John Y. Campbell
17 May 1958
50 works on record
Biography
Works
Asset Prices and Monetary Policy (National Bureau of Economic Research Conference Report)
2008
Strategic asset allocation
2002
The econometrics of financial markets
1997
Understanding inflation-indexed bond markets
2009
Estimating the equity premium
2007
Global currency hedging
2007
In search of distress risk
2006
Household finance
2006
Intergenerational risksharing and equilibrium asset prices
2006
Predicting the equity premium out of sample
2005
Growth or glamour?
2005
The term structure of the risk-return tradeoff
2005
Caught on tape
2005
How do house prices affect consumption?
2005
Inflation illusion and stock prices
2004
Household risk management and optimal mortgage choice
2003
Efficient tests of stock return predictability
2003
Bad beta, good beta
2003
Equity volatility and corporate bond yields
2002
Foreign currency for long-term investors
2002
Estimating the real rate of return on stocks over the long term
2001
A multivariate model of strategic asset allocation
2001
Valuation ratios and the long-run stock market outlook
2001
Asset pricing at the millennium
2000
Explaining the poor performance of consumption-based asset pricing models
1999
Dispersion and volatility in stock returns
1999
Elasticities of substitution in real business cycle models with home production
1998
Asset prices, consumption, and the business cycle
1998
Who should buy long-term bonds?
1998
Consumption and portfolio decisions when expected returns are time varying
1996
Consumption and the stock market
1996
A scorecard for indexed government debt
1996
Some lessons from the yield curve
1995
Models of the term structure of interest rates
1994
By force of habit
1994
Where do betas come from?
1993
International experiences with securities transaction taxes
1993
Understanding risk and return
1993
Trading volume and serial correlation in stock returns
1992
Inspecting the mechanism
1992
Intertemporal asset pricing without consumption data
1992
What moves the stock and bond markets?
1991
Measuring the persistence of expected returns
1990
A variance decomposition for stock returns
1990
Intertemporal asset pricing without consumption
1990
No news is good news
1990
Consumption, income, and interest rates
1989
Predictable stock returns in the United States and Japan
1989
Permanent income, current income, and consumption
1987
A model of mortgage default