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Two trees
Cochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro - In: The review of financial studies 21 (2008) 1, pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
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International risk sharing is better than you think : or exchange rates are much too smooth
Brandt, Michael W. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10003732449
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International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - In: Journal of monetary economics 53 (2006) 4, pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
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International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001599163
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
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Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: Journal of financial economics 62 (2001) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
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Shocks
Cochrane, John H. - 1994
Persistent link: https://www.econbiz.de/10000885222
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Volatility tests and efficient markets : a review essay
Cochrane, John H. - 1991
Persistent link: https://www.econbiz.de/10000808241
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779