John Y. Campbell - Publications

Affiliations: 
Economics Harvard University, Cambridge, MA, United States 

91 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Campbell JY, Clara N, Cocco JF. Structuring Mortgages for Macroeconomic Stability National Bureau of Economic Research. DOI: 10.2139/Ssrn.3135366  0.72
2020 Campbell JY, Pflueger C, Viceira LM. Monetary Policy Drivers of Bond and Equity Risks Journal of Political Economy. 128: 3148-3185. DOI: 10.2139/Ssrn.2332106  1
2015 Andersen S, Campbell JY, Nielsen KM, Ramadorai T. Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market National Bureau of Economic Research. DOI: 10.2139/Ssrn.2463575  1
2015 Campbell JY, Ramadorai T, Ranish B. The impact of regulation on mortgage risk: Evidence from India American Economic Journal: Economic Policy. 7: 71-102. DOI: 10.1257/Pol.20130220  1
2015 Campbell JY, Cocco JF. A Model of Mortgage Default Journal of Finance. 70: 1495-1554. DOI: 10.1111/Jofi.12252  1
2015 Campbell JY, Cochrane JH. The fragile benefits of endowment destruction Journal of Political Economy. 123: 1214-1226. DOI: 10.1086/681640  1
2014 Campbell JY. Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller Scandinavian Journal of Economics. 116: 593-634. DOI: 10.2139/Ssrn.2417875  1
2014 Campbell JY, Ramadorai T, Ranish B. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience National Bureau of Economic Research. DOI: 10.2139/Ssrn.2176222  1
2014 Campbell J. Letters: On Colombia, the IMF, robots, the media, Africa, jobs, streaming, Northern Ireland Economist (United Kingdom). 410.  1
2013 Polk C, Campbell JY. Nobel 2013 Economics: Predicting asset prices. Nature. 504: 97. PMID 24305157 DOI: 10.1038/504097A  1
2013 Campbell JY, Sunderam A, Viceira LM. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds National Bureau of Economic Research. DOI: 10.2139/Ssrn.1108301  1
2013 Baily MN, Campbell JY, Cochrane JH, Diamond DW, Duffie D, French KR, Kashyap AK, Mishkin FS, Rajan R, Scharfstein DS, Shiller RJ, Slaughter MJ, Shin HS, Stein J, Stulz RM. Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group Journal of Applied Corporate Finance. 25: 37-40. DOI: 10.1111/Jacf.12040  1
2013 Campbell JY. Mortgage market design Review of Finance. 17: 1-33. DOI: 10.1093/Rof/Rfs030  1
2013 Campbell JY. Comment Nber Macroeconomics Annual. 28: 355-366. DOI: 10.1086/674606  1
2013 Campbell JY. Personal reflections on my professional life Eminent Economists Ii: Their Life and Work Philosophies. 45-56. DOI: 10.1017/CBO9781139629096.006  1
2012 Campbell JY, Ramadorai T, Ranish BM. How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market National Bureau of Economic Research. DOI: 10.3386/W18394  1
2012 Campbell JY, Lo AW, MacKinlay AC. The econometrics of financial markets The Econometrics of Financial Markets. 1-611.  1
2011 Campbell JY, Jackson HE, Madrian BC, Tufano P. Consumer Financial Protection. The Journal of Economic Perspectives : a Journal of the American Economic Association. 25: 91-114. PMID 24991083 DOI: 10.1257/Jep.25.1.91  1
2011 Campbell JY, Giglio S, Pathak P. Forced sales and house prices American Economic Review. 101: 2108-2131. DOI: 10.1257/Aer.101.5.2108  1
2011 Campbell JY, Jackson HE, Madrian BC, Tufano P. Making financial markets work for consumers Harvard Business Review. 89: 1.  1
2010 Campbell JY, Serfaty-De Medeiros K, Viceira LM. Global currency hedging Journal of Finance. 65: 87-121. DOI: 10.2139/Ssrn.970847  1
2010 Campbell JY, Polk C, Vuolteenaho T. Growth or glamour? Fundamentals and systematic risk in stock returns Review of Financial Studies. 23: 305-344. DOI: 10.1093/Rfs/Hhp029  1
