:11:p:2195-2214) - The dividend ratio model and small sample bias : A Monte Carlo study
Economics Letters, Elsevier (1989)
by Campbell, John Y. & Shiller, Robert J.
(ReDIF-article, eee:ecolet:v:29:y:1989:i:4:p:325-331) - Editors' introduction
Journal of Econometrics, Elsevier (1990)
by Campbell, John Y. & Melino, Angelo
(ReDIF-article, eee:econom:v:45:y:1990:i:1-2:p:1-5) - The response of consumption to income : A cross-country investigation
European Economic Review, Elsevier (1991)
by Campbell, John Y. & Mankiw, N. Gregory
(ReDIF-article, eee:eecrev:v:35:y:1991:i:4:p:723-756) - Aggregate investment, the stock market and the Q model: Robust results for six OECD countries : by G. Sensenbrenner
European Economic Review, Elsevier (1991)
by Campbell, John Y.
(ReDIF-article, eee:eecrev:v:35:y:1991:i:4:p:826-830) - Why long horizons? A study of power against persistent alternatives
Journal of Empirical Finance, Elsevier (2001)
by Campbell, John Y.
(ReDIF-article, eee:empfin:v:8:y:2001:i:5:p:459-491) - Consumption-based asset pricing
Handbook of the Economics of Finance, Elsevier (2003)
by Campbell, John Y.
(ReDIF-chapter, eee:finchp:2-13) - An intertemporal CAPM with stochastic volatility
Journal of Financial Economics, Elsevier (2018)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert
(ReDIF-article, eee:jfinec:v:128:y:2018:i:2:p:207-233) - Portfolio choice with sustainable spending: A model of reaching for yield
Journal of Financial Economics, Elsevier (2022)
by Campbell, John Y. & Sigalov, Roman
(ReDIF-article, eee:jfinec:v:143:y:2022:i:1:p:188-206) - Stock returns and the term structure
Journal of Financial Economics, Elsevier (1987)
by Campbell, John Y.
(ReDIF-article, eee:jfinec:v:18:y:1987:i:2:p:373-399) - No news is good news *1: An asymmetric model of changing volatility in stock returns
Journal of Financial Economics, Elsevier (1992)
by Campbell, John Y. & Hentschel, Ludger
(ReDIF-article, eee:jfinec:v:31:y:1992:i:3:p:281-318) - A multivariate model of strategic asset allocation
Journal of Financial Economics, Elsevier (2003)
by Campbell, John Y. & Chan, Yeung Lewis & Viceira, Luis M.
(ReDIF-article, eee:jfinec:v:67:y:2003:i:1:p:41-80) - Efficient tests of stock return predictability
Journal of Financial Economics, Elsevier (2006)
by Campbell, John Y. & Yogo, Motohiro
(ReDIF-article, eee:jfinec:v:81:y:2006:i:1:p:27-60) - Caught on tape: Institutional trading, stock returns, and earnings announcements
Journal of Financial Economics, Elsevier (2009)
by Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie
(ReDIF-article, eee:jfinec:v:92:y:2009:i:1:p:66-91) - Asset prices, consumption, and the business cycle
Handbook of Macroeconomics, Elsevier (1999)
by Campbell, John Y.
(ReDIF-chapter, eee:macchp:1-19) - The term structure of euromarket interest rates : An empirical investigation
Journal of Monetary Economics, Elsevier (1987)
by Campbell, John Y. & Clarida, Richard H.
(ReDIF-article, eee:moneco:v:19:y:1987:i:1:p:25-44) - Macroeconomic lessons from Britain : A review essay
Journal of Monetary Economics, Elsevier (1987)
by Campbell, John Y.
(ReDIF-article, eee:moneco:v:19:y:1987:i:2:p:315-324) - International evidence on the persistence of economic fluctuations
Journal of Monetary Economics, Elsevier (1989)
by Campbell, John Y. & Mankiw, N. Gregory
(ReDIF-article, eee:moneco:v:23:y:1989:i:2:p:319-333) - Inspecting the mechanism: An analytical approach to the stochastic growth model
Journal of Monetary Economics, Elsevier (1994)
by Campbell, John Y.
(ReDIF-article, eee:moneco:v:33:y:1994:i:3:p:463-506) - How do house prices affect consumption? Evidence from micro data
Journal of Monetary Economics, Elsevier (2007)
by Campbell, John Y. & Cocco, Joao F.
(ReDIF-article, eee:moneco:v:54:y:2007:i:3:p:591-621) - Intergenerational risksharing and equilibrium asset prices
Journal of Monetary Economics, Elsevier (2007)
by Campbell, John Y. & Nosbusch, Yves
(ReDIF-article, eee:moneco:v:54:y:2007:i:8:p:2251-2268) - Sustainability in a risky world
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2021)
by Campbell, John & Martin, Ian
(ReDIF-paper, ehl:lserod:118878) - Intergenerational risksharing and equilibrium asset prices
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007)
by Campbell, John Y. & Nosbusch, Yves
(ReDIF-paper, ehl:lserod:24484) - An Intertemporal CAPM with stochastic volatility
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert
(ReDIF-paper, ehl:lserod:69634) - Who Should Buy Long-Term Bonds?
FAME Research Paper Series, International Center for Financial Asset Management and Engineering (1998)
by John Y. CAMPBELL & Luis VICEIRA
(ReDIF-paper, fam:rpseri:rp5) - U.S. corporate leverage: developments in 1987 and 1988
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1990)
by Ben S. Bernanke & John Y. Campbell & Toni M. Whited
(ReDIF-paper, fip:fedgfe:113) - Remarks: some thoughts on systemic risk
Proceedings, Board of Governors of the Federal Reserve System (U.S.) (1995)
by John Y. Campbell
(ReDIF-article, fip:fedgpr:y:1995:p:557-561) - Growth or glamour? fundamentals and systemic risk in stock returns
Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
by John Campbell & Christopher Polk & Tuomo Vuolteenaho
(ReDIF-article, fip:fedgpr:y:2005:x:28) - Rethinking Mortgage Design
Liberty Street Economics, Federal Reserve Bank of New York (2015)
by John Campbell & Andreas Fuster & David O. Lucca & Stijn Van Nieuwerburgh & James Vickery
(ReDIF-paper, fip:fednls:87058) - Elasticities of substitution in real business cycle models with home production
Research Paper, Federal Reserve Bank of New York (1997)
by John Y. Campbell & Sydney C. Ludvigson
(ReDIF-paper, fip:fednrp:9733) - Models of the term structure of interest rates
Working Papers, Federal Reserve Bank of Philadelphia (1994)
by John Y. Campbell & Andrew W. Lo & A. Craig MacKinlay
(ReDIF-paper, fip:fedpwp:94-10) - By force of habit: a consumption-based explanation of aggregate stock market behavior
Working Papers, Federal Reserve Bank of Philadelphia (1994)
by John Y. Campbell & John H. Cochrane
(ReDIF-paper, fip:fedpwp:94-17) - Intergenerational Risksharing and Equilibrium Asset Prices
FMG Discussion Papers, Financial Markets Group (2007)
by John Y. Campbell & Yves Nosbusch
(ReDIF-paper, fmg:fmgdps:dp589) - Understanding Risk and Return
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995)
by John Y. Campbell
(ReDIF-paper, fth:harver:1711) - Some Lessons from the Yield Curve
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995)
by John Y. Campbell
(ReDIF-paper, fth:harver:1713) - Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1995)
by David G. Barr & John Y. Campbell
(ReDIF-paper, fth:harver:1731) - A Scorecard for Indexed Government Data
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1996)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, fth:harver:1758) - Consumption and the Stock Market: Interpreting International Experience
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1996)
by John Y. Campbell
(ReDIF-paper, fth:harver:1763) - Consumption and Portfolio Decisions When Expected Returns Are Time Varying
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1998)
by John Y. Campbell & Luis M. Viceira
(ReDIF-paper, fth:harver:1835) - Who Should Buy Long-Term Bonds?
