Showing results 1 - 7 of 7
May 30, 2023, Paper: "The co-movement of Treasury bonds and stocks is an important indicator for both policy makers and for long-term investors. A positive co-movement between…
April 2023, Paper: "We study cointegrating relationships among fiscal variables and output and use them to introduce a new measure of the government’s fiscal position. In the US…
March 23, 2023, Paper: "Value investing delivers volatile returns, with large draw-downs both in periods of strong stock market performance such as the technology boom of the late…
International Comparative Household Finance. John Y. Campbell, August 15, 2015, Paper. "This paper reviews the literature on international comparative household finance. The paper…
How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market. John Y. Campbell, Benjamin Ranish, September 9, 2012, Paper. "To understand the effects of regulation…
Predicting Financial Distress and the Performance of Distressed Stocks. John Y. Campbell, November 2011, Paper. "The authors examine financially distressed companies’ common stock…
Asset Prices & Monetary Policy. John Campbell, 2008, Book. "Economic growth, low inflation, and financial stability are among the most important goals of policy makers,…