John Y. Campbell : Citation Profile

Are you John Y. Campbell?

Harvard University (75% share)
National Bureau of Economic Research (NBER) (25% share)

59

H index

103

i10 index

20263

Citations

RESEARCH PRODUCTION:

97

Articles

240

Papers

5

Books

12

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   35 years (1983 - 2018). See details.
   Cites by year: 578
   Journals where John Y. Campbell has often published
   Relations with other researchers
   Recent citing documents: 1275.    Total self citations: 155 (0.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca54
   Updated: 2018-10-13    RAS profile: 2018-08-15    
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Relations with other researchers

Works with:

Ramadorai, Tarun (12)

Viceira, Luis (3)

Andersen, Steffen (3)

Pflueger, Carolin (3)

Polk, Christopher (3)

Giglio, Stefano (2)

Cochrane, John (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John Y. Campbell.

Is cited by:

Guidolin, Massimo (133)

Bekaert, Geert (121)

Wohar, Mark (106)

Engsted, Tom (103)

Shiller, Robert (99)

Issler, João (90)

Guillén, Osmani (86)

Wachter, Jessica (85)

Guo, Hui (83)

Ludvigson, Sydney (80)

Lettau, Martin (79)

Cites to:

Shiller, Robert (89)

Viceira, Luis (49)

Stambaugh, Robert (36)

Mankiw, N. Gregory (35)

French, Kenneth (32)

Calvet, Laurent (31)

Cochrane, John (27)

Laibson, David (27)

merton, robert (23)

Epstein, Larry (22)

Summers, Lawrence (22)

Main data

Where John Y. Campbell has published?

Journals with more than one article published# docs
Journal of Finance12
American Economic Review10
Journal of Financial Economics6
Journal of Monetary Economics6
The Quarterly Journal of Economics6
Journal of Political Economy5
Review of Financial Studies4
Brookings Papers on Economic Activity4
Journal of Economic Dynamics and Control3
Review of Economic Studies3
Journal of Money, Credit and Banking3
Carnegie-Rochester Conference Series on Public Policy2
Economic Journal2
Journal of Economic Perspectives2
Macroeconomic Dynamics2
Journal of Applied Corporate Finance2
Proceedings2
European Economic Review2
Critical Finance Review2
Review of Finance2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics71
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Post-Print / HAL5
2004 Meeting Papers / Society for Economic Dynamics2
Working Papers / Federal Reserve Bank of Philadelphia2
Working Papers / HAL2
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing John Y. Campbell (2018 and 2017)

YearTitle of citing document
2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2018Reexamining 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.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2017High Discounts and High Unemployment. (2017). Hall, Robert E. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:305-30.

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2018Resurrecting the Role of the Product Market Wedge in Recessions. (2018). Bils, Mark ; Malin, Benjamin A ; Klenow, Peter J. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:4-5:p:1118-46.

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2018Endogenous 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.

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2017Growth-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.

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2017Inflation 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.

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2017Zipfs 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.

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2018The 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.

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2017What 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.

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2017Time 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.

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2017Demand-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.

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2017Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274717.

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2017Forecasting Cash Rent Values. (2017). Benavidez, Justin ; Hardin, Erin . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252771.

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2018BUBBLES 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.

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2018Differences 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.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018David 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.

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2018Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1604.04872.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Media Network and Return Predictability. (2017). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2017A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors. (2017). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1703.06603.

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2017Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929.

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2017Stock 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.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2017Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing. (2017). Sak, R J. In: Papers. RePEc:arx:papers:1709.03226.

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2017Option pricing for Informed Traders. (2017). Stoyanov, Stoyan V ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Kim, Yong Shin. In: Papers. RePEc:arx:papers:1711.09445.

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2017Pricing 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.

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2018An Endogenous Mechanism of Business Cycles. (2018). Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V ; Ushanov, Dmitry ; Gusev, Maxim. In: Papers. RePEc:arx:papers:1803.05002.

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2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

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2018Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2018Portfolio Choice with Market-Credit Risk Dependencies. (2018). Bo, Lijun ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1806.07175.

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2018Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. (2018). Parolya, Nestor ; Bodnar, Taras ; Schmid, Wofgang ; Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1806.08005.

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2018Optimal 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.

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2018The Evolution of Security Prices Is Governed by a Physicomathematical Law. (2018). Tzara, Wally. In: Papers. RePEc:arx:papers:1807.10114.

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2018Co-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.

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2017Do homeowners save more? – Evidence from the Panel on Household Finances (PHF). (2017). Schmidt, Tobias ; le Blanc, Julia. In: ERES. RePEc:arz:wpaper:eres2017_110.

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2017The 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.

