Access Statistics for John Y. Campbell

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A Defense of Traditional Hypotheses About the Term Structure of InterestRates 0 0 0 104 0 0 4 291
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates 0 0 0 8 0 0 3 45
A Model of Mortgage Default 1 1 3 172 0 3 12 316
A Multivariate Model of Strategic Asset Allocation 0 0 2 415 13 14 26 1,184
A Multivariate Model of Strategic Asset Allocation 0 0 1 1,545 2 7 26 4,346
A Multivariate Model of Strategic Asset Allocation 1 1 4 48 2 3 14 135
A Scorecard for Indexed Government Data 0 0 0 0 3 3 4 740
A Scorecard for Indexed Government Debt 0 0 0 245 0 1 4 764
A Scorecard for Indexed Government Debt 0 0 0 468 0 2 7 2,007
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 1 14 1 1 6 57
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 0 246 1 3 10 650
A Variance Decomposition for Stock Returns 1 2 13 88 4 6 29 235
A Variance Decomposition for Stock Returns 1 5 10 1,809 3 17 36 4,770
A model of mortgage default 0 2 6 85 2 4 26 176
AN ASYMMETRIC MODEL OF CHANGING VOLATILITY IN STOCK RETURNS 0 0 0 0 1 1 5 313
An Intertemporal CAPM with Stochastic Volatility 0 0 3 67 1 6 18 77
An Intertemporal CAPM with Stochastic Volatility 0 0 5 114 1 2 20 276
Are Output Fluctuations Transitory? 0 0 0 340 1 2 9 820
Are Output Fluctuations Transitory? 0 0 1 20 1 2 9 163
Asset Prices, Consumption, and the Business Cycle 1 2 2 2,164 2 6 9 3,713
Asset Pricing at the Millennium 0 0 1 564 3 4 11 1,180
Asset Pricing at the Millennium 0 0 2 705 0 1 14 1,606
Asset Pricing at the Millennium 0 0 4 27 1 2 11 93
Bad Beta, Good Beta 0 2 2 115 0 4 10 437
Bad Beta, Good Beta 0 1 8 805 1 5 41 1,983
Bad Beta, Good Beta 0 0 2 24 2 6 11 136
Bad Beta, Good Beta 0 1 2 326 1 2 10 977
Bond and Stock Returns in a Simple Exchange Model 0 0 1 200 2 3 10 673
Bond and Stock Returns in a Simple Exchange Model 0 0 0 5 2 2 5 47
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 8 105 4 9 28 524
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 1 3 6 1,972 6 12 35 5,153
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 0 1 3 635 2 9 23 1,607
By force of habit: a consumption-based explanation of aggregate stock market behavior 0 0 0 2 2 12 31 1,124
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 0 164 0 0 1 624
Caught On Tape: Institutional Order Flow and Stock Returns 0 0 0 165 1 1 5 698
Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 0 0 154 0 1 6 614
Caught On Tape: Predicting Institutional Ownership With Order Flow 0 0 0 346 0 0 3 1,392
Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements 0 1 6 39 0 3 9 118
Caught on Tape: Predicting Institutional Ownership With Order Flow 0 0 0 171 0 0 1 902
Cointegration and Tests of Present Value Models 2 3 8 70 5 11 28 275
Cointegration and Tests of Present Value Models 0 0 0 596 2 4 15 1,410
Cointegration and Tests of Present Value Models 0 2 3 847 3 9 20 2,152
Consumer Financial Protection 0 0 0 15 0 3 9 82
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 2 4 10 1,726
Consumption and Portfolio Decisions When Expected Returns are Time Varying 1 1 5 31 2 5 15 122
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 547 1 3 9 1,273
Consumption and the Stock Market: Interpreting International Experience 0 0 0 458 0 1 4 1,465
Consumption and the Stock Market: Interpreting International Experience 0 0 0 0 1 1 3 771
Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence 0 10 25 1,958 8 25 80 4,257
Consumption-Based Asset Pricing 1 1 19 766 1 8 41 1,361
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 903 1 4 10 2,524
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 372 0 0 2 1,195
