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Explaining the Variance of Pri...
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Shocks
Cochrane, John H.
-
1994
Persistent link: https://www.econbiz.de/10000885222
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Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent...
Cochrane, John H.
-
1990
Persistent link: https://www.econbiz.de/10000802322
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3
Volatility tests and efficient markets : a review essay
Cochrane, John H.
-
1991
Persistent link: https://www.econbiz.de/10000808241
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4
Explaining the variance of price dividend ratios
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000778779
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5
Using production based asset pricing to explain the behavior of stock returns over the business cycle
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000782597
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6
The sensitivity of tests of the intertemporal allocation of consumption to near-rational alternatives
Cochrane, John H.
-
1988
Persistent link: https://www.econbiz.de/10000755662
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7
Production based asset pricing
Cochrane, John H.
-
1988
Persistent link: https://www.econbiz.de/10000758088
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8
A test of consumption insurance
Cochrane, John H.
-
1988
Persistent link: https://www.econbiz.de/10000758554
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9
A cross-sectional test of a production-based asset pricing model
Cochrane, John H.
-
1992
Persistent link: https://www.econbiz.de/10000136635
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10
Long-term debt and optimal policy in the fiscal theory of the price level
Cochrane, John H.
-
1998
Persistent link: https://www.econbiz.de/10000679943
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