Showing results 1 - 5 of 5
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…
A Model of Mortgage Default. John Y. Campbell, July 23, 2015, Paper. "In this paper, we solve a dynamic model of households' mortgage decisions incorporating labor income, house…
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. John Y. Campbell, Adi Sunderam, Luis M. Viceira, January 15, 2013, Paper. "The covariance between U.S.…
Understanding Inflation-Indexed Bond Markets. John Campbell, Luis Viceira, May 3, 2009, Paper. "This paper explores the history of inflation-indexed bond markets in the US…
Asset Prices & Monetary Policy. John Campbell, 2008, Book. "Economic growth, low inflation, and financial stability are among the most important goals of policy makers,…