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000)
by John Y. Campbell & Luis M. Viceira
(ReDIF-paper, fth:harver:1895) - Investing Retirement Wealth? A Life-Cycle Model
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000)
by John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascala J. Maenhout
(ReDIF-paper, fth:harver:1896) - Asset Pricing at the Millennium
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000)
by John Y. Campbell
(ReDIF-paper, fth:harver:1897) - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000)
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis Viceira
(ReDIF-paper, fth:harver:1899) - Elasticities of Substitution in Real Business Cycle Models with Home Production
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2000)
by John Y. Campbell & Sydney Ludvigson
(ReDIF-paper, fth:harver:1900) - Equity Volatility and Corporate Bond Yields
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002)
by John Y. Campbell & Glen B. Taksler
(ReDIF-paper, fth:harver:1945) - Household Risk Management and Optimal Mortgage Choice
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002)
by John Y. Campbell & Joao F. Cocco
(ReDIF-paper, fth:harver:1946) - Bad Beta, Good Beta
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002)
by John Y. Campbell & Tuomo Vuolteenaho
(ReDIF-paper, fth:harver:1971) - Efficient Tests of Stock Return Predictability
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002)
by John Y. Campbell & Motohiro Yogo
(ReDIF-paper, fth:harver:1972) - Consumption-Based Asset Pricing
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2002)
by John Y. Campbell
(ReDIF-paper, fth:harver:1974) - Bad Beta, Good Beta
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003)
by John Y. Campbell & Tuomo Vuolteenaho
(ReDIF-paper, fth:harver:2016) - How Do House Prices Affect Consumption? Evidence From Micro F. Data
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004)
by John Y. Campbell & Joao F. Cocco
(ReDIF-paper, fth:harver:2045) - Caught on Tape: Predicting Institutional Ownership With Order Flow
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004)
by John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho
(ReDIF-paper, fth:harver:2046) - Caught On Tape: Institutional Order Flow and Stock Returns
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
by John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho
(ReDIF-paper, fth:harver:2080) - In Searach of Distress Risk
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
by John Y. Campbell & Jens Hilscher & Jan Szilagyi
(ReDIF-paper, fth:harver:2081) - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho
(ReDIF-paper, fth:harver:2082) - How Do House Prices Affect Consumption? Evidence From Micro Data
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
by John Y. Campbell & Joao F. Cocco
(ReDIF-paper, fth:harver:2083) - Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
by John Y. Campbell & Samuel B. Thompson
(ReDIF-paper, fth:harver:2084) - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2006)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-paper, fth:harver:2107) - Predictable Bond And Stock Returns In The United States And Japan: A Study Of Long-Term Market Integration
Papers, Princeton, Department of Economics - Financial Research Center (1988)
by Campbell, J.Y. & Hamao, Y.
(ReDIF-paper, fth:prinec:100) - An Asymmetric Model Of Changing Volatility In Stock Returns
Papers, Princeton, Department of Economics - Financial Research Center (1990)
by Cambell, J.Y. & Hentschel, L.
(ReDIF-paper, fth:prinec:118) - What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns
Papers, Princeton, Department of Economics - Financial Research Center (1991)
by Campbell, J.Y. & Ammer, J.
(ReDIF-paper, fth:prinec:127) - Smart Money, Noise Trading And Stock Price Behavior
Papers, Princeton, Department of Economics - Financial Research Center (1988)
by Campbell, J.Y. & Kyle, A.S.
(ReDIF-paper, fth:prinec:95) - Stock Prices, Earnings And Expected Dividends
Papers, Princeton, Department of Economics - Econometric Research Program (1988)
by Campbell, J.Y. & Shiller, R.J.
(ReDIF-paper, fth:prinem:334) - Pitfalls and Opportunities: What Macroeconomics should know about unit roots
Papers, Princeton, Department of Economics - Econometric Research Program (1991)
by Campbell, J.Y. & Perron, P.
(ReDIF-paper, fth:prinem:360) - Fight Or Flight? Portfolio Rebalancing by Individual Investors
Post-Print, HAL (2009)
by Laurent-Emmanuel Calvet & Paolo Sodini & John Y. Campbell
(ReDIF-paper, hal:journl:hal-00459683) - Measuring the Financial Sophistication of Households
Post-Print, HAL (2009)
by Laurent-Emmanuel Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-paper, hal:journl:hal-00459687) - Down and Out : Assessing the Welfare Costs of Household investment Mistakes
Post-Print, HAL (2009)
by J. Campbell & Paolo Sodini & Laurent-Emmanuel Calvet
(ReDIF-paper, hal:journl:hal-00495593) - Fight or Flight ? Portfolio Rebalancing by Individual Investors
Post-Print, HAL (2009)
by J. Y. Campbell & P. Sodini & Laurent-Emmanuel Calvet
(ReDIF-paper, hal:journl:hal-00495693) - Down or out: Assessing the welfare costs of household investment mistakes
Post-Print, HAL (2007)
by Laurent E. Calvet & Paolo Sodini & John Y. Campbell
(ReDIF-paper, hal:journl:hal-00671903) - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes
Working Papers, HAL (2012)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-paper, hal:wpaper:hal-00674227) - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes
Working Papers, HAL (2012)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-paper, hal:wpaper:hal-00674229) - Macroeconomic Drivers of Bond and Equity Risks
Harvard Business School Working Papers, Harvard Business School (2013)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira
(ReDIF-paper, hbs:wpaper:14-031) - Down or Out: Assessing The Welfare Costs of Household Investment Mistakes
Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2006)
by Calvet, Laurent E. & Campbell, John Y. & Sodini, Paolo
(ReDIF-paper, hhs:rbnkwp:0195) - The Changing Role of Nominal Government Bonds in Asset Allocation
Scholarly Articles, Harvard University Department of Economics (2009)
by Campbell, John Y.
(ReDIF-paper, hrv:faseco:10884856) - Understanding Inflation-Indexed Bond Markets
Scholarly Articles, Harvard University Department of Economics (2009)
by Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel
(ReDIF-paper, hrv:faseco:10885503) - How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market
Scholarly Articles, Harvard University Department of Economics (2012)
by Campbell, John Y. & Ramadorai, Tarun & Ranish, Benjamin Michael
(ReDIF-paper, hrv:faseco:12168178) - Hard Times
Scholarly Articles, Harvard University Department of Economics (2013)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher
(ReDIF-paper, hrv:faseco:12172786) - Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
Scholarly Articles, Harvard University Department of Economics (2014)
by Andersen, Steffen & Campbell, John Y. & Meisner-Nielsen, Kasper & Ramadorai, Tarun
(ReDIF-paper, hrv:faseco:17492179) - Investing and Spending: The Twin Challenges of University Endowment Management
Scholarly Articles, Harvard University Department of Economics (2011)
by Campbell, John Y.