Do the Rich Get Richer in the Stock Market? Evidence from India 0 2 6 6 1 5 14 14
Do the Rich Get Richer in the Stock Market? Evidence from India 0 3 10 10 2 8 39 39
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 2 2 5 324 3 3 15 702
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 1 5 23
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 62 0 1 10 321
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 3 10 30
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 1 6 28
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 1 3 134 0 5 11 419
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 187 0 1 7 530
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 2 3 21 0 4 9 108
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 1 5 11 40
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 86 0 2 8 377
Efficient Tests of Stock Return Predictability 0 1 1 1,086 4 7 17 2,460
Efficient Tests of Stock Return Predictability 1 2 4 304 2 3 11 870
Efficient tests of stock return predictability 0 0 4 48 2 4 15 185
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 212 3 3 5 828
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 0 134 2 3 5 444
Elasticities of Substitution in Real Business Cycle Models with Home Production 0 0 4 21 2 2 8 74
Elasticities of substitution in real business cycle models with home production 0 0 2 120 2 3 6 493
Equity Volatility and Corporate Bond Yields 2 6 16 51 2 6 29 154
Equity Volatility and Corporate Bond Yields 0 0 2 805 0 1 21 2,219
Equity Volatility and Corporate Bond Yields 0 0 1 318 0 0 16 1,183
Estimating the Equity Premium 0 0 1 298 0 0 3 491
Estimating the Equity Premium 0 0 1 16 0 0 2 53
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 4 769 1 4 12 2,346
Explaining the Poor Performance of Consumption-Based Asset Pricing Models 0 0 1 44 1 4 9 245
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 0 6 23
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 0 7 26
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 137 0 0 9 499
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 1 1 21 1 3 9 105
Forced Sales and House Prices 0 0 0 176 1 1 7 582
Forced Sales and House Prices 0 0 0 37 0 4 14 148
Foreign Currency for Long-Term Investors 0 0 0 298 0 0 5 837
Foreign Currency for Long-Term Investors 0 0 0 154 1 1 4 468
Foreign Currency for Long-Term Investors 0 1 2 4 0 1 7 47
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 0 0 20 930 3 7 897 3,437
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 0 0 1 8 0 0 6 60
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience 1 1 4 39 1 1 8 110
Global Currency Hedging 1 1 2 15 3 3 5 91
Global Currency Hedging 0 0 1 311 2 5 11 938
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 1 20 2 6 13 63
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 1 231 0 0 5 745
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 0 1 226 0 0 4 774
Hard Times 1 1 1 76 1 1 8 305
Hard Times 0 0 0 21 0 1 8 68
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 3 30 3 5 14 179
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 1 1,111 3 7 26 3,128
Household Finance 0 3 7 65 3 13 32 312
Household Finance 0 1 6 481 6 17 59 2,091
Household Risk Management and Optimal Mortgage Choice 1 2 5 20 1 2 9 120
Household Risk Management and Optimal Mortgage Choice 0 0 3 267 1 2 13 777
Household Risk Management and Optimal Mortgage Choice 0 0 0 0 0 1 7 409
Household Risk Management and Optimal Mortgage Choice 0 0 0 401 2 5 19 1,123
Household Risk Management and Optimal Mortgage Choice 0 0 0 126 0 1 5 510
Household Risk Management and Optimal Mortgage Choice 0 0 0 638 1 6 19 1,876
Household Saving and Permanent Income in Canada and the United Kingdom 0 0 1 112 1 1 2 449
