John H. Cochrane : Citation Profile


Are you John H. Cochrane?

Stanford University (88% share)
University of Chicago (10% share)
National Bureau of Economic Research (NBER) (2% share)

35

H index

49

i10 index

7372

Citations

RESEARCH PRODUCTION:

48

Articles

62

Papers

1

Books

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 254
   Journals where John H. Cochrane has often published
   Relations with other researchers
   Recent citing documents: 749.    Total self citations: 43 (0.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco57
   Updated: 2019-02-13    RAS profile: 2017-08-15    
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Relations with other researchers


Works with:

Campbell, John (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with John H. Cochrane.

Is cited by:

Bekaert, Geert (49)

Zhang, Lu (45)

Lettau, Martin (38)

Campbell, John (37)

Piazzesi, Monika (37)

Wachter, Jessica (36)

Swanson, Eric (36)

Lustig, Hanno (35)

Sousa, Ricardo (33)

Constantinides, George (32)

Uhlig, Harald (32)

Cites to:

Campbell, John (53)

Shiller, Robert (28)

French, Kenneth (25)

Fama, Eugene (22)

Woodford, Michael (20)

Lucas, Robert (19)

Hansen, Lars (18)

Mankiw, N. Gregory (16)

Piazzesi, Monika (16)

Stambaugh, Robert (14)

Sargent, Thomas (14)

Main data


Where John H. Cochrane has published?


Journals with more than one article published# docs
Journal of Political Economy9
Journal of Monetary Economics5
Journal of Finance4
Economic Perspectives3
Review of Financial Studies3
American Economic Review3
Journal of Economic Dynamics and Control3
Foundations and Trends(R) in Finance2
Journal of Applied Corporate Finance2
European Economic Review2

Working Papers Series with more than one paper published# docs
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA3
Economics Working Papers / Hoover Institution, Stanford University2
Scholarly Articles / Harvard University Department of Economics2

Recent works citing John H. Cochrane (2018 and 2017)


YearTitle of citing document
2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2018Forecasting Net Charge-Off Rates of Banks: A PLS Approach. (2018). Kim, Hyeongwoo ; Shen, Xuan ; Maglic, Stevan ; Lee, Kangbok ; Joo, Sunghoon ; Barth, James . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-03.

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2017Clearing Up the Fiscal Multiplier Morass. (2017). Traum, Nora ; Leeper, Eric ; Walker, Todd B. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2409-54.

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2017Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Selection in Health Insurance Markets and Its Policy Remedies. (2017). Layton, Timothy ; Geruso, Michael. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:4:p:23-50.

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2018The State of New Keynesian Economics: A Partial Assessment. (2018). Gali, Jordi. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:87-112.

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2017Time variant risk preferences in agriculture: evidences from Italy. (2017). Finger, Robert ; Difalco, Salvatore ; di Falco, Salvatore ; Bozzola, Martina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258365.

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2018The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1604.04872.

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2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1612.01302.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Perfect hedging under endogenous permanent market impacts. (2017). Fukasawa, Masaaki ; Stadje, Mitja. In: Papers. RePEc:arx:papers:1702.01385.

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2017Existence, uniqueness and stability of optimal portfolios of eligible assets. (2017). Koch-Medina, Pablo ; Baes, Michel ; Munari, Cosimo. In: Papers. RePEc:arx:papers:1702.01936.

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2017Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1704.02505.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2018Surplus-invariant risk measures. (2018). Gao, Niushan ; Munari, Cosimo. In: Papers. RePEc:arx:papers:1707.04949.

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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2018Consumption smoothing in the working-class households of interwar Japan. (2018). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737.

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2018An incomplete equilibrium with a stochastic annuity. (2018). Weston, Kim ; Zitkovic, Gordan. In: Papers. RePEc:arx:papers:1809.05947.

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2018Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor H. In: Papers. RePEc:arx:papers:1810.05287.

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2018A six-factor asset pricing model. (2018). Roy, Rahul ; Shijin, Santhakumar. In: Papers. RePEc:arx:papers:1810.07790.

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2018Duesenberrys Theory of Consumption: Habit, Learning, and Ratcheting. (2018). Choi, Kyoung Jin ; Koo, Hyeng Keun ; Jeon, Junkee. In: Papers. RePEc:arx:papers:1812.10038.

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2018Asset Markets, Credit Markets, and Inequality: Distributional Changes in Housing, 1970-2016. (2018). Orlando, Anthony. In: ERES. RePEc:arz:wpaper:eres2018_182.

