John Y. Campbell

A Simple Account of the Behavior of Long-Term Interest Rates

Year: 1983
Journal: American Economic Review
Authors: John Y. Campbell; Robert J. Shiller

A Defense of Traditional Hypotheses About the Term Structure of Interest Rates

Year: 1984
Journal: Journal of Finance
Authors: John Y. Campbell

Bond and Stock Returns in a Simple Exchange Model

Year: 1984
Journal: Quarterly Journal of Economics
Authors: John Y. Campbell

Stock Returns and the Term Structure

Year: 1985
Journal: Journal of Financial Economics
Authors: John Y. Campbell

Cointegration and Tests of Present Value Models

Year: 1986
Journal: Journal of Political Economy
Authors: John Y. Campbell; Robert J. Shiller

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Year: 1986
Journal: Review of Financial Studies
Authors: John Y. Campbell; Robert J. Shiller

Are Output Fluctuations Transitory?

Year: 1986
Journal: Quarterly Journal of Economics
Authors: John Y. Campbell; N. Gregory Mankiw

Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate Within the Statement Week

Year: 1986
Journal: Journal of Money, Credit and Banking
Authors: John Y. Campbell

Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis

Year: 1986
Journal: Econometrica
Authors: John Y. Campbell

The Dollar and Real Interest Rates

Year: 1987
Journal: No Journal Matched
Authors: John Y. Campbell; Richard H. Clarida

Stock Prices, Earnings, and Expected Dividends

Year: 1988
Journal: Journal of Finance
Authors: John Y. Campbell; Robert J. Shiller

Interpreting Cointegrated Models

Year: 1988
Journal: Journal of Economic Dynamics and Control
Authors: John Y. Campbell; Robert J. Shiller

Yield Spreads and Interest Rate Movements: A Bird's Eye View

Year: 1989
Journal: Review of Economic Studies
Authors: John Y. Campbell; Robert J. Shiller

Predictable Stock Returns in the United States and Japan: A Study of Longterm Capital Market Integration

Year: 1989
Journal: Journal of Finance
Authors: John Y. Campbell; Yasushi Hamao

Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence

Year: 1989
Journal: No Journal Matched
Authors: John Y. Campbell; N. Gregory Mankiw

A Variance Decomposition for Stock Returns

Year: 1990
Journal: Economic Journal
Authors: John Y. Campbell

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

Year: 1991
Journal: Journal of Finance
Authors: John Y. Campbell; John Ammer

Intertemporal Asset Pricing Without Consumption Data

Year: 1992
Journal: American Economic Review
Authors: John Y. Campbell

Consumption and the Stock Market: Interpreting International Experience

Year: 1996
Journal: Economic Policy
Authors: John Y. Campbell

Dispersion and Volatility in Stock Returns: An Empirical Investigation

Year: 1998
Journal: No Journal Matched
Authors: John Y. Campbell; Sangjoon Kim; Martin Lettau

Explaining the Poor Performance of Consumption-Based Asset Pricing Models

Year: 1999
Journal: Journal of Finance
Authors: John Y. Campbell; John H. Cochrane

Asset Pricing at the Millennium

Year: 2000
Journal: Journal of Finance
Authors: John Y. Campbell

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Year: 2000
Journal: Journal of Finance
Authors: John Y. Campbell; Martin Lettau; Burton G. Malkiel; Yexiao Xu

A Multivariate Model of Strategic Asset Allocation

Year: 2001
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Yeung Lewis Chan; Luis M. Viceira

Valuation Ratios and the Long-Run Stock Market Outlook: An Update

Year: 2001
Journal: Journal of Portfolio Management
Authors: John Y. Campbell; Robert J. Shiller

A Multivariate Model of Strategic Asset Allocation

Year: 2001
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Yeung Lewis Chan; Luis M. Viceira

Equity Volatility and Corporate Bond Yields

Year: 2002
Journal: Journal of Finance
Authors: John Y. Campbell; Glen B. Taksler

Foreign Currency for Long-Term Investors

Year: 2002
Journal: Economic Journal
Authors: John Y. Campbell; Luis M. Viceira; Josh S. White

Foreign Currency for Long-Term Investors

Year: 2002
Journal: Economic Journal
Authors: John Y. Campbell; Luis M. Viceira; Joshua S. White

Efficient Tests of Stock Return Predictability

Year: 2003
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Motohiro Yogo

Bad Beta, Good Beta

Year: 2003
Journal: American Economic Review
Authors: John Y. Campbell; Tuomo Vuolteenaho

