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List of works by John Y. Campbell

A Defense of Traditional Hypotheses About the Term Structure of InterestRates

scientific article published in November 1984

A Model of Mortgage Default

scientific article published in October 2011

A Multivariate Model of Strategic Asset Allocation

scientific article published in October 2001

A Scorecard for Indexed Government Debt

scientific article published in May 1996

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

scientific article published in September 1983

A Variance Decomposition for Stock Returns

scientific article published in January 1990

An Intertemporal CAPM with Stochastic Volatility

scientific article published in September 2012

Are Output Fluctuations Transitory?

scientific article published in May 1986

Asset Prices, Consumption, and the Business Cycle

scientific article published in March 1998

Asset Pricing at the Millennium

scientific article published in March 2000

Bad Beta, Good Beta

scientific article published in February 2003

Bond and Stock Returns in a Simple Exchange Model

scientific article published in November 1984

By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

scientific article published in January 1995

Caught On Tape: Institutional Order Flow and Stock Returns

scientific article published in June 2005

Cointegration and Tests of Present Value Models

scientific article published in April 1986

Consumption and Portfolio Decisions When Expected Returns are Time Varying

scientific article published in December 1996

Consumption and the Stock Market: Interpreting International Experience

scientific article published in June 1996

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

scientific article published in April 1989

Dispersion and Volatility in Stock Returns: An Empirical Investigation

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

scientific article published in August 2018

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

scientific article published in January 1986

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

scientific article published in February 2006

Efficient Tests of Stock Return Predictability

Elasticities of Substitution in Real Business Cycle Models with Home Production

scientific article published in October 1998

Equity Volatility and Corporate Bond Yields

scientific article published in May 2002

Estimating the Equity Premium

scientific article published in September 2007

Explaining the Poor Performance of Consumption-Based Asset Pricing Models

scientific article published in July 1999

Fight or Flight? Portfolio Rebalancing by Individual Investors

scientific article published in July 2008

Forced Sales and House Prices

scientific article published in April 2009

Foreign Currency for Long-Term Investors

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

scientific article published in March 2014

Global Currency Hedging

scientific article published in May 2007

Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns

scientific article published in June 2005

Hard Times

scientific article published in July 2010

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

scientific article published in March 2000

Household Finance

scientific article published in April 2006

Household Risk Management and Optimal Mortgage Choice

scientific article published in June 2003

Household Saving and Permanent Income in Canada and the United Kingdom

scientific article published in April 1987

How Do House Prices Affect Consumption? Evidence From Micro Data

scholarly article published August 2005

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

scientific article published in September 2012

In Search of Distress Risk

scientific article published in July 2006

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

scientific article published in February 2009

Inflation Illusion and Stock Prices

scientific article published in February 2004

Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices

scientific article published in November 1996

Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model

scientific article published in October 1992

Intergenerational Risksharing and Equilibrium Asset Prices

scientific article published in May 2006

International Comparative Household Finance

scientific article published in March 2016

International Evidence on the Persistence of Economic Fluctuations

International Experiences with Securities Transaction Taxes

scientific article published in December 1993

Interpreting Cointegrated Models

scientific article published in April 1988

Intertemporal Asset Pricing Without Consumption Data

Investing Retirement Wealth: A Life-Cycle Model

scientific article published in March 1999

Is Consumption Too Smooth?

scientific article published in January 1987

Macroeconomic Drivers of Bond and Equity Risks

scientific article published in April 2014

Measuring the Financial Sophistication of Households

scientific article published in February 2009

Measuring the Persistence of Expected Returns

scientific article published in March 1990

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

scientific article published in January 1986

Mortgage Market Design

scientific article published in August 2012

No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns

scientific article published in June 1991

Permanent Income, Current Income, and Consumption

article published in 1987

Permanent and Transitory Components in Macroeconomic Fluctuations

scientific article published in February 1987

Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

scientific article published in April 1991

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

scientific article published in April 2020

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

scientific article published in December 1989

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

Restoring Rational Choice: The Challenge of Consumer Financial Regulation

scientific article published in February 2016

Smart Money, Noise Trading and Stock Price Behavior

scientific article published in October 1988

Some Lessons from the Yield Curve

scientific article published in February 1995

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

scientific article published in July 2015

Stock Prices, Earnings and Expected Dividends

Stock Returns and the Term Structure

scientific article published in June 1985

Strategic Asset Allocation in a Continuous-Time VAR Model

scientific article published in March 2003

Structuring Mortgages for Macroeconomic Stability

scientific article published in August 2020

The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study

scientific article published in July 1988

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

scientific article published in December 1986

The Dollar and Real Interest Rates

scientific article published in February 1987

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

scientific article published in March 2009

The Term Structure of Euromarket Interest Rates: An Empirical Investigation

scientific article published in June 1986

The Term Structure of the Risk-Return Tradeoff

Trading Volume and Serial Correlation in Stock Returns

scholarly article published October 1992

Understanding Inflation-Indexed Bond Markets

scientific article published in May 2009

Understanding Risk and Return

scientific article published in November 1993

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

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

scientific article published in August 2014

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

scientific article published in June 1991

Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk

scientific article published in April 1993

Who Should Buy Long-Term Bonds?

scientific article published in November 1998

Why Long Horizons: A Study of Power Against Persistent Alternatives

scientific article published in September 1993

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

scientific article published in October 1989