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2018Measures of mortgage default risk and local house price dynamics . (2018). Damianov, Damian ; Wang, Xiangdong ; Yan, Cheng. In: ERES. RePEc:arz:wpaper:eres2018_163.

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2018Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215.

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2018Modelling 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.

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2017Momentum Decomposition: Evidence from Emerging Markets. (2017). Wei, Xianhua ; Guo, Hongbo . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:123-132.

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2017Economic Development and Environmental Change with Endogenous Birth and Mortality Rates. (2017). . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:77-97.

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2018Sulle critiche e gli ostacoli alla proposta dello Stato come Occupatore di ultima istanza. (2018). levrero, enrico. In: Working Papers. RePEc:ast:wpaper:0035.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). . In: Review of Economics & Finance. RePEc:bap:journl:170102.

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2017Collateral Risk and Demographic Discrimination in Mortgage Market Equilibria. (2017). Nickerson, David ; Jones, Robert. In: Review of Economics & Finance. RePEc:bap:journl:170302.

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2018Value 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.

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2017Small-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.

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2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017Adoption 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.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2018Seeking Safety. (2018). Ahnert, Toni ; Perotti, Enrico. In: Staff Working Papers. RePEc:bca:bocawp:18-41.

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2018Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp121.

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2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717.

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2018Monetary policy when households have debt: new evidence on the transmission mechanism. (2018). Cloyne, James ; Surico, Paolo ; Ferreira, Clodomiro . In: Working Papers. RePEc:bde:wpaper:1813.

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2018Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18.

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2017Informal 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.

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2017A 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.

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2017Medium 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.

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2017The 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.

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2018Fixed 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.

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2018TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico. (2018). Santiago, Garcia-Verdu ; Manuel, Sanchez-Martinez. In: Working Papers. RePEc:bdm:wpaper:2018-16.

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2017The 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.

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2018Exploring 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.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2017How to Make Land Titling more Rational. (2017). Arruñada, Benito ; Arruada, Benito. In: Working Papers. RePEc:bge:wpaper:983.

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2017Household 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.

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2017Comments 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.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017On 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.

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2017Consumption-led expansions. (2017). Kohlscheen, Emanuel ; Kharroubi, Enisse . In: BIS Quarterly Review. RePEc:bis:bisqtr:1703e.

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2017Interest 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.

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2017Loan-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.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018A 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.

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2018Residential investment and economic activity: evidence from the past five decades. (2018). Mehrotra, Aaron ; Kohlscheen, Emanuel ; Mihaljek, Dubravko. In: BIS Working Papers. RePEc:bis:biswps:726.

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2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

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2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

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2017Improved Forecasts of Tax Revenue via the Permanent Income Hypothesis. (2017). Fisher, Lance A ; Kingston, Geoffrey . In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:1:p:21-31.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017Time†Varying Trend Inflation and the New Keynesian Phillips Curve in Australia. (2017). Lie, Denny ; Yadav, Anirudh S. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:42-66.

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2017Social comparisons in consumption, international capital flows and tax competition. (2017). Peng, Shin-Kun ; Shin- Kun Peng, ; Cheng, Yi-Ling ; Chang, Juin-Jen. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:13:y:2017:i:1:p:47-71.

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2017Specification Error, Estimation Risk, and Conditional Portfolio Rules. (2017). Tian, Weidong ; Yan, Hong ; Kaniel, Ron ; Chapman, David A ; Carlson, Murray. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288.

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2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2017Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394.

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2017Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle. (2017). Chng, Michael T ; Zhang, Hongfeng ; Xiang, Vincent ; Fang, Victor. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425.

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2017A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries. (2017). Stengos, Thanasis ; Ozturk, Serda S. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:479-490.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew . In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2017MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES. (2017). Inkmann, Joachim ; Shi, Zhen ; Blake, David. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:539-565.

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2017Distressed Sales in OTC Markets. (2017). Selcuk, Cemil. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:3:p:357-393.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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More than 100 citations found, this list is not complete...

John Y. Campbell has edited the books:

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Works by John Y. Campbell:

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1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
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2011Forced Sales and House Prices In: American Economic Review.
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2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation In: American Economic Review.
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2016Restoring rational choice: The challenge of consumer financial regulation.(2016) In: Working Paper Series.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: Scholarly Articles.
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2016Restoring Rational Choice: The Challenge of Consumer Financial Regulation.(2016) In: NBER Working Papers.
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1984A Simple Account of the Behavior of Long-Term Interest Rates. In: American Economic Review.
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1984A Simple Account of the Behavior of Long-Term Interest Rates.(1984) In: Scholarly Articles.
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1983A Simple Account of the Behavior of Long-Term Interest Rates.(1983) In: NBER Working Papers.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations. In: American Economic Review.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: Scholarly Articles.
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1987Permanent and Transitory Components in Macroeconomic Fluctuations.(1987) In: NBER Working Papers.
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1990Measuring the Persistence of Expected Returns. In: American Economic Review.
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1990Measuring the Persistence of Expected Returns.(1990) In: Scholarly Articles.
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1990Measuring the Persistence of Expected Returns.(1990) In: NBER Working Papers.
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1993Intertemporal Asset Pricing without Consumption Data. In: American Economic Review.
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1993Intertemporal Asset Pricing Without Consumption Data.(1993) In: Scholarly Articles.
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1992Intertemporal Asset Pricing Without Consumption Data.(1992) In: NBER Working Papers.
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2001Who Should Buy Long-Term Bonds? In: American Economic Review.
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1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
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2000Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers.
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1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
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2004Inflation Illusion and Stock Prices In: American Economic Review.
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2004Inflation Illusion and Stock Prices.(2004) In: Scholarly Articles.
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2004Inflation Illusion and Stock Prices.(2004) In: NBER Working Papers.
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2004Bad Beta, Good Beta In: American Economic Review.
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2002Bad Beta, Good Beta.(2002) In: Harvard Institute of Economic Research Working Papers.
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2003Bad Beta, Good Beta.(2003) In: Harvard Institute of Economic Research Working Papers.
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2004Bad Beta, Good Beta.(2004) In: Scholarly Articles.
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2003Bad Beta, Good Beta.(2003) In: NBER Working Papers.
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2009Measuring the Financial Sophistication of Households In: American Economic Review.
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2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
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2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
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2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
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2015The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy.
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1994The New Palgrave Dictionary of Money and Finance. In: Journal of Economic Literature.
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2011Consumer Financial Protection In: Journal of Economic Perspectives.
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2011Consumer Financial Protection.(2011) In: Scholarly Articles.
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1995Some Lessons from the Yield Curve In: Journal of Economic Perspectives.
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1995Some Lessons from the Yield Curve.(1995) In: Harvard Institute of Economic Research Working Papers.
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1995Some Lessons from the Yield Curve.(1995) In: Scholarly Articles.
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1995Some Lessons from the Yield Curve.(1995) In: NBER Working Papers.
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2016International Comparative Household Finance In: Annual Review of Economics.
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2016International Comparative Household Finance.(2016) In: Scholarly Articles.
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2016International Comparative Household Finance.(2016) In: NBER Working Papers.
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1990Permanent Income, Current Income, and Consumption. In: Journal of Business & Economic Statistics.
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1990Permanent Income, Current Income, and Consumption.(1990) In: Scholarly Articles.
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1987Permanent Income, Current Income, and Consumption.(1987) In: NBER Working Papers.
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1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates In: Brookings Papers on Economic Activity.
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1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates.(1983) In: Cowles Foundation Discussion Papers.
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1988Is There a Corporate Debt Crisis? In: Brookings Papers on Economic Activity.
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1990U.S. Corporate Leverage: Developments in 1987 and 1988 In: Brookings Papers on Economic Activity.
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1990U.S. corporate leverage: developments in 1987 and 1988.(1990) In: Finance and Economics Discussion Series.
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2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
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2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
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2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
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2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
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1986 A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. In: Journal of Finance.
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1986A Defense of Traditional Hypotheses about the Term Structure of Interest Rates.(1986) In: Scholarly Articles.
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1984A Defense of Traditional Hypotheses About the Term Structure of InterestRates.(1984) In: NBER Working Papers.
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1988 Stock Prices, Earnings, and Expected Dividends. In: Journal of Finance.
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1992 Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. In: Journal of Finance.
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1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1992) In: Scholarly Articles.
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1989Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration.(1989) In: NBER Working Papers.
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1993 What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article330
1991What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns..(1991) In: Princeton, Department of Economics - Financial Research Center.
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1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1993) In: Scholarly Articles.
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1991What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns.(1991) In: NBER Working Papers.
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2000Asset Pricing at the Millennium In: Journal of Finance.
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2000Asset Pricing at the Millennium.(2000) In: Harvard Institute of Economic Research Working Papers.
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2000Asset Pricing at the Millennium.(2000) In: Scholarly Articles.
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2000Asset Pricing at the Millennium.(2000) In: NBER Working Papers.
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2000Explaining the Poor Performance of Consumption-based Asset Pricing Models In: Journal of Finance.
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2000Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles.
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1999Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers.
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2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk In: Journal of Finance.
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2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2001) In: Scholarly Articles.
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2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk.(2000) In: NBER Working Papers.
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2003Equity Volatility and Corporate Bond Yields In: Journal of Finance.
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2002Equity Volatility and Corporate Bond Yields.(2002) In: Harvard Institute of Economic Research Working Papers.