(ReDIF-paper, hrv:faseco:22423613) - Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements
Scholarly Articles, Harvard University Department of Economics (2009)
by Campbell, John & Schwartz, Allie & Ramadorai, Tarun
(ReDIF-paper, hrv:faseco:2609649) - Fight or Flight? Portfolio Rebalancing by Individual Investors
Scholarly Articles, Harvard University Department of Economics (2009)
by Campbell, John & Calvert, Lauren E. & Sodini, Paolo
(ReDIF-paper, hrv:faseco:2617031) - Measuring the Financial Sophistication of Households
Scholarly Articles, Harvard University Department of Economics (2009)
by Campbell, John & Calvet, Lauren E. & Sodini, Paolo
(ReDIF-paper, hrv:faseco:2618438) - Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
Scholarly Articles, Harvard University Department of Economics (2008)
by Campbell, John & Thompson, Samuel P.
(ReDIF-paper, hrv:faseco:2622619) - Restoring Rational Choice: The Challenge of Consumer Financial Regulation
Scholarly Articles, Harvard University Department of Economics (2016)
by Campbell, John Y.
(ReDIF-paper, hrv:faseco:27413770) - International Comparative Household Finance
Scholarly Articles, Harvard University Department of Economics (2016)
by Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun
(ReDIF-paper, hrv:faseco:27535132) - A Model of Mortgage Default
Scholarly Articles, Harvard University Department of Economics (2015)
by Campbell, John Y. & Cocco, Joao F.
(ReDIF-paper, hrv:faseco:30758219) - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
Scholarly Articles, Harvard University Department of Economics (1999)
by Campbell, John & Cochrane, John H.
(ReDIF-paper, hrv:faseco:3119444) - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
Scholarly Articles, Harvard University Department of Economics (2007)
by Sodini, Paolo & Calvet, Laurent E. & Campbell, John
(ReDIF-paper, hrv:faseco:3122488) - Bad Beta, Good Beta
Scholarly Articles, Harvard University Department of Economics (2004)
by Campbell, John & Vuolteenaho, Tuomo
(ReDIF-paper, hrv:faseco:3122489) - Cointegration and Tests of Present Value Models
Scholarly Articles, Harvard University Department of Economics (1987)
by Campbell, John & Shiller, Robert
(ReDIF-paper, hrv:faseco:3122490) - Bond and Stock Returns in a Simple Exchange Model
Scholarly Articles, Harvard University Department of Economics (1986)
by Campbell, John
(ReDIF-paper, hrv:faseco:3122544) - Are Output Fluctuations Transitory?
Scholarly Articles, Harvard University Department of Economics (1987)
by Campbell, John & Mankiw, Gregory
(ReDIF-paper, hrv:faseco:3122545) - How Do House Prices Affect Consumption? Evidence from Micro Data
Scholarly Articles, Harvard University Department of Economics (2007)
by Campbell, John & Cocco, Joao
(ReDIF-paper, hrv:faseco:3122600) - Efficient tests of stock return predictability
Scholarly Articles, Harvard University Department of Economics (2006)
by Campbell, John & Yogo, Motohiro
(ReDIF-paper, hrv:faseco:3122601) - Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
Scholarly Articles, Harvard University Department of Economics (2001)
by Malkiel, Burton & Campbell, John & Lettau, Martin & Xu, Yexiao
(ReDIF-paper, hrv:faseco:3128707) - Foreign Currency for Long-Term Investors
Scholarly Articles, Harvard University Department of Economics (2003)
by Viceira, Luis & Campbell, John & White, Joshua
(ReDIF-paper, hrv:faseco:3128708) - Who Should Buy Long-Term Bonds?
Scholarly Articles, Harvard University Department of Economics (2001)
by Viceira, Luis & Campbell, John
(ReDIF-paper, hrv:faseco:3128709) - Trading Volume and Serial Correlation in Stock Returns
Scholarly Articles, Harvard University Department of Economics (1993)
by Wang, Jiang & Grossman, Sanford & Campbell, John
(ReDIF-paper, hrv:faseco:3128710) - Understanding Risk and Return
Scholarly Articles, Harvard University Department of Economics (1996)
by Campbell, John
(ReDIF-paper, hrv:faseco:3153293) - Equity Volatility and Corporate Bond Yields
Scholarly Articles, Harvard University Department of Economics (2003)
by Campbell, John & Taksler, Glen
(ReDIF-paper, hrv:faseco:3153307) - Global Currency Hedging
Scholarly Articles, Harvard University Department of Economics (2009)
by Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John
(ReDIF-paper, hrv:faseco:3153308) - Household Risk Management and Optimal Mortgage Choice
Scholarly Articles, Harvard University Department of Economics (2003)
by Campbell, John & Cocco, Joao
(ReDIF-paper, hrv:faseco:3157876) - Household Finance
Scholarly Articles, Harvard University Department of Economics (2006)
by Campbell, John
(ReDIF-paper, hrv:faseco:3157877) - Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices
Scholarly Articles, Harvard University Department of Economics (1997)
by Barr, David & Campbell, John
(ReDIF-paper, hrv:faseco:3163261) - Elasticities of Substitution in Real Business Cycle Models with Home Production
Scholarly Articles, Harvard University Department of Economics (2001)
by Campbell, John & Ludvigson, Sydney
(ReDIF-paper, hrv:faseco:3163262) - A Multivariate Model of Strategic Asset Allocation
Scholarly Articles, Harvard University Department of Economics (2003)
by Chan, Yeung Lewis & Viceira, Luis & Campbell, John
(ReDIF-paper, hrv:faseco:3163263) - Some Lessons from the Yield Curve
Scholarly Articles, Harvard University Department of Economics (1995)
by Campbell, John
(ReDIF-paper, hrv:faseco:3163264) - Explaining the Poor Performance of Consumption-Based Asset Pricing Models
Scholarly Articles, Harvard University Department of Economics (2000)
by Campbell, John & Cochrane, John
(ReDIF-paper, hrv:faseco:3163265) - Consumption and Portfolio Decisions When Expected Returns are Time Varying
Scholarly Articles, Harvard University Department of Economics (1999)
by Campbell, John & Viceira, Luis
(ReDIF-paper, hrv:faseco:3163266) - Inflation Illusion and Stock Prices
Scholarly Articles, Harvard University Department of Economics (2004)
by Vuolteenaho, Tuomo & Campbell, John
(ReDIF-paper, hrv:faseco:3196090) - Estimating the Equity Premium
Scholarly Articles, Harvard University Department of Economics (2008)
by Campbell, John
(ReDIF-paper, hrv:faseco:3196339) - Intergenerational Risksharing and Equilibrium Asset Prices
Scholarly Articles, Harvard University Department of Economics (2007)
by Nosbusch, Yves & Campbell, John
(ReDIF-paper, hrv:faseco:3196340) - Why Long Horizons? A Study of Power Against Persistent Alternatives
Scholarly Articles, Harvard University Department of Economics (2001)
by Campbell, John
(ReDIF-paper, hrv:faseco:3196341) - Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model
