Showing results 11 - 20 of 27
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…
Emerging Trends: Asset Pricing. John Y. Campbell, May 15, 2015, Paper. "The modern field of asset pricing is organized around the concept of the stochastic discount factor.…
The Impact of Regulation on Mortgage Risk: Evidence from India. John Y. Campbell, September 2014, Paper. "We employ loan-level data on over a million loans disbursed in India…
Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market. John Y. Campbell, July 2014, Paper. "This paper studies the refinancing behavior of Danish…
Monetary Policy Drivers of Bond and Equity Risks. John Campbell, August 2013, Paper. "The exposure of US Treasury bonds to the stock market has moved considerably over time. While…
Financial Decisions and Markets: A Course in Asset Pricing. John Y. Campbell, August 2013, Book, "This manuscript is based on the second-year PhD course, Asset Pricing, that…
Aligning Incentives at Systemically Important Financial Institutions. David Scharfstein, John Campbell, March 25, 2013, Paper. "UBS recently announced it would pay part of the…
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.…
Mortgage Market Design. John Y. Campbell, 2013, Paper. "This article explores the causes and consequences of cross-country variation in mortgage market structure. It draws on…
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…