59
H index
104
i10 index
20557
Citations
John Y. Campbell : Citation Profile
Harvard University (75% share) | RESEARCH PRODUCTION: 96 Articles 241 Papers 5 Books 12 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1983 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell. | Is cited by:
| Cites to:
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Main data
Where John Y. Campbell has published?
Recent works citing John Y. Campbell (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07. Full description at Econpapers || Download paper | |
| 2018 | Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09. Full description at Econpapers || Download paper | |
| 2018 | Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10. Full description at Econpapers || Download paper | |
| 2018 | Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24. Full description at Econpapers || Download paper | |
| 2017 | High Discounts and High Unemployment. (2017). Hall, Robert E. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:305-30. Full description at Econpapers || Download paper | |
| 2018 | Resurrecting the Role of the Product Market Wedge in Recessions. (2018). Klenow, Pete ; Bils, Mark ; Malin, Benjamin A. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:4-5:p:1118-46. Full description at Econpapers || Download paper | |
| 2018 | Endogenous Disasters. (2018). Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander ; Zhang, LU. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2212-45. Full description at Econpapers || Download paper | |
| 2017 | Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39. Full description at Econpapers || Download paper | |
| 2017 | Inflation Expectations, Learning, and Supermarket Prices: Evidence from Survey Experiments. (2017). Perez-Truglia, Ricardo ; Cruces, Guillermo ; Cavallo, Alberto. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:1-35. Full description at Econpapers || Download paper | |
| 2017 | Zipfs Law, Paretos Law, and the Evolution of Top Incomes in the United States. (2017). Nirei, Makoto ; Aoki, Shuhei. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:36-71. Full description at Econpapers || Download paper | |
| 2018 | The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134. Full description at Econpapers || Download paper | |
| 2017 | What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265. Full description at Econpapers || Download paper | |
| 2017 | Time variant risk preferences in agriculture: evidences from Italy. (2017). Finger, Robert ; Difalco, Salvatore ; di Falco, Salvatore ; Bozzola, Martina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258365. Full description at Econpapers || Download paper | |
| 2018 | The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210. Full description at Econpapers || Download paper | |
| 2017 | Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model. (2017). Karakoyun, Hulya Deniz ; Yildirim, Nurtac. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264702. Full description at Econpapers || Download paper | |
| 2017 | Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274717. Full description at Econpapers || Download paper | |
| 2017 | Forecasting Cash Rent Values. (2017). Benavidez, Justin ; Hardin, Erin . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252771. Full description at Econpapers || Download paper | |
| 2018 | BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118. Full description at Econpapers || Download paper | |
| 2018 | Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27. Full description at Econpapers || Download paper | |
| 2017 | Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2018 | David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.00984. Full description at Econpapers || Download paper | |
| 2018 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041. Full description at Econpapers || Download paper | |
| 2018 | Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1604.04872. Full description at Econpapers || Download paper | |
| 2018 | Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2018 | News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715. Full description at Econpapers || Download paper | |
| 2017 | A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors. (2017). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1703.06603. Full description at Econpapers || Download paper | |
| 2017 | Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929. Full description at Econpapers || Download paper | |
| 2017 | Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Wang, Hai Zhen ; Sattayatham, Pairote ; Chatpatanasiri, Ratthachat . In: Papers. RePEc:arx:papers:1706.02985. Full description at Econpapers || Download paper | |
| 2018 | General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877. Full description at Econpapers || Download paper | |
| 2017 | Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832. Full description at Econpapers || Download paper | |
| 2018 | Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436. Full description at Econpapers || Download paper | |
| 2017 | Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing. (2017). Sak, R J. In: Papers. RePEc:arx:papers:1709.03226. Full description at Econpapers || Download paper | |
| 2017 | Option pricing for Informed Traders. (2017). Stoyanov, Stoyan V ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Kim, Yong Shin. In: Papers. RePEc:arx:papers:1711.09445. Full description at Econpapers || Download paper | |
| 2017 | Pricing double barrier options on homogeneous diffusions: a Neumann series of Bessel functions representation. (2017). Kravchenko, Igor V ; Jos'e Carlos Dias, ; Torba, Sergii M. In: Papers. RePEc:arx:papers:1712.08247. Full description at Econpapers || Download paper | |
| 2018 | An Endogenous Mechanism of Business Cycles. (2018). Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V ; Ushanov, Dmitry ; Gusev, Maxim. In: Papers. RePEc:arx:papers:1803.05002. Full description at Econpapers || Download paper | |