Scholarly Articles, Harvard University Department of Economics (1994)
by Campbell, John
(ReDIF-paper, hrv:faseco:3196342) - In Search of Distress Risk
Scholarly Articles, Harvard University Department of Economics (2008)
by Szilagyi, Jan & Hilscher, Jens & Campbell, John
(ReDIF-paper, hrv:faseco:3199070) - Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
Scholarly Articles, Harvard University Department of Economics (1992)
by Hamao, Yasushi & Campbell, John
(ReDIF-paper, hrv:faseco:3207694) - A Variance Decomposition for Stock Returns
Scholarly Articles, Harvard University Department of Economics (1991)
by Campbell, John
(ReDIF-paper, hrv:faseco:3207695) - Measuring the Persistence of Expected Returns
Scholarly Articles, Harvard University Department of Economics (1990)
by Campbell, John
(ReDIF-paper, hrv:faseco:3207696) - Permanent and Transitory Components in Macroeconomic Fluctuations
Scholarly Articles, Harvard University Department of Economics (1987)
by Mankiw, N. Gregory & Campbell, John
(ReDIF-paper, hrv:faseco:3207697) - A Defense of Traditional Hypotheses about the Term Structure of Interest Rates
Scholarly Articles, Harvard University Department of Economics (1986)
by Campbell, John
(ReDIF-paper, hrv:faseco:3207698) - Stock Returns and the Term Structure
Scholarly Articles, Harvard University Department of Economics (1987)
by Campbell, John
(ReDIF-paper, hrv:faseco:3207699) - A Simple Account of the Behavior of Long-Term Interest Rates
Scholarly Articles, Harvard University Department of Economics (1984)
by Shiller, Robert & Campbell, John
(ReDIF-paper, hrv:faseco:3208216) - Smart Money, Noise Trading and Stock Price Behaviour
Scholarly Articles, Harvard University Department of Economics (1993)
by Kyle, Albert & Campbell, John
(ReDIF-paper, hrv:faseco:3208217) - Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week
Scholarly Articles, Harvard University Department of Economics (1987)
by Campbell, John
(ReDIF-paper, hrv:faseco:3220231) - No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
Scholarly Articles, Harvard University Department of Economics (1992)
by Hentschel, Ludger & Campbell, John
(ReDIF-paper, hrv:faseco:3220232) - Yield Spreads and Interest Rate Movements: A Bird's Eye View
Scholarly Articles, Harvard University Department of Economics (1991)
by Shiller, Robert & Campbell, John
(ReDIF-paper, hrv:faseco:3221490) - Intertemporal Asset Pricing Without Consumption Data
Scholarly Articles, Harvard University Department of Economics (1993)
by Campbell, John
(ReDIF-paper, hrv:faseco:3221491) - Interpreting Cointegrated Models
Scholarly Articles, Harvard University Department of Economics (1988)
by Shiller, Robert & Campbell, John
(ReDIF-paper, hrv:faseco:3221492) - Why Is Consumption So Smooth?
Scholarly Articles, Harvard University Department of Economics (1989)
by Campbell, John & Deaton, Angus
(ReDIF-paper, hrv:faseco:3221494) - The Dollar and Real Interest Rates
Scholarly Articles, Harvard University Department of Economics (1987)
by Campbell, John & Clarida, Richard
(ReDIF-paper, hrv:faseco:3221495) - Stock Prices, Earnings, and Expected Dividends
Scholarly Articles, Harvard University Department of Economics (1988)
by Campbell, John & Shiller, Robert
(ReDIF-paper, hrv:faseco:3224293) - International Evidence on the Persistence of Economic Fluctuations
Scholarly Articles, Harvard University Department of Economics (1989)
by Mankiw, N. Gregory & Campbell, John
(ReDIF-paper, hrv:faseco:3224417) - Asset Pricing at the Millennium
Scholarly Articles, Harvard University Department of Economics (2000)
by Campbell, John
(ReDIF-paper, hrv:faseco:3294737) - Strategic Asset Allocation in a Continuous-Time VAR Model
Scholarly Articles, Harvard University Department of Economics (2004)
by Viceira, Luis & Rodriguez, Jorge & Chacko, George & Campbell, John
(ReDIF-paper, hrv:faseco:3294738) - Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk
Scholarly Articles, Harvard University Department of Economics (1993)
by Campbell, John Y. & Mei, Jianping
(ReDIF-paper, hrv:faseco:3353757) - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Scholarly Articles, Harvard University Department of Economics (2001)
by Cocco, Joao & Gomes, Francisco & Maenhout, Pascal J. & Campbell, John Y. & Viceira, Luis Manuel
(ReDIF-paper, hrv:faseco:3353758) - The Term Structure of Euromarket Interest Rates: An Empirical Investigation
Scholarly Articles, Harvard University Department of Economics (1987)
by Campbell, John Y. & Clarida, Richard H.
(ReDIF-paper, hrv:faseco:3353759) - Permanent Income, Current Income, and Consumption
Scholarly Articles, Harvard University Department of Economics (1990)
by Campbell, John Y. & Mankiw, N. Gregory
(ReDIF-paper, hrv:faseco:3353762) - Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
Scholarly Articles, Harvard University Department of Economics (1991)
by Campbell, John & Perron, Pierre
(ReDIF-paper, hrv:faseco:3374863) - What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
Scholarly Articles, Harvard University Department of Economics (1993)
by Ammer, John & Campbell, John
(ReDIF-paper, hrv:faseco:3382857) - The Term Structure of the Risk–Return Trade-Off
Scholarly Articles, Harvard University Department of Economics (2005)
by Campbell, John Y. & Viceira, Luis Manuel
(ReDIF-paper, hrv:faseco:34299168) - The Impact of Regulation on Mortgage Risk: Evidence from India
Scholarly Articles, Harvard University Department of Economics (2015)
by Ramadorai, Tarun & Ranish, Benjamin & Campbell, John Y.
(ReDIF-paper, hrv:faseco:34331451) - Mortgage Market Design
Scholarly Articles, Harvard University Department of Economics (2012)
by Campbell, John Y.
(ReDIF-paper, hrv:faseco:9887618) - Predicting Financial Distress and the Performance of Distressed Stocks
Scholarly Articles, Harvard University Department of Economics (2011)
by Hilscher, Jens Dietrich & Campbell, John Y. & Szilagyi, Jan
(ReDIF-paper, hrv:faseco:9887619) - Consumer Financial Protection
Scholarly Articles, Harvard University Department of Economics (2011)
by Campbell, John Y. & Tufano, Peter & Madrian, Brigitte C. & Jackson, Howell Edmunds
(ReDIF-paper, hrv:faseco:9887620) - The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
Scholarly Articles, Harvard University Department of Economics (2012)
by Beeler, Jason & Campbell, John Y.
(ReDIF-paper, hrv:faseco:9887621) - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
Scholarly Articles, Harvard University Department of Economics (2010)
by Polk, Christopher & Vuolteenaho, Tuomo & Campbell, John Y.