Strategic Asset Allocation in a Continuous-Time VAR Model

Year: 2003
Journal: Journal of Economic Dynamics and Control
Authors: John Y. Campbell; George Chacko; Jorge Rodriguez; Luis M. Viceira

Household Risk Management and Optimal Mortgage Choice

Year: 2003
Journal: Quarterly Journal of Economics
Authors: John Y. Campbell; Joao F. Cocco

Strategic Asset Allocation in a Continuous Time VAR Model

Year: 2003
Journal: No Journal Matched
Authors: John Y. Campbell; George Chacko; Jorge Rodriguez; Luis M. Viceira

Inflation Illusion and Stock Prices

Year: 2004
Journal: American Economic Review
Authors: John Y. Campbell; Tuomo Vuolteenaho

Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?

Year: 2005
Journal: Review of Financial Studies
Authors: John Y. Campbell; Samuel B. Thompson

Caught on Tape: Institutional Order Flow and Stock Returns

Year: 2005
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Tarun Ramadorai; Tuomo O. Vuolteenaho

The Term Structure of the Risk-Return Tradeoff

Year: 2005
Journal: Financial Analysts Journal
Authors: John Y. Campbell; Luis M. Viceira

Growth or Glamour: Fundamentals and Systematic Risk in Stock Returns

Year: 2005
Journal: Review of Financial Studies
Authors: John Y. Campbell; Christopher Polk; Tuomo Vuolteenaho

The Term Structure of the Risk-Return Tradeoff

Year: 2005
Journal: No Journal Matched
Authors: John Y. Campbell; Luis M. Viceira

How Do House Prices Affect Consumption? Evidence from Micro Data

Year: 2005
Journal: Journal of Monetary Economics
Authors: John Y. Campbell; Joo F. Cocco

Intergenerational Risk-Sharing and Equilibrium Asset Prices

Year: 2006
Journal: Journal of Monetary Economics
Authors: John Y. Campbell; Yves Nosbusch

In Search of Distress Risk

Year: 2006
Journal: Journal of Finance
Authors: John Y. Campbell; Jens Hilscher; Jan Szilagyi

Down or Out? Assessing the Welfare Costs of Household Investment Mistakes

Year: 2006
Journal: Journal of Political Economy
Authors: Laurent E. Calvet; John Y. Campbell; Paolo Sodini

Household Finance

Year: 2006
Journal: Journal of Finance
Authors: John Y. Campbell

Estimating the Equity Premium

Year: 2007
Journal: Canadian Journal of Economics
Authors: John Y. Campbell

Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements

Year: 2007
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Tarun Ramadorai; Allie Schwartz

Global Currency Hedging

Year: 2007
Journal: Journal of Finance
Authors: John Y. Campbell; Karine Serfaty-de Medeiros; Luis M. Viceira

Fight or Flight: Portfolio Rebalancing by Individual Investors

Year: 2008
Journal: Quarterly Journal of Economics
Authors: Laurent E. Calvet; John Y. Campbell; Paolo Sodini

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

Year: 2009
Journal: Critical Finance Review
Authors: John Y. Campbell; Adi Sunderam; Luis M. Viceira

The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment

Year: 2009
Journal: Critical Finance Review
Authors: Jason Beeler; John Y. Campbell

Understanding Inflation-Indexed Bond Markets

Year: 2009
Journal: Brookings Papers on Economic Activity
Authors: John Y. Campbell; Robert J. Shiller; Luis M. Viceira

Measuring the Financial Sophistication of Households

Year: 2009
Journal: American Economic Review
Authors: Laurent E. Calvet; John Y. Campbell; Paolo Sodini

Forced Sales and House Prices

Year: 2009
Journal: American Economic Review
Authors: John Y. Campbell; Stefano Giglio; Parag Pathak

Hard Times

Year: 2010
Journal: Review of Asset Pricing Studies
Authors: John Y. Campbell; Stefano Giglio; Christopher Polk

A Model of Mortgage Default

Year: 2011
Journal: Journal of Finance
Authors: John Y. Campbell; Joo F. Cocco

Mortgage Market Design

Year: 2012
Journal: Review of Finance
Authors: John Y. Campbell

An Intertemporal CAPM with Stochastic Volatility

Year: 2012
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Stefano Giglio; Christopher Polk; Robert Turley

