Unpublished

2018
Campbell JY, Giglio S, Polk C, Turley R. An Intertemporal CAPM with Stochastic Volatility. Journal of Financial Economics. 2018;128 :207-233. Paper PDF (updated January 2017) Appendix PDF (Updated January 2017)
2013
Campbell JY. Mortgage Market Design. Review of Finance. 2013;17 (1) :1-33. PDF
Campbell JY, Giglio S, Polk C. Hard Times. Review of Asset Pricing Studies. 2013;3 (1) :95-132. Paper PDF Appendix PDF