(ReDIF-paper, hrv:faseco:9887622) - Forced Sales and House Prices
Scholarly Articles, Harvard University Department of Economics (2011)
by Giglio, Stefano & Pathak, Parag & Campbell, John Y.
(ReDIF-paper, hrv:faseco:9887623) - What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages
Management Science, INFORMS (2018)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai
(ReDIF-article, inm:ormnsc:v:64:y:2018:i:5:p:2275-2288) - Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week
Journal of Money, Credit and Banking, Blackwell Publishing (1987)
by Campbell, John Y
(ReDIF-article, mcb:jmoncb:v:19:y:1987:i:1:p:56-67) - Comment on Low Inflation: The Behavior of Financial Markets and Institutions
Journal of Money, Credit and Banking, Blackwell Publishing (2000)
by Campbell, John Y
(ReDIF-article, mcb:jmoncb:v:32:y:2000:i:4:p:1088-92) - Elasticities of Substitution in Real Business Cycle Models with Home Protection
Journal of Money, Credit and Banking, Blackwell Publishing (2001)
by Campbell, John Y & Ludvigson, Sydney
(ReDIF-article, mcb:jmoncb:v:33:y:2001:i:4:p:847-75) - Predicting asset prices
Nature, Nature (2013)
by Christopher Polk & John Y. Campbell
(ReDIF-article, nat:nature:v:504:y:2013:i:7478:d:10.1038_504097a) - Risk Aspects of Investment-Based Social Security Reform
NBER Books, National Bureau of Economic Research, Inc (2001)
by John Y. Campbell & Martin Feldstein
(ReDIF-book, nbr:nberbk:camp01-1) - Asset Prices and Monetary Policy
NBER Books, National Bureau of Economic Research, Inc (2008)
by John Y. Campbell
(ReDIF-book, nbr:nberbk:camp06-1) - Econometric Methods and Financial Time Series
NBER Books, National Bureau of Economic Research, Inc (1990)
by John Y. Campbell & Angelo Melino
(ReDIF-book, nbr:nberbk:camp90-1) - Introduction to "Risk Aspects of Investment-Based Social Security Reform"
NBER Chapters, National Bureau of Economic Research, Inc (2001)
by John Y. Campbell & Martin Feldstein
(ReDIF-chapter, nbr:nberch:10589) - Investing Retirement Wealth: A Life-Cycle Model
NBER Chapters, National Bureau of Economic Research, Inc (2001)
by John Y. Campbell & João F. Cocco & Francisco J. Gomes & Pascal J. Maenhout
(ReDIF-chapter, nbr:nberch:10600) - Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence
NBER Chapters, National Bureau of Economic Research, Inc (1989)
by John Y. Campbell & N. Gregory Mankiw
(ReDIF-chapter, nbr:nberch:10965) - Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
NBER Chapters, National Bureau of Economic Research, Inc (1991)
by John Y. Campbell & Pierre Perron
(ReDIF-chapter, nbr:nberch:10983) - A Scorecard for Indexed Government Debt
NBER Chapters, National Bureau of Economic Research, Inc (1996)
by John Y. Campbell & Robert J. Shiller
(ReDIF-chapter, nbr:nberch:11029) - Comment on "Shocks and Crashes"
NBER Chapters, National Bureau of Economic Research, Inc (2013)
by John Y. Campbell
(ReDIF-chapter, nbr:nberch:12933) - Economic Budgeting for Endowment-Dependent Universities
NBER Chapters, National Bureau of Economic Research, Inc (2024)
by John Y. Campbell & Jeremy C. Stein & Alex A. Wu
(ReDIF-chapter, nbr:nberch:14974) - Introduction to "Financing Institutions of Higher Education"
NBER Chapters, National Bureau of Economic Research, Inc (2024)
by John Y. Campbell & Kaye G. Husbands
(ReDIF-chapter, nbr:nberch:14984) - Introduction to "Asset Prices and Monetary Policy"
NBER Chapters, National Bureau of Economic Research, Inc (2008)
by John Y. Campbell
(ReDIF-chapter, nbr:nberch:5367) - International Experiences with Securities Transaction Taxes
NBER Chapters, National Bureau of Economic Research, Inc (1994)
by John Y. Campbell & Kenneth A. Froot
(ReDIF-chapter, nbr:nberch:6276) - The Interest Rate Process and the Term Structure of Interest Rates in Japan
NBER Chapters, National Bureau of Economic Research, Inc (1993)
by John Y. Campbell & Yasushi Hamao
(ReDIF-chapter, nbr:nberch:7459) - The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study
NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberte:0067) - Smart Money, Noise Trading and Stock Price Behavior
NBER Technical Working Papers, National Bureau of Economic Research, Inc (1988)
by John Y. Campbell & Albert S. Kyle
(ReDIF-paper, nbr:nberte:0071) - Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
NBER Technical Working Papers, National Bureau of Economic Research, Inc (1991)
by John Y. Campbell & Pierre Perron
(ReDIF-paper, nbr:nberte:0100) - Why Long Horizons: A Study of Power Against Persistent Alternatives
NBER Technical Working Papers, National Bureau of Economic Research, Inc (1993)
by John Y. Campbell
(ReDIF-paper, nbr:nberte:0142) - Efficient Tests of Stock Return Predictability
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by John Y. Campbell & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:10026) - Inflation Illusion and Stock Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2004)
by John Y. Campbell & Tuomo Vuolteenaho
(ReDIF-paper, nbr:nberwo:10263) - The Term Structure of the Risk-Return Tradeoff
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by John Y. Campbell & Luis Viceira
(ReDIF-paper, nbr:nberwo:11119) - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho
(ReDIF-paper, nbr:nberwo:11389) - Caught On Tape: Institutional Order Flow and Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho
(ReDIF-paper, nbr:nberwo:11439) - Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by John Y. Campbell & Samuel B. Thompson
(ReDIF-paper, nbr:nberwo:11468) - How Do House Prices Affect Consumption? Evidence From Micro Data
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by John Y. Campbell & João F. Cocco
(ReDIF-paper, nbr:nberwo:11534) - A Simple Account of the Behavior of Long-Term Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc (1983)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:1203) - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-paper, nbr:nberwo:12030) - Household Finance
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:12149) - Intergenerational Risksharing and Equilibrium Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by John Y. Campbell & Yves Nosbusch
(ReDIF-paper, nbr:nberwo:12204) - In Search of Distress Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2006)
by John Y. Campbell & Jens Hilscher & Jan Szilagyi
(ReDIF-paper, nbr:nberwo:12362) - Global Currency Hedging
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira
(ReDIF-paper, nbr:nberwo:13088) - Estimating the Equity Premium
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:13423) - Fight or Flight? Portfolio Rebalancing by Individual Investors
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-paper, nbr:nberwo:14177) - Measuring the Financial Sophistication of Households
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-paper, nbr:nberwo:14699) - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by John Y. Campbell & Adi Sunderam & Luis M. Viceira
(ReDIF-paper, nbr:nberwo:14701) - The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Jason Beeler & John Y. Campbell
(ReDIF-paper, nbr:nberwo:14788) - Forced Sales and House Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by John Y. Campbell & Stefano Giglio & Parag Pathak
(ReDIF-paper, nbr:nberwo:14866) - Understanding Inflation-Indexed Bond Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira
(ReDIF-paper, nbr:nberwo:15014) - A Defense of Traditional Hypotheses About the Term Structure of InterestRates
NBER Working Papers, National Bureau of Economic Research, Inc (1984)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:1508) - Bond and Stock Returns in a Simple Exchange Model
NBER Working Papers, National Bureau of Economic Research, Inc (1984)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:1509) - Hard Times
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by John Y. Campbell & Stefano Giglio & Christopher Polk
(ReDIF-paper, nbr:nberwo:16222) - Stock Returns and the Term Structure
NBER Working Papers, National Bureau of Economic Research, Inc (1985)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:1626) - A Model of Mortgage Default
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by John Y. Campbell & João F. Cocco
(ReDIF-paper, nbr:nberwo:17516) - Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis
NBER Working Papers, National Bureau of Economic Research, Inc (1986)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:1805) - Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week
NBER Working Papers, National Bureau of Economic Research, Inc (1986)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:1806) - Mortgage Market Design
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:18339) - How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
(ReDIF-paper, nbr:nberwo:18394) - An Intertemporal CAPM with Stochastic Volatility
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley
(ReDIF-paper, nbr:nberwo:18411) - Cointegration and Tests of Present Value Models
NBER Working Papers, National Bureau of Economic Research, Inc (1986)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:1885) - Are Output Fluctuations Transitory?