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2003Equity Volatility and Corporate Bond Yields.(2003) In: Scholarly Articles.
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2002Equity Volatility and Corporate Bond Yields.(2002) In: NBER Working Papers.
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2006Household Finance In: Journal of Finance.
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2006Household Finance.(2006) In: Scholarly Articles.
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2006Household Finance.(2006) In: NBER Working Papers.
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2008In Search of Distress Risk In: Journal of Finance.
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2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
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2008In Search of Distress Risk.(2008) In: Scholarly Articles.
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2006In Search of Distress Risk.(2006) In: NBER Working Papers.
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2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
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2010Global Currency Hedging In: Journal of Finance.
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2009Global Currency Hedging.(2009) In: Scholarly Articles.
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2007Global Currency Hedging.(2007) In: NBER Working Papers.
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2015A Model of Mortgage Default In: Journal of Finance.
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2011A Model of Mortgage Default.(2011) In: NBER Working Papers.
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2014A model of mortgage default.(2014) In: CFS Working Paper Series.
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2014Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller In: Scandinavian Journal of Economics.
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2008Viewpoint: Estimating the equity premium In: Canadian Journal of Economics.
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2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers.
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2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2014) In: NBER Working Papers.
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2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
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2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers.
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2014Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2014) In: Scholarly Articles.
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2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers.
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1998Dispersion and Volatility in Stock Returns: An Empirical Investigation In: CEPR Discussion Papers.
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1999Dispersion and Volatility in Stock Returns: An Empirical Investigation.(1999) In: NBER Working Papers.
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2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
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2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
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2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
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2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
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2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
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2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
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2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
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2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
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2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
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2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
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2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
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2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
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2007Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers.
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2009Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics.
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2009Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles.
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2012How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers.
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2012How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: Scholarly Articles.
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2012How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers.
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2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers.
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2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience.(2014) In: NBER Working Papers.
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1998THE ECONOMETRICS OF FINANCIAL MARKETS In: Macroeconomic Dynamics.
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2004AN INTERVIEW WITH ROBERT J. SHILLER In: Macroeconomic Dynamics.
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1996A Scorecard for Indexed Government Debt In: Cowles Foundation Discussion Papers.
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1996A Scorecard for Indexed Government Debt.(1996) In: NBER Chapters.
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1996A Scorecard for Indexed Government Debt.(1996) In: NBER Working Papers.
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2001Valuation Ratios and the Long-run Stock Market Outlook: An Update In: Cowles Foundation Discussion Papers.
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2001Valuation Ratios and the Long-Run Stock Market Outlook: An Update.(2001) In: NBER Working Papers.
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1986The Term Structure of Euromarket Interest Rates: An Empirical Investigation In: Cowles Foundation Discussion Papers.
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1987The term structure of euromarket interest rates : An empirical investigation.(1987) In: Journal of Monetary Economics.
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1987The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1987) In: Scholarly Articles.
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1986The Term Structure of Euromarket Interest Rates: An Empirical Investigation.(1986) In: NBER Working Papers.
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1986Cointegration and Tests of Present Value Models In: Cowles Foundation Discussion Papers.
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1987Cointegration and Tests of Present Value Models.(1987) In: Scholarly Articles.
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1986Cointegration and Tests of Present Value Models.(1986) In: NBER Working Papers.
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1987Cointegration and Tests of Present Value Models..(1987) In: Journal of Political Economy.
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1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors In: Cowles Foundation Discussion Papers.
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1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1986) In: NBER Working Papers.
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1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.(1988) In: Review of Financial Studies.
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1988Stock Prices, Earnings and Expected Dividends In: Cowles Foundation Discussion Papers.
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1988Stock Prices, Earnings and Expected Dividends.(1988) In: NBER Working Papers.
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2006Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series.
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2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles.
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2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers.
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2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy.
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1991A Variance Decomposition for Stock Returns. In: Economic Journal.
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1990A Variance Decomposition for Stock Returns.(1990) In: NBER Working Papers.
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2010The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies In: Working Paper Series.
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1987Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis. In: Econometrica.
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1986Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis.(1986) In: NBER Working Papers.
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2004Household Risk Management and Optimal Mortgage Choice In: Econometric Society 2004 North American Winter Meetings.
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2004Household Risk Management and Optimal Mortgage Choice.(2004) In: Econometric Society 2004 North American Winter Meetings.
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2002Household Risk Management and Optimal Mortgage Choice.(2002) In: Harvard Institute of Economic Research Working Papers.
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1996Understanding Risk and Return..(1996) In: Journal of Political Economy.
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1986Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week.(1986) In: NBER Working Papers.
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1987Money 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.
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1993The Interest Rate Process and the Term Structure of Interest Rates in Japan In: NBER Chapters.
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