2010 French KR, Baily MN, Campbell JY, Cochrane JH, Diamond DW, Duffie D, Kashyap AK, Mishkin FS, Rajan RG, Scharfstein DS, Shiller RJ, Shin HS, Slaughter MJ, Stein JC, Stulz RM. The Squam Lake report: Fixing the financial system The Squam Lake Report: Fixing the Financial System. 1-167.  1
2010 French KR, Baily MN, Campbell JY, Cochrane JH, Diamond DW, Duffie D, Kashyap AK, Mishkin FS, Rajan RG, Scharfstein DS, Shiller RJ, Shin HS, Slaughter MJ, Stein JC, Stulz RM. The Squam Lake report: Fixing the financial system The Squam Lake Report: Fixing the Financial System. 1-167.  1
2009 Calvet LE, Campbell JY, Sodini P. Fight or flight? portfolio rebalancing by individual investors Quarterly Journal of Economics. 124: 301-348. DOI: 10.3386/W14177  1
2009 Campbell JY, Shiller RJ, Viceira LM. Understanding Inflation-Indexed Bond Markets National Bureau of Economic Research. 40: 79-138. DOI: 10.2139/Ssrn.1408247  1
2009 Calvet LE, Campbell JY, Sodini P. Measuring the financial sophistication of households American Economic Review. 99: 393-398. DOI: 10.1257/Aer.99.2.393  1
2009 Campbell JY. The changing role of nominal government bonds in asset allocation Geneva Risk and Insurance Review. 34: 89-104. DOI: 10.1057/Grir.2009.7  1
2009 Campbell JY, Ramadorai T, Schwartz A. Caught on tape: Institutional trading, stock returns, and earnings announcements Journal of Financial Economics. 92: 66-91. DOI: 10.1016/J.Jfineco.2008.03.006  1
2009 Campbell JY, Shiller R, Viceira LM. Understanding inflation-indexed bond markets Brookings Papers On Economic Activity. 79-120.  1
2008 Campbell JY, Hilscher J, Szilagyi J. In search of distress risk Journal of Finance. 63: 2899-2939. DOI: 10.1111/J.1540-6261.2008.01416.X  1
2008 Campbell JY. Viewpoint: Estimating the equity premium Canadian Journal of Economics. 41: 1-21. DOI: 10.1111/J.1365-2966.2008.00453.X  1
2008 Campbell JY, Thompson SB. Predicting excess stock returns out of sample: Can anything beat the historical average? Review of Financial Studies. 21: 1509-1531. DOI: 10.1093/Rfs/Hhm055  1
2007 Calvet LE, Campbell JY, Sodini P. Down or out: Assessing the welfare costs of household investment mistakes Journal of Political Economy. 115: 707-747. DOI: 10.1086/524204  1
2007 Campbell JY, Nosbusch Y. Intergenerational risksharing and equilibrium asset prices Journal of Monetary Economics. 54: 2251-2268. DOI: 10.1016/J.Jmoneco.2007.07.002  1
2007 Campbell JY, Cocco JF. How do house prices affect consumption? Evidence from micro data Journal of Monetary Economics. 54: 591-621. DOI: 10.1016/J.Jmoneco.2005.10.016  1
2006 Campbell JY. Household finance Journal of Finance. 61: 1553-1604. DOI: 10.1111/j.1540-6261.2006.00883.x  1
2006 Campbell JY, Viceira LM. Strategic Asset Allocation for Pension Plans The Oxford Handbook of Pensions and Retirement Income. DOI: 10.1093/oxfordhb/9780199272464.003.0022  1
2006 Campbell JY, Yogo M. Efficient tests of stock return predictability Journal of Financial Economics. 81: 27-60. DOI: 10.1016/J.Jfineco.2005.05.008  1
2005 Campbell JY, Shiller RJ. Valuation ratios and the long-run stock market outlook: An update Advances in Behavioral Finance. 2: 173-201. DOI: 10.3386/W8221  1
2005 Campbell JY, Viceira LM. The term structure of the risk-return trade-off Financial Analysts Journal. 61: 34-44. DOI: 10.2469/Faj.V61.N1.2682  1
2005 Campbell JY, Ramadorai T, Vuolteenaho TO. Caught On Tape: Institutional Order Flow and Stock Returns National Bureau of Economic Research. DOI: 10.2139/Ssrn.770764  1
2004 Campbell JY, Vuolteenaho T, Ramadorai T. Caught on Tape: Predicting Institutional Ownership With Order Flow The Finance. DOI: 10.2139/Ssrn.519882  1
2004 Campbell JY, Vuolteenaho T. Bad beta, good beta American Economic Review. 94: 1249-1275. DOI: 10.1257/0002828043052240  1
2004 Campbell JY, Vuolteenaho T. Inflation illusion and stock prices American Economic Review. 94: 19-23. DOI: 10.1257/0002828041301533  1