NBER Working Papers, National Bureau of Economic Research, Inc (1986)
by John Y. Campbell & N. Gregory Mankiw
(ReDIF-paper, nbr:nberwo:1916) - The Term Structure of Euromarket Interest Rates: An Empirical Investigation
NBER Working Papers, National Bureau of Economic Research, Inc (1986)
by John Y. Campbell & Richard H. Clarida
(ReDIF-paper, nbr:nberwo:1946) - Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
(ReDIF-paper, nbr:nberwo:20000) - Macroeconomic Drivers of Bond and Equity Risks
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira
(ReDIF-paper, nbr:nberwo:20070) - What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai
(ReDIF-paper, nbr:nberwo:20408) - The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
NBER Working Papers, National Bureau of Economic Research, Inc (1986)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:2100) - Is Consumption Too Smooth?
NBER Working Papers, National Bureau of Economic Research, Inc (1987)
by John Y. Campbell & Angus Deaton
(ReDIF-paper, nbr:nberwo:2134) - Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Steffen Andersen & John Y. Campbell & Kasper Meisner Nielsen & Tarun Ramadorai
(ReDIF-paper, nbr:nberwo:21386) - The Dollar and Real Interest Rates
NBER Working Papers, National Bureau of Economic Research, Inc (1987)
by John Y. Campbell & Richard H. Clarida
(ReDIF-paper, nbr:nberwo:2151) - Permanent and Transitory Components in Macroeconomic Fluctuations
NBER Working Papers, National Bureau of Economic Research, Inc (1987)
by John Y. Campbell & N. Gregory Mankiw
(ReDIF-paper, nbr:nberwo:2169) - Restoring Rational Choice: The Challenge of Consumer Financial Regulation
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:22025) - International Comparative Household Finance
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Cristian Badarinza & John Y. Campbell & Tarun Ramadorai
(ReDIF-paper, nbr:nberwo:22066) - Household Saving and Permanent Income in Canada and the United Kingdom
NBER Working Papers, National Bureau of Economic Research, Inc (1987)
by John Y. Campbell & Richard H. Clarida
(ReDIF-paper, nbr:nberwo:2223) - Permanent Income, Current Income, and Consumption
NBER Working Papers, National Bureau of Economic Research, Inc (1987)
by John Y. Campbell & N. Gregory Mankiw
(ReDIF-paper, nbr:nberwo:2436) - Do the Rich Get Richer in the Stock Market? Evidence from India
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
(ReDIF-paper, nbr:nberwo:24898) - International Evidence on the Persistence of Economic Fluctuations
NBER Working Papers, National Bureau of Economic Research, Inc (1988)
by John Y. Campbell & N. Gregory Mankiw
(ReDIF-paper, nbr:nberwo:2498) - Stock Prices, Earnings and Expected Dividends
NBER Working Papers, National Bureau of Economic Research, Inc (1988)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:2511) - Interpreting Cointegrated Models
NBER Working Papers, National Bureau of Economic Research, Inc (1988)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:2568) - Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by John Y. Campbell & Roman Sigalov
(ReDIF-paper, nbr:nberwo:27025) - Structuring Mortgages for Macroeconomic Stability
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by John Y. Campbell & Nuno Clara & João F. Cocco
(ReDIF-paper, nbr:nberwo:27676) - The Cross-Section of Household Preferences
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Laurent E. Calvet & John Y. Campbell & Francisco Gomes & Paolo Sodini
(ReDIF-paper, nbr:nberwo:28788) - Sustainability in a Risky World
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by John Y. Campbell & Ian Martin
(ReDIF-paper, nbr:nberwo:28899) - Who Owns What? A Factor Model for Direct Stock Holding
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish
(ReDIF-paper, nbr:nberwo:29065) - Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence
NBER Working Papers, National Bureau of Economic Research, Inc (1989)
by John Y. Campbell & N. Gregory Mankiw
(ReDIF-paper, nbr:nberwo:2924) - Idiosyncratic Equity Risk Two Decades Later
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu
(ReDIF-paper, nbr:nberwo:29916) - Debt and Deficits: Fiscal Analysis with Stationary Ratios
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by John Y. Campbell & Can Gao & Ian W.R. Martin
(ReDIF-paper, nbr:nberwo:31224) - Yield Spreads and Interest Rate Movements: A Bird's Eye View
NBER Working Papers, National Bureau of Economic Research, Inc (1989)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:3153) - What Drives Booms and Busts in Value?