| 2018 | Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721. Full description at Econpapers || Download paper | |
| 2018 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
| 2018 | Portfolio Choice with Market-Credit Risk Dependencies. (2018). Bo, Lijun ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1806.07175. Full description at Econpapers || Download paper | |
| 2018 | Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. (2018). Parolya, Nestor ; Schmid, Wofgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1806.08005. Full description at Econpapers || Download paper | |
| 2018 | Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching. (2018). Bo, Lijun ; Wang, Yongjin ; Liao, Huafu. In: Papers. RePEc:arx:papers:1807.05513. Full description at Econpapers || Download paper | |
| 2018 | The Evolution of Security Prices Is Governed by a Physicomathematical Law. (2018). Tzara, Wally. In: Papers. RePEc:arx:papers:1807.10114. Full description at Econpapers || Download paper | |
| 2018 | Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751. Full description at Econpapers || Download paper | |
| 2018 | Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor H. In: Papers. RePEc:arx:papers:1810.05287. Full description at Econpapers || Download paper | |
| 2018 | A six-factor asset pricing model. (2018). Roy, Rahul ; Shijin, Santhakumar. In: Papers. RePEc:arx:papers:1810.07790. Full description at Econpapers || Download paper | |
| 2018 | Option market (in)efficiency and implied volatility dynamics after return jumps. (2018). Kanniainen, Juho ; Magris, Martin. In: Papers. RePEc:arx:papers:1810.12200. Full description at Econpapers || Download paper | |
| 2018 | Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105. Full description at Econpapers || Download paper | |
| 2018 | Predicting Distresses using Deep Learning of Text Segments in Annual Reports. (2018). Matin, Rastin ; Molgaard, Pia ; Hansen, Christian. In: Papers. RePEc:arx:papers:1811.05270. Full description at Econpapers || Download paper | |
| 2018 | Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Choi, Kyoung Jin ; Koo, Hyeng Keun ; Jeon, Junkee. In: Papers. RePEc:arx:papers:1812.10038. Full description at Econpapers || Download paper | |
| 2017 | Do homeowners save more? – Evidence from the Panel on Household Finances (PHF). (2017). Schmidt, Tobias ; le Blanc, Julia. In: ERES. RePEc:arz:wpaper:eres2017_110. Full description at Econpapers || Download paper | |
| 2017 | The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Christian, Weis ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: ERES. RePEc:arz:wpaper:eres2017_325. Full description at Econpapers || Download paper | |
| 2018 | Measures of mortgage default risk and local house price dynamics . (2018). Damianov, Damian ; Wang, Xiangdong ; Yan, Cheng. In: ERES. RePEc:arz:wpaper:eres2018_163. Full description at Econpapers || Download paper | |
| 2018 | Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215. Full description at Econpapers || Download paper | |
| 2018 | Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance. (2018). Michel, Lok Man ; Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_300. Full description at Econpapers || Download paper | |
| 2017 | Momentum Decomposition: Evidence from Emerging Markets. (2017). Wei, Xianhua ; Guo, Hongbo . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:123-132. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1472-1481. Full description at Econpapers || Download paper | |
| 2017 | Economic Development and Environmental Change with Endogenous Birth and Mortality Rates. (2017). . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:77-97. Full description at Econpapers || Download paper | |
| 2018 | Sulle critiche e gli ostacoli alla proposta dello Stato come Occupatore di ultima istanza. (2018). levrero, enrico. In: Working Papers. RePEc:ast:wpaper:0035. Full description at Econpapers || Download paper | |
| 2017 | On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636. Full description at Econpapers || Download paper | |
| 2018 | ‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655. Full description at Econpapers || Download paper | |
| 2017 | Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754. Full description at Econpapers || Download paper | |
| 2018 | Liquidity Requirements and Bank Deposits: Evidence from Ethiopia. (2018). Limodio, Nicola ; Strobbe, Francesco. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1879. Full description at Econpapers || Download paper | |
| 2018 | Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). Richter, Michael. In: Review of Economics & Finance. RePEc:bap:journl:170102. Full description at Econpapers || Download paper | |
| 2017 | Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria. (2017). Nickerson, David ; Jones, Robert. In: Review of Economics & Finance. RePEc:bap:journl:170302. Full description at Econpapers || Download paper | |
| 2018 | Value Matters: The Long-run Behavior of Stock Index Returns. (2018). Angelini, Natascia ; Nardini, Franco ; Marmi, Stefano ; Bormetti, Giacomo. In: Review of Economics & Finance. RePEc:bap:journl:180202. Full description at Econpapers || Download paper | |
| 2017 | Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10. Full description at Econpapers || Download paper | |
| 2017 | Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20. Full description at Econpapers || Download paper | |
| 2017 | A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38. Full description at Econpapers || Download paper | |
| 2017 | Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards. (2017). Smith, Gregor ; Schmidt-Dengler, Philipp ; Huynh, Kim ; Welte, Angelika. In: Staff Working Papers. RePEc:bca:bocawp:17-8. Full description at Econpapers || Download paper | |
| 2018 | Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24. Full description at Econpapers || Download paper | |