2004 Campbell JY. An interview with Robert J. Shiller Macroeconomic Dynamics. 8: 649-683. DOI: 10.1017/S1365100504040027  1
2004 Campbell JY. Two puzzles of asset pricing and their implications for investors New Frontiers in Economics. 128-170. DOI: 10.1017/CBO9780511754357.007  1
2003 Campbell JY, Cocco JF. Household risk management and optimal mortgage choice Quarterly Journal of Economics. 118: 1449-1494. DOI: 10.1162/003355303322552847  1
2003 Campbell JY, Viceira LM, White JS. Foreign currency for long-term investors Economic Journal. 113: C1-C25. DOI: 10.1111/1468-0297.00120  1
2003 Campbell JY, Taksler GB. Equity Volatility and Corporate Bond Yields Journal of Finance. 58: 2321-2349. DOI: 10.1046/J.1540-6261.2003.00607.X  1
2003 Campbell JY. Chapter 13 Consumption-based asset pricing Handbook of the Economics of Finance. 1: 803-887. DOI: 10.1016/S1574-0102(03)01022-7  1
2003 Campbell JY, Chan YL, Viceira LM. A multivariate model of strategic asset allocation Journal of Financial Economics. 67: 41-80. DOI: 10.1016/S0304-405X(02)00231-3  1
2001 Campbell JY, Ludvigson S. Elasticities of substitution in real business cycle models with home production Journal of Money, Credit and Banking. 33: X-875. DOI: 10.2307/2673926  1
2001 Campbell JY, Viceira LM. Who should buy long-term bonds? American Economic Review. 91: 99-127. DOI: 10.2139/Ssrn.140271  1
2001 Campbell JY, Lettau M, Malkiel BG, Xu Y. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk Journal of Finance. 56: 1-43. DOI: 10.1111/0022-1082.00318  1
2001 Campbell JY, Cocco J, Gomes F, Maenhout PJ, Viceira LM. Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor Review of Finance. 5: 269-292. DOI: 10.1023/A:1013860504885  1
2001 Campbell JY. Why long horizons? A study of power against persistent alternatives Journal of Empirical Finance. 8: 459-491. DOI: 10.1016/S0927-5398(01)00037-8  1
2001 Campbell JY, Cocco J, Gomes F, Maenhout PJ, Viceira LM. Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor Review of Finance. 5: 269-292.  1
2000 Campbell JY, Cochrane JH. Explaining the poor performance of consumption-based asset pricing models Journal of Finance. 55: 2863-2878. DOI: 10.1111/0022-1082.00310  1
2000 Campbell JY. Asset pricing at the millennium Journal of Finance. 55: 1515-1567. DOI: 10.1111/0022-1082.00260  1
1999 Campbell JY, Cocco JF, Gomes FJ, Maenhout PJ. Investing Retirement Wealth: A Life-Cycle Model National Bureau of Economic Research. 439-482. DOI: 10.2139/Ssrn.236444  0.72
1999 Campbell JY, Viceira LM. Consumption and portfolio decisions when expected returns are time varying Quarterly Journal of Economics. 114: 433-495. DOI: 10.1162/003355399556043  1
1999 Campbell JY, Cochrane JH. By force of habit: A consumption-based explanation of aggregate stock market behavior Journal of Political Economy. 107: 205-251. DOI: 10.1086/250059  1
1999 Campbell JY. Chapter 19 Asset prices, consumption, and the business cycle Handbook of Macroeconomics. 1: 1231-1303. DOI: 10.1016/S1574-0048(99)10032-6  1
1998 Campbell JY, Shiller RJ. Valuation ratios and the long-run stock market outlook: Ratios are extraordinarily bearish Journal of Portfolio Management. 24: 11-26.  1
1997 Barr DG, Campbell JY. Inflation, real interest rates, and the bond market: A study of UK nominal and index-linked government bond prices Journal of Monetary Economics. 39: 361-383. DOI: 10.1016/S0304-3932(97)00027-5  1
1997 Campbell JY, Koo HK. A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem Journal of Economic Dynamics and Control. 21: 273-295. DOI: 10.1016/S0165-1889(96)00932-3  1
1996 Campbell JY, Shiller RJ. A Scorecard for Indexed Government Debt Nber Macroeconomics Annual. 11: X3-197. DOI: 10.1086/654299  1