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by John Y. Campbell & Stefano Giglio & Christopher Polk
(ReDIF-paper, nbr:nberwo:31859) - Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
NBER Working Papers, National Bureau of Economic Research, Inc (1989)
by John Y. Campbell & Yasushi Hamao
(ReDIF-paper, nbr:nberwo:3191) - A Variance Decomposition for Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (1990)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:3246) - Measuring the Persistence of Expected Returns
NBER Working Papers, National Bureau of Economic Research, Inc (1990)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:3305) - No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (1991)
by John Y. Campbell & Ludger Hentschel
(ReDIF-paper, nbr:nberwo:3742) - What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
NBER Working Papers, National Bureau of Economic Research, Inc (1991)
by John Y. Campbell & John Ammer
(ReDIF-paper, nbr:nberwo:3760) - Intertemporal Asset Pricing Without Consumption Data
NBER Working Papers, National Bureau of Economic Research, Inc (1992)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:3989) - Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model
NBER Working Papers, National Bureau of Economic Research, Inc (1992)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:4188) - Trading Volume and Serial Correlation in Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (1992)
by John Y. Campbell & Sanford J. Grossman & Jiang Wang
(ReDIF-paper, nbr:nberwo:4193) - Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk
NBER Working Papers, National Bureau of Economic Research, Inc (1993)
by John Campbell & Jianping Mei
(ReDIF-paper, nbr:nberwo:4329) - Understanding Risk and Return
NBER Working Papers, National Bureau of Economic Research, Inc (1993)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:4554) - International Experiences with Securities Transaction Taxes
NBER Working Papers, National Bureau of Economic Research, Inc (1993)
by John Y. Campbell & Kenneth A. Froot
(ReDIF-paper, nbr:nberwo:4587) - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
NBER Working Papers, National Bureau of Economic Research, Inc (1995)
by John Y. Campbell & John H. Cochrane
(ReDIF-paper, nbr:nberwo:4995) - Some Lessons from the Yield Curve
NBER Working Papers, National Bureau of Economic Research, Inc (1995)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:5031) - A Scorecard for Indexed Government Debt
NBER Working Papers, National Bureau of Economic Research, Inc (1996)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:5587) - Consumption and the Stock Market: Interpreting International Experience
NBER Working Papers, National Bureau of Economic Research, Inc (1996)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:5610) - Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices
NBER Working Papers, National Bureau of Economic Research, Inc (1996)
by David G. Barr & John Y. Campbell
(ReDIF-paper, nbr:nberwo:5821) - Consumption and Portfolio Decisions When Expected Returns are Time Varying
NBER Working Papers, National Bureau of Economic Research, Inc (1996)
by John Y. Campbell & Luis M. Viceira
(ReDIF-paper, nbr:nberwo:5857) - Asset Prices, Consumption, and the Business Cycle
NBER Working Papers, National Bureau of Economic Research, Inc (1998)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:6485) - Elasticities of Substitution in Real Business Cycle Models with Home Production
NBER Working Papers, National Bureau of Economic Research, Inc (1998)
by John Y. Campbell & Sydney Ludvigson
(ReDIF-paper, nbr:nberwo:6763) - Who Should Buy Long-Term Bonds?
NBER Working Papers, National Bureau of Economic Research, Inc (1998)
by John Y. Campbell & Luis M. Viceira
(ReDIF-paper, nbr:nberwo:6801) - Investing Retirement Wealth: A Life-Cycle Model
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by John Y. Campbell & Joao F. Cocco & Francisco J. Gomes & Pascal J. Maenhout
(ReDIF-paper, nbr:nberwo:7029) - Dispersion and Volatility in Stock Returns: An Empirical Investigation
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by John Y. Campbell & Martin Lettau
(ReDIF-paper, nbr:nberwo:7144) - Explaining the Poor Performance of Consumption-Based Asset Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc (1999)
by John Y. Campbell & John H. Cochrane
(ReDIF-paper, nbr:nberwo:7237) - Asset Pricing at the Millennium
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by John Y. Campbell
(ReDIF-paper, nbr:nberwo:7589) - Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2000)
by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu
(ReDIF-paper, nbr:nberwo:7590) - Valuation Ratios and the Long-Run Stock Market Outlook: An Update
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by John Y. Campbell & Robert J. Shiller
(ReDIF-paper, nbr:nberwo:8221) - A Multivariate Model of Strategic Asset Allocation
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by John Y. Campbell & Yeung Lewis Chan & Luis M. Viceira
(ReDIF-paper, nbr:nberwo:8566) - Equity Volatility and Corporate Bond Yields
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by John Y. Campbell & Glen B. Taksler
(ReDIF-paper, nbr:nberwo:8961) - Foreign Currency for Long-Term Investors
NBER Working Papers, National Bureau of Economic Research, Inc (2002)
by John Y. Campbell & Luis M. Viceira & Joshua S. White
(ReDIF-paper, nbr:nberwo:9075) - Bad Beta, Good Beta
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by John Y. Campbell & Tuomo Vuolteenaho
(ReDIF-paper, nbr:nberwo:9509) - Strategic Asset Allocation in a Continuous-Time VAR Model
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by John Y. Campbell & George Chacko & Jorge Rodriguez & Luis M. Viciera
(ReDIF-paper, nbr:nberwo:9547) - Household Risk Management and Optimal Mortgage Choice
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by John Y. Campbell & Joao F. Cocco
(ReDIF-paper, nbr:nberwo:9759) - The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment
Critical Finance Review, now publishers (2012)
by Beeler, Jason & Campbell, John Y.
(ReDIF-article, now:jnlcfr:104.00000004) - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
Critical Finance Review, now publishers (2017)
by Campbell, John Y. & Sunderam, Adi & Viceira, Luis M.
(ReDIF-article, now:jnlcfr:104.00000043) - Idiosyncratic Equity Risk Two Decades Later
Critical Finance Review, now publishers (2023)
by John Y. Campbell & Martin Lettau & Burton Malkiel & Yexiao Xu
(ReDIF-article, now:jnlcfr:104.00000128) - Bond and Stock Returns in a Simple Exchange Model
The Quarterly Journal of Economics, President and Fellows of Harvard College (1986)
by John Y. Campbell
(ReDIF-article, oup:qjecon:v:101:y:1986:i:4:p:785-803.) - Are Output Fluctuations Transitory?
The Quarterly Journal of Economics, President and Fellows of Harvard College (1987)
by John Y. Campbell & N. Gregory Mankiw
(ReDIF-article, oup:qjecon:v:102:y:1987:i:4:p:857-880.) - Trading Volume and Serial Correlation in Stock Returns
The Quarterly Journal of Economics, President and Fellows of Harvard College (1993)
by John Y. Campbell & Sanford J. Grossman & Jiang Wang
(ReDIF-article, oup:qjecon:v:108:y:1993:i:4:p:905-939.) - Consumption and Portfolio Decisions when Expected Returns are Time Varying
The Quarterly Journal of Economics, President and Fellows of Harvard College (1999)
by John Y. Campbell & Luis M. Viceira
(ReDIF-article, oup:qjecon:v:114:y:1999:i:2:p:433-495.) - Household Risk Management and Optimal Mortgage Choice
The Quarterly Journal of Economics, President and Fellows of Harvard College (2003)
by John Y. Campbell & João F. Cocco
(ReDIF-article, oup:qjecon:v:118:y:2003:i:4:p:1449-1494.) - Fight or Flight? Portfolio Rebalancing by Individual Investors
The Quarterly Journal of Economics, President and Fellows of Harvard College (2009)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-article, oup:qjecon:v:124:y:2009:i:1:p:301-348.) - Hard Times
The Review of Asset Pricing Studies, Society for Financial Studies (2013)
by John Y. Campbell & Stefano Giglio & Christopher Polk
(ReDIF-article, oup:rasset:v:3:y:2013:i:1:p:95-132.) - Why is Consumption So Smooth?
