Skip to main content
DEPARTMENT OF ECONOMICS
FACULTY OF ARTS AND SCIENCES
John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics
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)
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)
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.
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.
Paper PDF (Updated February 2014)
Appendix PDF (Updated February 2014)
Mortgage Market Design
. Review of Finance. 2013;17 (1) :1-33.
Campbell JY, Giglio S, Polk C
. Review of Asset Pricing Studies. 2013;3 (1) :95-132.
Biography & CV
Financial Decisions and Markets: A Course in Asset Pricing
Talks and Columns
International Household Finance
Publications by Type
Sustainability in a Risky World
Who Owns What? A Factor Model for Direct Stock Holding
The Cross-Section of Household Preferences
Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield
Structuring Mortgages for Macroeconomic Stability
Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
Copyright © 2021 The President and Fellows of Harvard College
Report Copyright Infringement