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John Y. Campbell
John Y. Campbell
Morton L. and Carole S. Olshan Professor of Economics, Harvard University
Verified email at harvard.edu - Homepage
Title
Cited by
Year
A comment on James M. Poterba's "Demographic structure and asset returns"
JY Campbell
Review of Economics and Statistics 83 (4), 585-588, 2001
322001
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
JY Campbell, HK Koo
Journal of Economic Dynamics and Control 21 (2-3), 273-295, 1997
671997
A defense of traditional hypotheses about the term structure of interest rates
JY Campbell
The Journal of Finance 41 (1), 183-193, 1986
2991986
A model of mortgage default
JY Campbell, JF Cocco
The Journal of Finance 70 (4), 1495-1554, 2015
6152015
A multivariate model of strategic asset allocation
JY Campbell, YL Chan, LM Viceira
Journal of Financial Economics 67, 41-80, 2003
7332003
A note on Johansen's cointegration procedure when trends are present
P Perron, JY Campbell
Empirical economics 18 (4), 777-789, 1993
991993
A phase of Pauline theology
JY Campbell
The Journal of Religion 12 (3), 375-376, 1932
1932
A scorecard for indexed government debt
JY Campbell, RJ Shiller
NBER Macroeconomics Annual 11, 155-197, 1996
3021996
A simple account of the behavior of long-term interest rates
JY Campbell, RJ Shiller
American Economic Review Papers & Proceedings 74, 44-48, 1984
1761984
A variance decomposition for stock returns
JY Campbell
The Economic Journal 101 (405), 157-179, 1991
25771991
Accounting for stock price movements
JY Campbell
Economics in a Changing World, 176-185, 1995
1995
An interpretation of biblical authority
JY Campbell
The Journal of Religion 10 (3), 422-424, 1930
11930
An intertemporal CAPM with stochastic volatility
JY Campbell, S Giglio, C Polk, R Turley
Journal of Financial Economics 128 (2), 207-233, 2018
5062018
An interview with Robert J. Shiller
JY Campbell
Macroeconomic Dynamics 8 (5), 649-683, 2004
26*2004
Appendix to "A model of mortgage default"
JY Campbell, JF Cocco
2012
Appendix to "An intertemporal CAPM with stochastic volatility"
JY Campbell, S Giglio, C Polk, R Turley
22017
Appendix to “Bad beta, good beta”
JY Campbell, T Vuolteenaho
1*
Appendix to “Down or out: assessing the welfare costs of household investment mistakes”
LE Calvet, JY Campbell, P Sodini
22007
Appendix to "Efficient tests of stock return predictability"
JY Campbell, M Yogo
Working Paper Harvard University, 2003
42003
Appendix to "Getting better or feeling better? How equity investors respond to investment experience"
JY Campbell, T Ramadorai, B Ranish
2014
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Articles 1–20