Publications

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64 results

2009

Campbell J. The Changing Role of Nominal Government Bonds in Asset Allocation. Geneva Risk and Insurance Review. 2009;34:89–104.
Campbell J. The Changing Role of Nominal Government Bonds in Asset Allocation. Geneva Risk and Insurance Review. 2009;34:89–104.
Campbell JY, Shiller RJ, Viciera LM. Understanding Inflation-Indexed Bond Markets. Brookings Papers on Economic Activity. 2009:79–120.
Campbell JY, Shiller RJ, Viciera LM. Understanding Inflation-Indexed Bond Markets. Brookings Papers on Economic Activity. 2009:79–120.
Calvet LE, Campbell JY, Sodini P. Fight or Flight? Portfolio Rebalancing By Individual Investors. Quarterly Journal of Economics. 2009:301–348.
Calvet LE, Campbell JY, Sodini P. Fight or Flight? Portfolio Rebalancing By Individual Investors. Quarterly Journal of Economics. 2009:301–348.

2008

Campbell J. Asset Prices and Monetary Policy. University of Chicago Press; 2008.
Campbell J. Asset Prices and Monetary Policy. University of Chicago Press; 2008.
Campbell J, Hilscher J, Szilagyi J. In Search of Distress Risk. Journal of Finance. 2008;LXIII(6):2899–2939.
Campbell J, Hilscher J, Szilagyi J. In Search of Distress Risk. Journal of Finance. 2008;LXIII(6):2899–2939.

2005

Campbell JY, Viceira LM. The Term Structure of the Risk-Return Tradeoff. Financial Analysts Journal. 2005;61(1):34–44.
Campbell JY, Viceira LM. The Term Structure of the Risk-Return Tradeoff. Financial Analysts Journal. 2005;61(1):34–44.

2004

Campbell JY, Vuolteenaho T. Bad Beta, Good Beta. American Economic Review. 2004;94(5):1249–1275.
Campbell JY, Vuolteenaho T. Bad Beta, Good Beta. American Economic Review. 2004;94(5):1249–1275.

2003

Campbell J, Taksler G. Equity Volatility and Corporate Bond Yields. Journal of Finance. 2003;LVIII(6):2321–2350.
Campbell J, Taksler G. Equity Volatility and Corporate Bond Yields. Journal of Finance. 2003;LVIII(6):2321–2350.
Campbell J, Cocco J. Household Risk Management and Optimal Mortgage Choice. Quarterly Journal of Economics. 2003;118(4):1449–1494.
Campbell J, Cocco J. Household Risk Management and Optimal Mortgage Choice. Quarterly Journal of Economics. 2003;118(4):1449–1494.