How Do House Prices Affect Consumption? Evidence From Micro Data 0 2 6 392 1 5 26 960
How Do House Prices Affect Consumption? Evidence From Micro Data 0 1 3 360 0 2 12 951
How Do House Prices Affect Consumption? Evidence From Micro F. Data 0 1 2 214 2 4 15 772
How Do House Prices Affect Consumption? Evidence from Micro Data 0 2 7 65 2 9 28 210
How Do House Prices Affect Consumption? Evidence from Micro Data 0 0 0 1 0 1 16 405
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market 0 0 0 4 1 6 22 67
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market 0 0 1 36 1 1 8 105
How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market 0 0 0 24 2 5 13 70
How do house prices affect consumption? Evidence from micro data 0 0 0 2 3 9 38 966
In Searach of Distress Risk 0 0 0 140 0 2 8 635
In Search of Distress Risk 0 0 1 219 1 3 7 712
In Search of Distress Risk 1 1 11 47 2 5 30 206
In search of distress risk 0 2 12 240 3 8 25 702
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 0 1 14 0 1 10 64
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 0 1 18 0 0 2 57
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market 0 0 3 23 2 4 24 80
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 3 14 1 2 6 82
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 1 3 151 0 1 10 493
Inflation Illusion and Stock Prices 0 0 0 661 0 0 3 1,614
Inflation Illusion and Stock Prices 1 2 4 28 1 3 7 76
Inflation, Real Interest Rates and the Bond Market: A Study of UK Nominal Index-Linked Government Bond Prices 0 0 0 0 0 0 0 387
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 0 1 3 24 1 4 8 79
Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices 0 0 1 1,996 0 2 6 10,773
Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices 0 0 0 0 0 3 12 2,015
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 3 7 16 90 5 13 30 201
Inspecting the Mechanism: An Analytical Approach to the Stochastic Growth Model 0 0 0 1,485 1 2 5 2,908
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 5 0 0 1 37
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 1 126 0 1 4 128
Intergenerational Risksharing and Equilibrium Asset Prices 0 0 0 99 0 0 3 283
Intergenerational risksharing and equilibrium asset prices 0 0 0 2 0 0 3 21
International Comparative Household Finance 2 5 26 86 6 14 66 166
International Comparative Household Finance 2 3 15 38 2 7 36 90
International Evidence on the Persistence of Economic Fluctuations 0 0 0 250 0 0 2 568
International Evidence on the Persistence of Economic Fluctuations 0 0 0 15 0 1 3 47
International Experiences with Securities Transaction Taxes 0 0 2 331 3 7 14 999
Interpreting Cointegrated Models 0 0 0 326 0 0 4 745
Interpreting Cointegrated Models 0 0 0 14 0 0 3 49
Intertemporal Asset Pricing Without Consumption Data 2 7 9 46 4 12 22 161
Intertemporal Asset Pricing Without Consumption Data 0 1 2 305 2 4 6 943
Investing Retirement Wealth: A Life-Cycle Model 0 1 4 511 0 1 5 1,635
Investing Retirement Wealth? A Life-Cycle Model 0 0 2 536 1 1 3 1,770
Investing and Spending: The Twin Challenges of University Endowment Management 0 0 0 6 0 0 5 47
Is Consumption Too Smooth? 0 0 0 168 0 1 3 398
Macroeconomic Drivers of Bond and Equity Risks 0 1 8 143 1 2 28 345
Macroeconomic Drivers of Bond and Equity Risks 0 0 1 40 0 3 8 77
Measuring the Financial Sophistication of Households 0 1 2 55 0 2 5 187
Measuring the Financial Sophistication of Households 0 2 8 280 3 54 248 1,133
Measuring the Financial Sophistication of Households 0 0 0 0 1 2 6 43
Measuring the Persistence of Expected Returns 0 0 0 111 0 0 0 271
Measuring the Persistence of Expected Returns 0 0 0 5 0 0 0 26