| 2018 | Seeking Safety. (2018). Ahnert, Toni ; Perotti, Enrico. In: Staff Working Papers. RePEc:bca:bocawp:18-41. Full description at Econpapers || Download paper | |
| 2018 | Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp121. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717. Full description at Econpapers || Download paper | |
| 2018 | Monetary policy when households have debt: new evidence on the transmission mechanism. (2018). Surico, Paolo ; Ferreira, Clodomiro ; Cloyne, James. In: Working Papers. RePEc:bde:wpaper:1813. Full description at Econpapers || Download paper | |
| 2018 | Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18. Full description at Econpapers || Download paper | |
| 2017 | Informal loans, liquidity constraints and local credit supply: evidence from Italy. (2017). Ciani, Emanuele ; Benvenuti, Michele ; Casolaro, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1099_17. Full description at Econpapers || Download paper | |
| 2017 | A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17. Full description at Econpapers || Download paper | |
| 2017 | Medium and long term implications of financial integration without financial development. (2017). Corneli, Flavia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1120_17. Full description at Econpapers || Download paper | |
| 2017 | The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17. Full description at Econpapers || Download paper | |
| 2018 | Fixed rate versus adjustable rate mortgages: evidence from euro area banks. (2018). Albertazzi, Ugo ; Ongena, Steven ; Fringuellotti, Fulvia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1176_18. Full description at Econpapers || Download paper | |
| 2018 | TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico. (2018). Garcia-Verdu, Santiago ; Manuel, Sanchez-Martinez ; Santiago, Garcia-Verdu . In: Working Papers. RePEc:bdm:wpaper:2018-16. Full description at Econpapers || Download paper | |
| 2018 | The Impact of Crime and Other Economic Forces on Mexicos Foreign Direct Investment Inflows. (2018). Rene, Cabral Torres ; Eduardo, Saucedo ; Andre, Mollick. In: Working Papers. RePEc:bdm:wpaper:2018-24. Full description at Econpapers || Download paper | |
| 2017 | The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:992. Full description at Econpapers || Download paper | |
| 2018 | Exploring the links between Ethical Leadership and Organizational Unlearning: A Case Study of a European Multinational Company. (2018). Usman, Muhammad ; Manzoor, Shahid ; Hameed, Ahmed Abdul. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:28-54. Full description at Econpapers || Download paper | |
| 2017 | Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07. Full description at Econpapers || Download paper | |
| 2018 | Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702. Full description at Econpapers || Download paper | |
| 2017 | How to Make Land Titling more Rational. (2017). Arruñada, Benito ; Arruada, Benito. In: Working Papers. RePEc:bge:wpaper:983. Full description at Econpapers || Download paper | |
| 2018 | Mortgage Market Design: Lessons from the Great Recession. (2018). Piskorski, Tomasz ; Seru, Amit. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2019:i:2018-01:p:429-513. Full description at Econpapers || Download paper | |
| 2017 | Household credit, growth and inequality in Malaysia: does the type of credit matter?. (2017). Soh, Jiaming ; Chuah, Kue-Peng ; Chong, Amanda . In: BIS Papers chapters. RePEc:bis:bisbpc:91-06. Full description at Econpapers || Download paper | |
| 2017 | Comments on Household credit, growth and inequality in Malaysia: does the type of credit matter?. (2017). Deng, Yongheng. In: BIS Papers chapters. RePEc:bis:bisbpc:91-07. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2017 | On the determinants of firms’ financial surpluses and deficits. (2017). Cesaroni, Tatiana ; Infante, Luigi ; de Bonis, Riccardo. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-34. Full description at Econpapers || Download paper | |
| 2017 | Consumption-led expansions. (2017). Kohlscheen, Emanuel ; Kharroubi, Enisse . In: BIS Quarterly Review. RePEc:bis:bisqtr:1703e. Full description at Econpapers || Download paper | |
| 2017 | Interest rates and house prices in the United States and around the world. (2017). Mihaljek, Dubravko ; Subelyt, Agn ; Sutton, Gregory . In: BIS Working Papers. RePEc:bis:biswps:665. Full description at Econpapers || Download paper | |
| 2017 | Loan-to-value policy and housing finance: effects on constrained borrowers. (2017). Godoy de Araujo, Douglas ; Barroso, João ; Gonzalez, Rodrigo Barbone ; Barata, Joo. In: BIS Working Papers. RePEc:bis:biswps:673. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
| 2018 | A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715. Full description at Econpapers || Download paper | |
| 2018 | Residential investment and economic activity: evidence from the past five decades. (2018). Mihaljek, Dubravko ; Mehrotra, Aaron ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:726. Full description at Econpapers || Download paper | |
| 2018 | Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:761. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
John Y. Campbell has edited the books:
| Year | Title | Type | Cited |
|---|
Works by John Y. Campbell:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1992 | Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Forced Sales and House Prices In: American Economic Review. [Full Text][Citation analysis] | article | 244 |
| 2011 | Forced Sales and House Prices.(2011) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 244 | paper | |
| 2009 | Forced Sales and House Prices.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 244 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review. [Full Text][Citation analysis] | article | 15 |
| 2016 | Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2016 | Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1984 | A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 39 |