1996 Campbell JY. Understanding risk and return Journal of Political Economy. 104: 298-345. DOI: 10.1086/262026  1
1995 Campbell JE, Sumners GE. Recruiting college students for entry-level positions Managerial Auditing Journal. 10: 8-14. DOI: 10.1108/02686909510079684  0.44
1994 Campbell JY. Inspecting the mechanism: An analytical approach to the stochastic growth model Journal of Monetary Economics. 33: 463-506. DOI: 10.1016/0304-3932(94)90040-X  1
1993 Campbell JY, Kyle AS. Smart money noise trading and stock price behaviour Review of Economic Studies. 60: 1-34. DOI: 10.2307/2297810  1
1993 Campbell JY, Grossman SJ, Wang J. Trading volume and serial correlation in stock returns Quarterly Journal of Economics. 108: 905-939. DOI: 10.2307/2118454  1
1993 Perron P, Campbell JY. A note on Johansen's cointegration procedure when trends are present Empirical Economics. 18: 777-789. DOI: 10.1007/Bf01205421  1
1992 Campbell JY, Hentschel L. No news is good news. An asymmetric model of changing volatility in stock returns Journal of Financial Economics. 31: 281-318. DOI: 10.1016/0304-405X(92)90037-X  1
1991 Campbell JY, Shiller RJ. Yield spreads and interest rate movements: A bird’s eye view Review of Economic Studies. 58: 495-514. DOI: 10.2307/2298008  1
1991 Campbell JY. Aggregate investment, the stock market and the Q model: Robust results for six OECD countries. by G. Sensenbrenner European Economic Review. 35: 826-830. DOI: 10.1016/0014-2921(91)90037-J  1
1991 Campbell JY, Mankiw NG. The response of consumption to income. A cross-country investigation European Economic Review. 35: 723-756. DOI: 10.1016/0014-2921(91)90033-F  1
1990 Campbell JY, Mankiw NG. Permanent income, current income, and consumption Journal of Business and Economic Statistics. 8: 265-279. DOI: 10.2307/1391964  1
1990 Campbell JY, Melino A. Editors' introduction Journal of Econometrics. 45: 1-5.  1
1989 Campbell JY, Mankiw NG. International evidence on the persistence of economic fluctuations Journal of Monetary Economics. 23: 319-333. DOI: 10.1016/0304-3932(89)90054-8  1
1989 Campbell JY. Finance theory and the term structure a comment Carnegie-Rochester Confer. Series On Public Policy. 31: 177-184. DOI: 10.1016/0167-2231(89)90010-9  1
1989 Campbell JY, Shiller RJ. The dividend ratio model and small sample bias. A Monte Carlo study Economics Letters. 29: 325-331. DOI: 10.1016/0165-1765(89)90211-5  1
1988 Campbell JY, Shiller RJ. Interpreting cointegrated models Journal of Economic Dynamics and Control. 12: 505-522. DOI: 10.1016/0165-1889(88)90053-X  1
1987 Campbell JY. Stock returns and the term structure Journal of Financial Economics. 18: 373-399. DOI: 10.1016/0304-405X(87)90045-6  1
1987 Campbell JY. Macroeconomic lessons from Britain. A review essay Journal of Monetary Economics. 19: 315-324. DOI: 10.1016/0304-3932(87)90052-3  1
1987 Campbell JY, Clarida RH. The term structure of euromarket interest rates. An empirical investigation Journal of Monetary Economics. 19: 25-44. DOI: 10.1016/0304-3932(87)90027-4  1
1987 Campbell JY, Clarida RH. The dollar and real interest rates Carnegie-Rochester Confer. Series On Public Policy. 27: 103-139. DOI: 10.1016/0167-2231(87)90005-4  1
1986 Campbell JY. Bond and stock returns in a simple exchange model Quarterly Journal of Economics. 101: 785-803. DOI: 10.2307/1884178  1
1986 CAMPBELL JY. A Defense of Traditional Hypotheses about the Term Structure of Interest Rates The Journal of Finance. 41: 183-193. DOI: 10.1111/J.1540-6261.1986.Tb04498.X  1
1983 Campbell JY, Shiller RJ. A Simple Account of the Behavior of Long-Term Interest Rates The American Economic Review. 74: 44-48. DOI: 10.3386/W1203  1
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