Models of the term structure of interest rates 0 0 0 0 2 3 8 430
Monetary Policy Drivers of Bond and Equity Risks 0 2 9 67 2 4 24 132
Money Announcements, The Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week 0 0 1 5 1 2 4 30
Money Announcements, the Demand for Bank Reserves and the Behavior of the Federal Funds Rate Within the Statement Week 0 0 0 39 0 1 3 255
Mortgage Market Design 0 0 1 58 0 1 7 150
Mortgage Market Design 0 1 2 14 0 2 9 57
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 1 9 16 94 4 14 32 275
No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns 0 0 1 784 4 9 21 1,943
PREDICTABLE BOND AND STOCK RETURNS IN THE UNITED STATES AND JAPAN: A STUDY OF LONG-TERM MARKET INTEGRATION 0 0 0 0 0 1 2 325
Permanent Income, Current Income, and Consumption 0 0 2 827 2 7 20 1,672
Permanent Income, Current Income, and Consumption 0 0 6 75 3 8 20 252
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 1 503 2 5 39 1,979
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 0 12 0 2 8 130
Pitfalls and Opportunities: What Macroeconomics should know about unit roots 0 0 0 3 1 8 20 1,516
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 0 0 4 2,880 2 9 32 5,987
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 0 2 2 24 2 7 18 176
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 0 183 1 1 5 501
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 1 3 6 17 1 4 16 76
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 3 11 29 112 11 29 78 323
Predicting Financial Distress and the Performance of Distressed Stocks 3 6 13 80 6 15 42 253
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 0 0 1 262 1 3 16 687
Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? 1 1 1 601 1 1 8 1,340
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 1 2 8 44 3 8 21 109
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 0 2 10 43 1 9 25 86
Restoring rational choice: The challenge of consumer financial regulation 0 0 0 11 1 8 12 43
SMART MONEY, NOISE TRADING AND STOCK PRICE BEHAVIOR 0 0 0 1 1 4 12 1,179
STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS 0 0 0 3 4 10 30 2,175
Smart Money, Noise Trading and Stock Price Behavior 0 0 3 805 2 3 11 2,370
Smart Money, Noise Trading and Stock Price Behaviour 0 3 12 71 1 5 18 223
Some Lessons from the Yield Curve 0 0 0 20 1 1 4 68
Some Lessons from the Yield Curve 0 0 0 6 1 1 6 1,231
Some Lessons from the Yield Curve 1 1 3 2,272 2 6 19 5,825
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 19 0 0 1 66
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 705 0 0 4 1,550
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 0 0 5 2,412
Stock Prices, Earnings and Expected Dividends 1 5 16 2,028 10 25 74 5,713
Stock Prices, Earnings and Expected Dividends 0 3 9 870 1 12 41 2,997
Stock Prices, Earnings, and Expected Dividends 5 9 20 98 7 16 56 370
Stock Returns and the Term Structure 0 0 0 855 2 4 11 1,645
Stock Returns and the Term Structure 1 3 16 83 4 12 39 263
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 200 1 2 7 579
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 2 627 2 2 9 1,603
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 14 1 1 2 83
The Changing Role of Nominal Government Bonds in Asset Allocation 0 0 0 5 0 1 1 20
The Dividend Ratio Model and Small Sample Bias: A Monte Carlo Study 0 0 0 315 0 0 6 1,198
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 0 3 10 1,763 3 17 47 6,177
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 3 3 12 572 5 7 27 1,442
The Dollar and Real Interest Rates 0 0 1 11 0 0 5 69
The Dollar and Real Interest Rates 0 0 0 190 1 1 3 846
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 1 1 7 25 2 4 14 74