| 1984 | A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 1983 | A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review. [Full Text][Citation analysis] | article | 90 |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 1987 | Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 1990 | Measuring the Persistence of Expected Returns. In: American Economic Review. [Full Text][Citation analysis] | article | 17 |
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| 1987 | Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 330 | paper | |
| 1983 | Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 232 |
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| 1984 | A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 1992 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 201 |
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| 1989 | Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | paper | |
| 1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 350 |
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| 1993 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 350 | paper | |
| 1991 | What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 350 | paper | |
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| 2000 | Explaining the Poor Performance of Consumption-based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 100 |
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| 1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
| 2001 | Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 693 |
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| 1987 | The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
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| 1986 | Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1006 |
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| 1986 | Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1006 | paper | |
| 1987 | Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1006 | article | |
| 1986 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 883 |
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| 1988 | The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 883 | article | |
| 1988 | Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 623 |
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| 2004 | Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 235 |
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| 1987 | The dollar and real interest rates In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 57 |
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| 2001 | Why Long Horizons? A Study of Power Against Persistent Alternatives.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 1993 | Why Long Horizons: A Study of Power Against Persistent Alternatives.(1993) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2003 | Consumption-based asset pricing In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 194 |
| 2002 | Consumption-Based Asset Pricing.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 194 | paper | |
| 1987 | Stock returns and the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 690 |
| 1987 | Stock Returns and the Term Structure.(1987) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 690 | paper | |
| 1985 | Stock Returns and the Term Structure.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 690 | paper | |
| 1992 | No news is good news *1: An asymmetric model of changing volatility in stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 570 |
| 1992 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1992) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 570 | paper | |
| 1991 | No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 570 | paper | |
| 2006 | Efficient tests of stock return predictability In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 325 |
| 2002 | Efficient Tests of Stock Return Predictability.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 325 | paper | |
| 2006 | Efficient tests of stock return predictability.(2006) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 325 | paper | |
| 2003 | Efficient Tests of Stock Return Predictability.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 325 | paper | |
| 1999 | Asset prices, consumption, and the business cycle In: Handbook of Macroeconomics. [Full Text][Citation analysis] | chapter | 154 |
| 1998 | Asset Prices, Consumption, and the Business Cycle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 154 | paper | |
| 1987 | Macroeconomic lessons from Britain : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 0 |
| 1989 | International evidence on the persistence of economic fluctuations In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 94 |
| 1989 | International Evidence on the Persistence of Economic Fluctuations.(1989) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | paper | |
| 1988 | International Evidence on the Persistence of Economic Fluctuations.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | paper | |
| 1994 | Inspecting the mechanism: An analytical approach to the stochastic growth model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 194 |
| 1994 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1994) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 194 | paper | |
| 1992 | Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 194 | paper | |
| 2007 | How do house prices affect consumption? Evidence from micro data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 341 |
| 2004 | How Do House Prices Affect Consumption? Evidence From Micro F. Data.(2004) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
| 2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
| 2007 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
| 2005 | How Do House Prices Affect Consumption? Evidence From Micro Data.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
| 2004 | How do house prices affect consumption? Evidence from micro data..(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