The Review of Economic Studies, Review of Economic Studies Ltd (1989)
by John Campbell & Angus Deaton
(ReDIF-article, oup:restud:v:56:y:1989:i:3:p:357-373.) - Yield Spreads and Interest Rate Movements: A Bird's Eye View
The Review of Economic Studies, Review of Economic Studies Ltd (1991)
by John Y. Campbell & Robert J. Shiller
(ReDIF-article, oup:restud:v:58:y:1991:i:3:p:495-514.) - Smart Money, Noise Trading and Stock Price Behaviour
The Review of Economic Studies, Review of Economic Studies Ltd (1993)
by John Y. Campbell & Albert S. Kyle
(ReDIF-article, oup:restud:v:60:y:1993:i:1:p:1-34.) - Mortgage Market Design
Review of Finance, European Finance Association (2013)
by John Y. Campbell
(ReDIF-article, oup:revfin:v:17:y:2013:i:1:p:1-33) - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Review of Finance, European Finance Association (2001)
by John Y. Campbell & João Cocco & Francisco Gomes & Pascal J. Maenhout & Luis M. Viceira
(ReDIF-article, oup:revfin:v:5:y:2001:i:3:p:269-292.) - The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
The Review of Financial Studies, Society for Financial Studies (1988)
by John Y. Campbell, Robert J. Shiller
(ReDIF-article, oup:rfinst:v:1:y:1988:i:3:p:195-228) - Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
The Review of Financial Studies, Society for Financial Studies (2008)
by John Y. Campbell & Samuel B. Thompson
(ReDIF-article, oup:rfinst:v:21:y:2008:i:4:p:1509-1531) - Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns
The Review of Financial Studies, Society for Financial Studies (2010)
by John Y. Campbell & Christopher Polk & Tuomo Vuolteenaho
(ReDIF-article, oup:rfinst:v:23:y:2010:i:1:p:305-344) - Where Do Betas Come From? Asset Price Dynamics and the
The Review of Financial Studies, Society for Financial Studies (1993)
by Campbell, John Y & Mei, Jianping
(ReDIF-article, oup:rfinst:v:6:y:1993:i:3:p:567-92) - Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
OUP Catalogue, Oxford University Press (2002)
by Campbell, John Y. & Viceira, Luis M.
(ReDIF-book, oxp:obooks:9780198296942) - The Changing Role of Nominal Government Bonds in Asset Allocation*
The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association) (2009)
by John Y Campbell
(ReDIF-article, pal:genrir:v:34:y:2009:i:2:p:89-104) - Accounting for Stock Price Movements
International Economic Association Series, Palgrave Macmillan (1995)
by John Y. Campbell
(ReDIF-chapter, pal:intecp:978-1-349-23953-5_8) - Introduction
Introductory Chapters, Princeton University Press (2010)
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
(ReDIF-chapter, pup:chapts:9261-1) - The Squam Lake Report: Fixing the Financial System
Economics Books, Princeton University Press (2010)
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
(ReDIF-book, pup:pbooks:9261) - How do house prices affect consumption? Evidence from micro data
2004 Meeting Papers, Society for Economic Dynamics (2004)
by John Y. Campbell & Joao F. Cocco
(ReDIF-paper, red:sed004:304) - How Do House Prices Affect Consumption? Evidence from Micro Data
2004 Meeting Papers, Society for Economic Dynamics (2004)
by John Campbell & Joao Cocco
(ReDIF-paper, red:sed004:357a) - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Luis M. Viceira & Adi Sunderam & John Y. Campbell
(ReDIF-paper, red:sed008:355) - Monetary Policy Drivers of Bond and Equity Risks
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Luis Viceira & Carolin Pflueger & John Campbell
(ReDIF-paper, red:sed014:137) - Two Puzzles of Asset Pricing and Their Implications for Investors
The American Economist, Sage Publications (2003)
by John Y. Campbell
(ReDIF-article, sae:amerec:v:47:y:2003:i:1:p:48-74) - Household Risk Management and Optimal Mortgage Choice
Computing in Economics and Finance 2002, Society for Computational Economics (2002)
by John Campbell & Joao F. Cocco
(ReDIF-paper, sce:scecf2:47) - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Computing in Economics and Finance 1999, Society for Computational Economics (1999)
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis M. Viceira
(ReDIF-paper, sce:scecf9:1344) - A Note on Johansen's Cointegration Procedure When Trends Are Present
Empirical Economics, Springer (1993)
by Perron, Pierre & Campbell, John Y
(ReDIF-article, spr:empeco:v:18:y:1993:i:4:p:777-89) - A Comment On James M. Poterba'S "Demographic Structure And Asset Returns"
The Review of Economics and Statistics, MIT Press (2001)
by John Y. Campbell
(ReDIF-article, tpr:restat:v:83:y:2001:i:4:p:585-588) - Asset Prices and Monetary Policy
National Bureau of Economic Research Books, University of Chicago Press (2008)
by
(ReDIF-book, ucp:bknber:9780226092119) - Risk Aspects of Investment-Based Social Security Reform
National Bureau of Economic Research Books, University of Chicago Press (2000)
by
(ReDIF-book, ucp:bknber:9780226092553) - The Fragile Benefits of Endowment Destruction
Journal of Political Economy, University of Chicago Press (2015)
by John Y. Campbell & John H. Cochrane
(ReDIF-article, ucp:jpolec:doi:10.1086/681640) - Macroeconomic Drivers of Bond and Equity Risks
Journal of Political Economy, University of Chicago Press (2020)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira
(ReDIF-article, ucp:jpolec:doi:10.1086/707766) - Understanding Risk and Return
Journal of Political Economy, University of Chicago Press (1996)
by Campbell, John Y
(ReDIF-article, ucp:jpolec:v:104:y:1996:i:2:p:298-345) - Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
Journal of Political Economy, University of Chicago Press (1999)
by John Y. Campbell & John Cochrane
(ReDIF-article, ucp:jpolec:v:107:y:1999:i:2:p:205-251) - Down or Out: Assessing the Welfare Costs of Household Investment Mistakes
Journal of Political Economy, University of Chicago Press (2007)
by Laurent E. Calvet & John Y. Campbell & Paolo Sodini
(ReDIF-article, ucp:jpolec:v:115:y:2007:i:5:p:707-747) - Cointegration and Tests of Present Value Models
Journal of Political Economy, University of Chicago Press (1987)
by Campbell, John Y & Shiller, Robert J
(ReDIF-article, ucp:jpolec:v:95:y:1987:i:5:p:1062-88) - Viewpoint: Estimating the equity premium
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2008)
by John Y. Campbell
(ReDIF-article, wly:canjec:v:41:y:2008:i:1:p:1-21) - By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago (1994)
by John Y. Campbell & John H. Cochrane
(ReDIF-paper, wop:chispw:412) - Caught On Tape: Predicting Institutional Ownership With Order Flow
Finance, University Library of Munich, Germany (2004)
by John Campbell & Tarun Ramadorai & Tuomo Vuolteenaho
(ReDIF-paper, wpa:wuwpfi:0405012) - A multivariate model of strategic asset allocation
World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2013)
by John Y. Campbell & Yeung Lewis Chanb & M. Viceira
(ReDIF-chapter, wsi:wschap:9789814417358_0039) - Understanding Inflation-Indexed Bond Markets
Yale School of Management Working Papers, Yale School of Management (2009)
by John Campbell & Robert Shiller & Luis Viceira
(ReDIF-paper, ysm:wpaper:amz2587) - In search of distress risk
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005)
by Campbell, John Y. & Hilscher, Jens & Szilagyi, Jan
(ReDIF-paper, zbw:bubdp1:4221) - A model of mortgage default
CFS Working Paper Series, Center for Financial Studies (CFS) (2014)
by Campbell, John Y. & Cocco, João F.
(ReDIF-paper, zbw:cfswop:452)