Publications

Journal Article
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
Calvet LE, Campbell JY, Sodini P. Down or Out: Assessing the Welfare Costs of Household Investment Mistakes. Journal of Political Economy. 2007;115 (5) :707-747. PDF
Campbell JY. Household Finance, Presidential Address to the American Finance Association. Journal of Finance. 2006;LXI (4) :1553-1604. PDF
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

Pages