How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market

Year: 2012
Journal: No Journal Matched
Authors: John Y. Campbell; Tarun Ramadorai; Benjamin Ranish

How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market

Year: 2012
Journal: No Journal Matched
Authors: John Y. Campbell; Tarun Ramadorai; Benjamin Ranish

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

Year: 2014
Journal: No Journal Matched
Authors: John Y. Campbell; Tarun Ramadorai; Benjamin Ranish

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

Year: 2014
Journal: No Journal Matched
Authors: John Y. Campbell; Tarun Ramadorai; Benjamin Ranish

What Calls to Arms: International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

Year: 2014
Journal: Management Science
Authors: Cristian Badarinza; John Y. Campbell; Tarun Ramadorai

What Calls to Arms: International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages

Year: 2014
Journal: No Journal Matched
Authors: Cristian Badarinza; John Y. Campbell; Tarun Ramadorai

Macroeconomic Drivers of Bond and Equity Risks

Year: 2014
Journal: Journal of Political Economy
Authors: John Y. Campbell; Carolin Pflueger; Luis M. Viceira

Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market

Year: 2015
Journal: American Economic Review
Authors: Steffen Andersen; John Y. Campbell; Kasper Meisner Nielsen; Tarun Ramadorai

An Intertemporal CAPM with Stochastic Volatility

Year: 2015
Journal: No Journal Matched
Authors: John Y. Campbell; Stefano W. Giglio; Christopher Polk; Robert Turley

Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market

Year: 2015
Journal: No Journal Matched
Authors: Steffen Andersen; John Y. Campbell; Kasper Meisner Nielsen; Tarun Ramadorai

Restoring Rational Choice: The Challenge of Consumer Financial Regulation

Year: 2016
Journal: American Economic Review
Authors: John Y. Campbell

International Comparative Household Finance

Year: 2016
Journal: Annual Review of Economics
Authors: Cristian Badarinza; John Y. Campbell; Tarun Ramadorai

Do the Rich Get Richer in the Stock Market? Evidence from India

Year: 2018
Journal: American Economic Review
Authors: John Y. Campbell; Tarun Ramadorai; Benjamin Ranish

Do the Rich Get Richer in the Stock Market? Evidence from India

Year: 2018
Journal: No Journal Matched
Authors: John Y. Campbell; Tarun Ramadorai; Ben Ranish

Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield

Year: 2020
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Roman Sigalov

Structuring Mortgages for Macroeconomic Stability

Year: 2020
Journal: Journal of Finance
Authors: John Y. Campbell; Nuno Clara; Joo F. Cocco

The Cross-Section of Household Preferences

Year: 2021
Journal: No Journal Matched
Authors: Laurent E. Calvet; John Y. Campbell; Francisco Gomes; Paolo Sodini

Who Owns What: A Factor Model for Direct Stock Holding

Year: 2021
Journal: Journal of Finance
Authors: Vimal Balasubramaniam; John Y. Campbell; Tarun Ramadorai; Benjamin Ranish

The Cross-Section of Household Preferences

Year: 2021
Journal: No Journal Matched
Authors: Laurent E. Calvet; John Y. Campbell; Francisco Gomes; Paolo Sodini

Who Owns What? A Factor Model for Direct Stockholding

Year: 2021
Journal: No Journal Matched
Authors: Vimal Balasubramaniam; John Y. Campbell; Benjamin Ranish; Tarun Ramadorai

Sustainability in a Risky World

Year: 2021
Journal: No Journal Matched
Authors: John Y. Campbell; Ian Martin

Sustainability in a Risky World

Year: 2022
Journal: No Journal Matched
Authors: John Y. Campbell; Ian Martin

Idiosyncratic Equity Risk Two Decades Later

Year: 2022
Journal: Critical Finance Review
Authors: John Y. Campbell; Martin Lettau; Burton G. Malkiel; Yexiao Xu

Debt and Deficits: Fiscal Analysis with Stationary Ratios

Year: 2023
Journal: No Journal Matched
Authors: John Y. Campbell; Can Gao; Ian W.R. Martin

Debt and Deficits: Fiscal Analysis with Stationary Ratios

Year: 2023
Journal: No Journal Matched
Authors: John Y. Campbell; Can Gao; Ian Martin

What Drives Booms and Busts in Value

Year: 2023
Journal: No Journal Matched
Authors: John Y. Campbell; Stefano Giglio; Christopher Polk