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 0 0 3 285 0 1 13 632
The Regulation of Consumer Financial Products: An Introductory Essay with Four Case Studies 0 2 4 91 0 2 7 329
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 7 1 1 2 36
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 103 0 0 1 454
The Term Structure of Euromarket Interest Rates: An Empirical Investigation 0 0 0 59 0 0 2 303
The Term Structure of the Risk-Return Tradeoff 0 1 2 544 0 3 14 1,213
The Term Structure of the Risk-Return Tradeoff 1 1 2 274 1 4 11 795
Trading Volume and Serial Correlation in Stock Returns 0 0 3 995 2 6 26 3,016
Trading Volume and Serial Correlation in Stock Returns 0 2 6 68 1 4 16 275
U.S. corporate leverage: developments in 1987 and 1988 0 0 0 0 1 6 10 554
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 1 4 50
Understanding Inflation-Indexed Bond Markets 0 0 0 40 0 1 2 220
Understanding Inflation-Indexed Bond Markets 0 0 0 308 0 0 2 614
Understanding Inflation-Indexed Bond Markets 0 0 0 411 0 1 7 934
Understanding Risk and Return 0 0 0 9 1 3 5 1,559
Understanding Risk and Return 0 0 0 32 1 3 7 160
Understanding Risk and Return 0 0 1 1,299 1 4 10 4,004
Valuation Ratios and the Long-Run Stock Market Outlook: An Update 0 0 8 1,006 3 6 34 3,109
Valuation Ratios and the Long-run Stock Market Outlook: An Update 0 1 8 1,434 5 7 47 3,717
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages 0 0 2 17 0 0 7 45
What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages 0 0 3 65 0 0 9 90
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns 0 0 0 6 0 3 10 1,428
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 1 4 53 1 9 22 214
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 0 0 2 789 0 1 8 1,940
Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 0 1 1 11 0 1 2 49
Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk 0 0 0 420 0 0 4 1,141
Who Should Buy Long-Term Bonds? 0 0 1 650 2 2 6 2,304
Who Should Buy Long-Term Bonds? 0 0 1 130 0 0 3 1,152
Who Should Buy Long-Term Bonds? 0 0 0 477 0 0 4 2,495
Why Is Consumption So Smooth? 0 3 6 62 1 8 18 180
Why Long Horizons: A Study of Power Against Persistent Alternatives 0 0 0 173 0 0 6 818
Why Long Horizons? A Study of Power Against Persistent Alternatives 0 0 0 15 0 0 3 60
Yield Spreads and Interest Rate Movements: A Bird's Eye View 2 3 12 51 4 8 34 215
Yield Spreads and Interest Rate Movements: A Bird's Eye View 0 0 1 1,000 3 8 24 2,656
Total Working Papers 55 196 738 71,233 337 1,005 4,501 225,980


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment On James M. Poterba'S "Demographic Structure And Asset Returns" 0 2 2 201 0 3 9 495
A Defense of Traditional Hypotheses about the Term Structure of Interest Rates 0 0 0 83 1 1 6 247
A Model of Mortgage Default 0 1 4 20 0 1 10 64
A Note on Johansen's Cointegration Procedure When Trends Are Present 0 0 0 0 0 3 9 2,530
A Simple Account of the Behavior of Long-Term Interest Rates 0 0 2 162 2 3 18 625
A Variance Decomposition for Stock Returns 1 3 15 1,948 10 19 78 5,236
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem 0 0 0 102 0 2 3 261
A multivariate model of strategic asset allocation 1 1 12 763 4 11 44 1,903
AN INTERVIEW WITH ROBERT J. SHILLER 0 0 0 75 0 1 3 307
Aggregate investment, the stock market and the Q model: Robust results for six OECD countries: by G. Sensenbrenner 0 0 0 27 0 0 1 102
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 2 5 42 0 2 13 128
An intertemporal CAPM with stochastic volatility 1 2 9 17 5 15 53 73
Are Output Fluctuations Transitory? 0 1 5 336 0 3 21 944
Asset Pricing at the Millennium 0 2 9 206 4 9 36 569
Bad Beta, Good Beta 0 1 11 1,110 5 19 87 2,768