| 2004 | How Do House Prices Affect Consumption? Evidence from Micro Data.(2004) In: 2004 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 341 | paper | |
| 2007 | Intergenerational risksharing and equilibrium asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 10 |
| 2007 | Intergenerational risksharing and equilibrium asset prices.(2007) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2007 | Intergenerational Risksharing and Equilibrium Asset Prices.(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2006 | Intergenerational Risksharing and Equilibrium Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1995 | Remarks: some thoughts on systemic risk In: Proceedings. [Citation analysis] | article | 0 |
| 2005 | Growth or glamour? fundamentals and systemic risk in stock returns In: Proceedings. [Full Text][Citation analysis] | article | 70 |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2005 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
| 2010 | Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns.(2010) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
| 1997 | Elasticities of substitution in real business cycle models with home production In: Research Paper. [Full Text][Citation analysis] | paper | 44 |
| 2000 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2001 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2001 | Elasticities of Substitution in Real Business Cycle Models with Home Protection..(2001) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 44 | article | |
| 1998 | Elasticities of Substitution in Real Business Cycle Models with Home Production.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 1994 | Models of the term structure of interest rates In: Working Papers. [Citation analysis] | paper | 4 |
| 1994 | By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers. [Citation analysis] | paper | 1450 |
| 1999 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1450 | paper | |
| 1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1450 | paper | |
| 1994 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1450 | paper | |
| 1995 | Understanding Risk and Return In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 586 |
| 1996 | Understanding Risk and Return..(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 586 | article | |
| 1996 | Understanding Risk and Return.(1996) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 586 | paper | |
| 1993 | Understanding Risk and Return.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 586 | paper | |
| 1995 | Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 1 |
| 1996 | A Scorecard for Indexed Government Data In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 17 |
| 1996 | Consumption and the Stock Market: Interpreting International Experience In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 29 |
| 1996 | Consumption and the Stock Market: Interpreting International Experience.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 1998 | Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 309 |
| 1999 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | paper | |
| 1996 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | paper | |
| 1999 | Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | article | |
| 2000 | Investing Retirement Wealth? A Life-Cycle Model In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 91 |
| 2001 | Investing Retirement Wealth: A Life-Cycle Model.(2001) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | chapter | |
| 1999 | Investing Retirement Wealth: A Life-Cycle Model.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2000 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2001 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2004 | Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2005 | Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2005 | Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 1988 | PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 7 |
| 1990 | AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS. In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 3 |
| 1988 | SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR In: Princeton, Department of Economics - Financial Research Center. [Citation analysis] | paper | 155 |
| 1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 1988 | Smart Money, Noise Trading and Stock Price Behavior.(1988) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 1993 | Smart Money, Noise Trading and Stock Price Behaviour.(1993) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | article | |
| 1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 791 |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 791 | paper | |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 791 | chapter | |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 791 | paper | |
| 2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 142 |
| 2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | article | |
| 2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 2009 | Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2014 | Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2009 | The Changing Role of Nominal Government Bonds in Asset Allocation In: Scholarly Articles. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Hard Times In: Scholarly Articles. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Hard Times.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Hard Times.(2013) In: Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2011 | Investing and Spending: The Twin Challenges of University Endowment Management In: Scholarly Articles. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 342 |
| 2008 | Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 342 | article | |
| 1986 | Bond and Stock Returns in a Simple Exchange Model In: Scholarly Articles. [Full Text][Citation analysis] | paper | 82 |
