Publications

Miscellaneous
Campbell JY. Appendix for "An Intertemporal CAPM with Stochastic Volatility". Forthcoming. Appendix PDF (Updated January 2017)
Campbell JY, Sunderam A, Viceira LM. Appendix for "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds". Critical Finance Review. Forthcoming. PDF (Updated May 2016)
Campbell JY. Online Appendix for "Restoring Rational Choice: The Challenge of Consumer Financial Regulation". Richard T. Ely Lecture, American Economic Association Annual Meeting. 2016. PDF
Andersen S, Campbell JY, Nielsen KM, Ramadorai T. Online Appendix for "Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market". 2015. Appendix PDF (Updated May 2017)
Badarinza C, Campbell JY, Ramadorai T. Online Appendix for "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages". 2015. PDF (Updated September 2015)
Badarinza C, Campbell JY, Ramadorai T. Institutional Appendix for "What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages". 2014. PDF
Campbell JY, Ramadorai T, Ranish B. Internet Appendix for "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experiences". 2014. PDF (Updated December 2014)
Campbell JY, Pflueger C, Viceira LM. Appendix for "Monetary Policy Drivers of Bond and Equity Risks". 2013. PDF (Updated June 2015)
Campbell JY, Ramadorai T, Ranish B. Empirical Appendix for "How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market". 2012. PDF
Campbell JY, Cocco JF. Appendix for "A Model of Mortgage Default". 2012. PDF (Updated February 2014)
Campbell JY, Ramadorai T, Ranish B. Empirical Appendix to "The Impact of Regulatory Changes on Mortgage Risk: Evidence from India". 2012. PDF (Updated September 2014)
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, 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, Medeiros KS-de, Viceira L. Appendix for "Global Currency Hedging". Journal of Finance. 2010. 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

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