Bond and Stock Returns in a Simple Exchange Model 0 0 0 167 2 2 5 569
Book reviews 0 0 0 7 0 0 7 131
Caught on tape: Institutional trading, stock returns, and earnings announcements 0 1 6 222 0 4 19 927
Cointegration and Tests of Present Value Models 2 12 30 1,963 18 43 110 5,516
Comment on Low Inflation: The Behavior of Financial Markets and Institutions 0 0 0 0 0 0 2 116
Consumer Financial Protection 0 0 0 98 0 0 9 300
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 3 773 1 5 24 1,601
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis 7 12 26 580 13 26 74 1,409
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 2 14 403 4 15 85 1,378
Editors' introduction 0 0 1 7 0 0 1 73
Efficient tests of stock return predictability 0 2 7 543 4 11 43 1,267
Elasticities of Substitution in Real Business Cycle Models with Home Protection 0 0 0 0 4 5 10 508
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller 0 1 5 33 1 5 15 103
Equity Volatility and Corporate Bond Yields 2 3 7 337 4 8 46 1,203
Explaining the Poor Performance of Consumption-based Asset Pricing Models 0 0 0 236 3 4 10 769
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 2 8 114 3 9 34 528
Finance theory and the term structure a comment 0 0 0 2 0 0 0 42
Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior 3 19 76 791 6 43 199 1,879
Forced Sales and House Prices 0 0 2 130 3 4 24 527
Foreign Currency for Long-Term Investors 0 0 0 139 1 3 10 594
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 0 0 1 169 3 11 45 687
Global Currency Hedging 0 2 5 139 3 10 27 499
Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns 0 1 2 88 1 3 14 329
Growth or glamour? fundamentals and systemic risk in stock returns 0 0 0 35 1 1 8 192
Hard Times 0 0 0 1 0 0 0 7
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 6 264 5 12 28 988
Household Finance 0 1 12 356 6 47 144 1,444
Household Risk Management and Optimal Mortgage Choice 0 3 6 526 4 10 25 1,838
How do house prices affect consumption? Evidence from micro data 3 16 54 1,118 20 66 201 2,941
In Search of Distress Risk 0 1 10 304 3 6 47 935
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 2 8 12 1 7 38 47
Inflation Illusion and Stock Prices 1 2 4 328 6 13 51 974
Inspecting the mechanism: An analytical approach to the stochastic growth model 1 3 9 1,518 3 13 33 2,443
Intergenerational risksharing and equilibrium asset prices 0 0 2 66 3 3 8 226
International Comparative Household Finance 0 1 5 12 2 6 36 83
International evidence on the persistence of economic fluctuations 0 0 0 116 1 1 3 334
Interpreting cointegrated models 0 0 1 138 1 1 14 343
Intertemporal Asset Pricing without Consumption Data 2 11 48 1,280 11 37 132 2,552
Is There a Corporate Debt Crisis? 0 0 3 146 1 4 14 320
Macroeconomic lessons from Britain: A review essay 0 0 0 7 0 0 0 41
Measuring the Financial Sophistication of Households 1 2 5 194 3 10 32 591
Measuring the Persistence of Expected Returns 0 0 1 129 2 2 7 370
Money Announcements, the Demand for Bank Reserves, and the Behavior of the Federal Funds Rate within the Statement Week 0 0 0 67 0 1 4 390
Mortgage Market Design* 0 1 2 46 2 5 13 208
No news is good news *1: An asymmetric model of changing volatility in stock returns 1 5 11 359 6 26 75 993
Permanent Income, Current Income, and Consumption 0 0 0 0 7 19 72 1,740
Permanent and Transitory Components in Macroeconomic Fluctuations 0 0 1 211 0 1 6 606
Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration 0 0 4 99 3 3 20 348
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? 10 17 51 218 22 47 141 705
Racines unitaires en macroéconomie: le cas multidimensionnel 0 0 0 2 0 0 0 14
Remarks: some thoughts on systemic risk 0 0 0 0 0 0 2 86