| 1984 | Bond and Stock Returns in a Simple Exchange Model.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 1986 | Bond and Stock Returns in a Simple Exchange Model.(1986) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
| 1987 | Are Output Fluctuations Transitory? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 328 |
| 1986 | Are Output Fluctuations Transitory?.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 328 | paper | |
| 1987 | Are Output Fluctuations Transitory?.(1987) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 328 | article | |
| 1993 | Trading Volume and Serial Correlation in Stock Returns In: Scholarly Articles. [Full Text][Citation analysis] | paper | 412 |
| 1992 | Trading Volume and Serial Correlation in Stock Returns.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 412 | paper | |
| 1993 | Trading Volume and Serial Correlation in Stock Returns.(1993) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 412 | article | |
| 1997 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices In: Scholarly Articles. [Full Text][Citation analysis] | paper | 81 |
| 1996 | Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2008 | Estimating the Equity Premium In: Scholarly Articles. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Estimating the Equity Premium.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1987 | Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week In: Scholarly Articles. [Full Text][Citation analysis] | paper | 47 |
| 1987 | Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week..(1987) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | article | |
| 1986 | Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View In: Scholarly Articles. [Full Text][Citation analysis] | paper | 559 |
| 1989 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 559 | paper | |
| 1991 | Yield Spreads and Interest Rate Movements: A Birds Eye View.(1991) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 559 | article | |
| 1989 | Why Is Consumption So Smooth? In: Scholarly Articles. [Full Text][Citation analysis] | paper | 248 |
| 1989 | Why is Consumption So Smooth?.(1989) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | article | |
| 1993 | Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk In: Scholarly Articles. [Full Text][Citation analysis] | paper | 45 |
| 1993 | Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2012 | Mortgage Market Design In: Scholarly Articles. [Full Text][Citation analysis] | paper | 38 |
| 2012 | Mortgage Market Design.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2013 | Mortgage Market Design*.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2011 | Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles. [Full Text][Citation analysis] | paper | 13 |
| 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment In: Scholarly Articles. [Full Text][Citation analysis] | paper | 118 |
| 2009 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
| 2012 | The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment.(2012) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | article | |
| 2000 | Comment on Low Inflation: The Behavior of Financial Markets and Institutions. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 0 |
| 2001 | Risk Aspects of Investment-Based Social Security Reform In: NBER Books. [Citation analysis] | book | 37 |
| 2008 | Asset Prices and Monetary Policy In: NBER Books. [Citation analysis] | book | 12 |
| 1990 | Econometric Methods and Financial Time Series In: NBER Books. [Citation analysis] | book | 0 |
| 2001 | Introduction to Risk Aspects of Investment-Based Social Security Reform In: NBER Chapters. [Full Text][Citation analysis] | chapter | 16 |
| 1989 | Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence In: NBER Chapters. [Full Text][Citation analysis] | chapter | 650 |
| 1989 | Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 650 | paper | |
| 2013 | Comment on Shocks and Crashes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Introduction to Asset Prices and Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 4 |
| 1994 | International Experiences with Securities Transaction Taxes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 30 |
| 1993 | International Experiences with Securities Transaction Taxes.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 1993 | The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters. [Full Text][Citation analysis] | chapter | 7 |
| 2009 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 50 |
| 2017 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 2008 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1987 | Is Consumption Too Smooth? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1987 | Household Saving and Permanent Income in Canada and the United Kingdom In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1993 | Where Do Betas Come From? Asset Price Dynamics and the In: Review of Financial Studies. [Full Text][Citation analysis] | article | 24 |
| 2002 | Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue. [Citation analysis] | book | 414 |
| 2009 | The Changing Role of Nominal Government Bonds in Asset Allocation* In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 1 |
| 2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 8 |
| 2014 | Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 33 |
| 2003 | Two Puzzles of Asset Pricing and Their Implications for Investors In: The American Economist. [Full Text][Citation analysis] | article | 0 |
| 1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 24 |
| 1998 | Book reviews In: Journal of Development Studies. [Full Text][Citation analysis] | article | 0 |
| 2001 | A Comment On James M. PoterbaS Demographic Structure And Asset Returns In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2015 | The Fragile Benefits of Endowment Destruction In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior In: Journal of Political Economy. [Full Text][Citation analysis] | article | 488 |
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