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DEPARTMENT OF ECONOMICS
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FACULTY OF ARTS AND SCIENCES
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HARVARD.EDU
John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics
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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)
2017
Campbell JY, Sunderam A, Viceira LM
.
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
. Critical Finance Review. 2017;6 :263-301.
Paper PDF (Updated May 2016)
Appendix PDF (Updated May 2016)
2015
Campbell JY, Ramadorai T, Ranish B
.
The Impact of Regulation on Mortgage Risk: Evidence from India
. American Economic Journal: Economic Policy. 2015;7 (4) :71-102.
Publisher's Version
Paper PDF (Updated September 2014)
Empirical Appendix PDF (Updated September 2014)
Regulatory Appendix PDF (Updated May 2014)
Campbell JY, Cocco JF
.
A Model of Mortgage Default
. Journal of Finance. 2015;70 (4) :1495-1554.
Publisher's Version
Paper PDF (Updated February 2014)
Appendix PDF (Updated February 2014)
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
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Financial Decisions and Markets: A Course in Asset Pricing
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Recent Publications
Economic Budgeting for Endowment-Dependent Universities
Heterogeneous Mortgage Choice: Evidence from Denmark
Debt and Deficits: Fiscal Analysis with Stationary Ratios
What Drives Booms and Busts in Value?
Sustainability in a Risky World
The Cross-Section of Household Preferences
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