Publications

Unpublished
Campbell JY, Giglio S, Polk C. Hard Times. Review of Asset Pricing Studies. Forthcoming. PDF Appendix
Campbell JY, Ramadorai T, Ranish B. Getting Better: Learning to Invest in an Emerging Stock Market. 2013. PDF (Updated 3/29/13)
Campbell JY, Viceira LM, Sunderam A. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. 2013. PDF Appendix
Campbell JY, Ramadorai T, Ranish B. How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market. 2012. PDF Empirical Appendix Regulatory Appendix
Campbell JY, Giglio S, Polk C, Turley R. An Intertemporal CAPM with Stochastic Volatility. 2012. PDF Appendix
Campbell JY, Cocco JF. A Model of Mortgage Default. 2012. PDF Appendix
Miscellaneous
Beeler J, Campbell JY. Appendix for "The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment". Critical Finance Review. 2012. PDF
Campbell JY, Giglio S, Pathak P. Appendix for "Forced Sales and House Prices". American Economic Review. 2011. PDF
Campbell JY, Medeiros KS-de, Viceira L. Appendix for "Global Currency Hedging". Journal of Finance. 2010. PDF
Campbell JY, Polk C, Vuolteenaho T. Appendix for "Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns". Review of Financial Studies. 2010;23(1):305-344. PDF
Campbell JY, Calvet LE, Sodini P. Appendix for "Fight or Flight? Portfolio Rebalancing by Individual Investors". Quarterly Journal of Economics. 2009. PDF
Campbell JY, Calvet LE, Sodini P. Appendix for "Measuring the Financial Sophistication of Households". American Economic Review Papers and Proceedings. 2009. PDF
Campbell JY, Shiller R, Viceira L. Appendix for "Understanding Inflation-Indexed Bond Markets". Brookings Papers on Economic Activity. 2009. PDF
Campbell JY, Calvet LE, Sodini P. Appendix for "Down or Out: Assessing the Welfare Costs of Household Investment Mistakes". Journal of Political Economy. 2007. PDF
Campbell JY, Cocco JF. Appendix for "How Do House Prices Affect Consumption? Evidence From Micro Data". Journal of Monetary Economics. 2007. PDF
Campbell JY, Nosbusch Y. Appendix for "Intergenerational Risksharing and Equilibrium Asset Prices". Journal of Monetary Economics. 2007. PDF
Campbell JY, Yogo M. Implementing the Econometric Methods in 'Efficient Tests of Stock Return Predictability', Appendix for "Efficient Tests of Stock Return Predictability". Journal of Financial Economics. 2006. PDF
Campbell JY, Viceira L. Long-Horizon Mean-Variance Analysis: A User Guide, Appendix for "The Term Structure of the Risk-Return Tradeoff". Financial Analysts Journal. 2005. PDF
Campbell JY, Vuolteenaho T. Appendix for "Bad Beta, Good Beta". American Economic Review. 2004. PDF
Campbell JY, Chan YL, Viceira LM. Appendix for "A Multivariate Model of Strategic Asset Allocation". Journal of Financial Economics. 2003. PDF

Pages