Publications by Type: Journal Article

Journal Article
Campbell JY, Pflueger C, Viceira LM. Macroeconomic Drivers of Bond and Equity Risks. Journal of Political Economy. Forthcoming. PDF (Updated May 2019)
Andersen S, Campbell JY, Nielsen KM, Ramadorai T. Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market. American Economic Review. 2020. PDF (Updated March 2020)
Campbell JY, Ramadorai T, Ranish B. Do the Rich Get Richer in the Stock Market? Evidence from India. American Economic Review: Insights. 2019;1 :225-240. PDF (Updated July 2018)
Badarinza C, Campbell JY, Ramadorai T. What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages. Management Science. 2018;64 :2275-2288. PDF (Updated September 2015)
Campbell JY, Giglio S, Polk C, Turley R. An Intertemporal CAPM with Stochastic Volatility. Journal of Financial Economics. 2018;128 :207-233. PDF (updated January 2017)
Kageleiry A, Samuelson D, Duh MS, Lefebvre P, Campbell J, Skotko BG. Out-of-Pocket Medical Costs and Third-Party Healthcare Costs for Children With Down Syndrome. American Journal of Medical Genetics Part A. 2017;173 :627-637. PDF(Updated October 2016)
Campbell JY, Sunderam A, Viceira LM. Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. Critical Finance Review. 2017;6 :263-301. PDF (Updated May 2016)
Campbell JY. Restoring Rational Choice: The Challenge of Consumer Financial Regulation. American Economic Review: Papers & Proceedings [Internet]. 2016;106 (5) :1-30. Publisher's Version PDF (Updated March 2016)
Badarinza C, Campbell JY, Ramadorai T. International Comparative Household Finance. Annual Review of Economics [Internet]. 2016;8. Publisher's Version
Campbell JY, Cochrane JH. The Fragile Benefits of Endowment Destruction. Journal of Political Economy [Internet]. 2015;123 (5) :1214-1226. Publisher's Version PDF
Campbell JY, Ramadorai T, Ranish B. The Impact of Regulation on Mortgage Risk: Evidence from India. American Economic Journal: Economic Policy [Internet]. 2015;7 (4) :71-102. Publisher's Version PDF (Updated September 2014)
Campbell JY, Cocco JF. A Model of Mortgage Default. Journal of Finance [Internet]. 2015;70 (4) :1495-1554. Website PDF (Updated February 2014)
Campbell JY. Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller. Scandinavian Journal of Economics. 2014. PDF (Updated May 2014)
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. PDF Appendix
Campbell JY, Medeiros KS-de, Viceira LM. Global Currency Hedging. Journal of Finance. 2010;LXV (1) :87-122. PDF
Campbell JY, Shiller RJ, Viciera LM. Understanding Inflation-Indexed Bond Markets. Brookings Papers on Economic Activity. 2009 :79-120. PDF
Campbell JY. The Changing Role of Nominal Government Bonds in Asset Allocation. Geneva Risk and Insurance Review. 2009;34 :89-104. PDF
Calvet LE, Campbell JY, Sodini P. Fight or Flight? Portfolio Rebalancing By Individual Investors. Quarterly Journal of Economics. 2009 :301-348. PDF
Campbell JY, Hilscher J, Szilagyi J. In Search of Distress Risk. Journal of Finance. 2008;LXIII (6) :2899-2939. PDF