Restoring Rational Choice: The Challenge of Consumer Financial Regulation 0 1 9 62 3 11 55 279
Smart Money, Noise Trading and Stock Price Behaviour 0 0 2 814 1 6 22 1,994
Some Lessons from the Yield Curve 1 3 8 912 4 9 33 2,274
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 1 1 1 2 2 3 5 20
Stock returns and the term structure 2 10 17 557 12 36 70 1,299
Strategic asset allocation in a continuous-time VAR model 0 1 7 170 5 9 38 542
THE ECONOMETRICS OF FINANCIAL MARKETS 1 6 39 360 3 24 128 854
The Changing Role of Nominal Government Bonds in Asset Allocation&ast 0 0 0 1 0 0 2 7
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1 7 29 1,748 7 33 129 4,840
The Fragile Benefits of Endowment Destruction 0 1 1 21 1 2 17 167
The Impact of Regulation on Mortgage Risk: Evidence from India 0 1 4 18 1 3 15 70
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment 1 5 18 104 7 18 69 369
The New Palgrave Dictionary of Money and Finance 0 1 7 1,343 2 13 48 4,029
The Squam Lake Report: Fixing the Financial System 0 1 1 174 2 6 17 622
The dividend ratio model and small sample bias: A Monte Carlo study 0 0 0 125 0 0 4 345
The dollar and real interest rates 0 0 0 47 2 3 10 246
The response of consumption to income: A cross-country investigation 0 3 11 650 0 5 22 1,195
The term structure of euromarket interest rates: An empirical investigation 0 0 0 35 0 0 3 162
Trading Volume and Serial Correlation in Stock Returns 1 1 11 1,654 3 5 48 5,383
Two Puzzles of Asset Pricing and Their Implications for Investors 0 0 0 1 0 0 0 6
U.S. Corporate Leverage: Developments in 1987 and 1988 0 0 1 107 0 5 8 238
Understanding Inflation-Indexed Bond Markets 0 0 3 97 2 5 18 391
Understanding Risk and Return 0 4 8 1,413 5 20 38 4,211
Viewpoint: Estimating the equity premium 0 0 3 102 2 2 13 241
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns 3 4 13 693 7 16 52 1,528
Where Do Betas Come From? Asset Price Dynamics and the 0 0 0 148 0 0 0 487
Who Should Buy Long-Term Bonds? 0 1 3 553 4 11 30 1,868
Why is Consumption So Smooth? 0 2 5 594 3 7 34 1,387
Why long horizons? A study of power against persistent alternatives 0 2 2 116 0 6 11 295
Yield Spreads and Interest Rate Movements: A Bird's Eye View 3 4 30 2,018 6 17 108 4,722
Total Journal Articles 50 197 743 34,224 302 919 3,405 99,037


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Asset Prices and Monetary Policy 0 0 0 0 2 5 13 179
Econometric Methods and Financial Time Series 0 0 0 0 0 1 5 86
Risk Aspects of Investment-Based Social Security Reform 0 0 0 0 0 2 13 200
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors 0 0 0 0 8 19 52 510
The Squam Lake Report: Fixing the Financial System 0 0 0 0 4 9 13 32
Total Books 0 0 0 0 14 36 96 1,007


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Scorecard for Indexed Government Debt 0 0 1 65 1 3 11 198
Asset prices, consumption, and the business cycle 2 3 6 1,031 5 13 22 2,013
Comment on "Shocks and Crashes" 0 0 0 15 0 0 1 48
Consumption, Income and Interest Rates: Reinterpreting the Time Series Evidence 3 9 19 525 11 40 121 1,443
Consumption-based asset pricing 1 5 37 1,521 6 22 119 3,062
International Experiences with Securities Transaction Taxes 0 1 3 77 0 7 16 215
Introduction 0 0 0 1 0 0 4 9
Introduction to "Asset Prices and Monetary Policy" 0 0 1 24 0 0 2 54
Introduction to "Risk Aspects of Investment-Based Social Security Reform" 0 0 0 14 0 2 4 90
Investing Retirement Wealth: A Life-Cycle Model 0 0 3 83 0 2 7 269
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 1 16 22 337 6 33 62 755
The Interest Rate Process and the Term Structure of Interest Rates in Japan 0 0 0 30 1 1 3 105
Total Chapters 7 34 92 3,723 30 123 372 8,261


Statistics updated 2019-07-03