Campbell JY, Chan YL, Viceira LM. Appendix for "A Multivariate Model of Strategic Asset Allocation". Journal of Financial Economics. 2003. 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, Viceira LM. Appendix for "Who Should Buy Long-Term Bonds?". American Economic Review. 2001. PDF
Risk Aspects of Investment-Based Social Security Reform
Campbell JY, Feldstein M. Risk Aspects of Investment-Based Social Security Reform. U.S. : University of Chicago Press; 2000. Publisher's Version
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, Cochrane JH. By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior. Journal of Political Economy. 1999;107 :205-251. Paper PDF (Updated May 1998) Appendix PDF
Campbell JY. Data Appendix for "Asset Prices, Consumption, and the Business Cycle" Taylor J, Woodford M. Handbook of Macroeconomics. 1999. 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
The Econometrics of Financial Markets
Campbell JY, Lo AW, MacKinlay AC. The Econometrics of Financial Markets. Princeton, NJ: Princeton University Press; 1997. Publisher's Version Solution Manual 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, 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