Publications by Type: Journal Article

Journal Article
Campbell JY, Viceira LM. The Term Structure of the Risk-Return Tradeoff. Financial Analysts Journal. 2005;61 (1) :34-44. PDF
Campbell JY, Vuolteenaho T. Bad Beta, Good Beta. American Economic Review [Internet]. 2004;94 (5) :1249-1275. Publisher's Version PDF
Campbell JY, Cocco JF. Household Risk Management and Optimal Mortgage Choice. Quarterly Journal of Economics. 2003;118 (4) :1449-1494. PDF
Campbell JY, Taksler GB. Equity Volatility and Corporate Bond Yields. Journal of Finance. 2003;LVIII (6) :2321-2350. PDF
Campbell JY, Lettau M, Malkiel B, Xu Y. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. Journal of Finance. 2001;56 (1) :1-43. PDF
Campbell JY. Asset Pricing at the Millennium. Journal of Finance. 2000;LV (4) :1515-1567. PDF
Campbell JY, Cochrane JH. Explaining the Poor Performance of Consumption-based Asset Pricing Models. Journal of Finance. 2000;LV (6) :2863-2878. PDF
Campbell JY, Viceira LM. Consumption and Portfolio Decisions When Expected Returns Are Time Varying. Quarterly Journal of Economics. 1999;114 (2) :433-495. PDF
Campbell JY. Some Lessons from the Yield Curve. Journal of Economic Perspectives. 1995;9 (3) :129-152. PDF
Campbell JY, Grossman SJ, Wang J. Trading Volume and Serial Correlation in Stock Returns. Quarterly Journal of Economics. 1993;108 (4) :905-939. PDF
Campbell JY, Ammer J. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. Journal of Finance. 1993;XLVIII (1) :3-37. PDF
Campbell JY, Hamao Y. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. Journal of Finance. 1992;XLVII (1) :43-69. PDF
Campbell JY, Shiller RJ. Stock Prices, Earnings, and Expected Dividends. Journal of Finance. 1988;XLIII (3) :661-676. PDF
Campbell JY, Mankiw GN. Are Output Fluctuations Transitory?. Quarterly Journal of Economics. 1987;102 (4) :857-880. PDF
Campbell JY. Bond and Stock Returns in a Simple Exchange Model. Quarterly Journal of Economics. 1986;101 (4) :785-804. PDF
Campbell JY. A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. Journal of Finance. 1986;XLL (1) :183-193. PDF

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