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2017Market Efficiency of ASEAN Stock Markets. (2017). Shaik, Muneer ; Maheswaran, S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:109-122.

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2018Efficacy of Monetary Policy Instruments on Economic Growth: Evidence from Nigeria. (2018). Tule, Moses K ; Apinran, Martins O ; Ogundele, Oloruntoba S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1239-1256.

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2018Corporate finance strategy via Tunisian venture capital organisms. (2018). Dziri, Houda ; Jarboui, Anis. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2018:p:23-37.

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2018‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios. (2018). Conrad, Christian ; Glas, Alexander. In: Working Papers. RePEc:awi:wpaper:0655.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2018Financial Regulation and Government Revenue: The Effects of a Policy Change in Ethiopia. (2018). Limodio, Nicola ; Strobbe, Francesco. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1880.

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2017Volatility Risk and Economic Welfare. (2017). Xu, Shaofeng. In: Staff Working Papers. RePEc:bca:bocawp:17-20.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2018Noisy Monetary Policy. (2018). Dahlhaus, Tatjana ; Gambetti, Luca. In: Staff Working Papers. RePEc:bca:bocawp:18-23.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2018Seeking Safety. (2018). Ahnert, Toni ; Perotti, Enrico. In: Staff Working Papers. RePEc:bca:bocawp:18-41.

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2018Financial markets effects of ECB unconventional monetary policy announcements. (2018). Delle Monache, Davide ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_424_18.

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2017Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno ; Bartoletto, Silvana. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43.

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2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

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2018ECB monetary policy and the euro exchange rate. (2018). Cecioni, Martina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1172_18.

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2017DO DIVIDEND SHOCKS AFFECT EXCESS RETURNS: AN EXPERIMENTAL STUDY. (2017). Draganac, Dragana. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:214:p:45-86.

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2018Monetary Rules, Determinacy and Limited Enforcement. (2018). Mengus, Eric ; Barthélemy, Jean. In: Working papers. RePEc:bfr:banfra:700.

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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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2018Globalisation and consumption risk-sharing in emerging market economies. (2018). Ramos -Francia, Manuel ; Garcia-Verdu, Santiago ; Ramos-Francia, Manuel. In: BIS Papers chapters. RePEc:bis:bisbpc:100-15.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Does sovereign risk in local and foreign currency differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:709.

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2017Capital expenditures and firm performance: evidence from a cross†sectional analysis of stock returns. (2017). Kirby, Chris ; Cordis, Adriana S. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1019-1042.

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2017Call it good, bad or no news? The valuation effect of debt issues. (2017). Zhu, Yushu. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1203-1229.

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2017Economic policy uncertainty in China and stock market expected returns. (2017). Chen, Jian ; Tong, Guoshi ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1265-1286.

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2018Improving equity premium forecasts by incorporating structural break uncertainty. (2018). Tian, Jing ; Zhou, Qing. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:619-656.

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2018Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market. (2018). Manera, Matteo ; Bastianin, Andrea ; Lanza, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:5:p:623-633.

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2017Australian Bond Excess Returns: An Asset Allocation Perspective. (2017). Chen, Rui ; Svec, Jiri ; Wang, Meng. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:163-173.

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2018SIR CHARLES BEAN ON THE UKS DECADE OF SUPER†LOW INTEREST RATES: COMMENT. (2018). Congdon, Tim. In: Economic Affairs. RePEc:bla:ecaffa:v:38:y:2018:i:2:p:257-264.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017Causality between Public Debt and Real Growth in the OECD: A Country-by-country Analysis. (2017). Donayre, Luiggi ; Taivan, Ariuna . In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:2:p:156-170.

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2017Measuring Economic Uncertainty and Its Effects. (2017). Moore, Angus. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:303:p:550-575.

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2017Risk Control: Who Cares?. (2017). Taylor, Nick. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:153-179.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2017Retracted: Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion. (2017). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:836-836.

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2018Market†based estimates of implicit government guarantees in European financial institutions. (2018). Zhao, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:79-112.

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2018Growth options and firm valuation. (2018). Kraft, Holger ; Weiss, Farina ; Schwartz, Eduardo . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:209-238.

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2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

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2018A framework for identifying accounting characteristics for asset pricing models, with an evaluation of book‐to‐price. (2018). Penman, Stephen H ; Tuna, Rem ; Richardson, Scott A ; Reggiani, Francesco . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:488-520.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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2018The relation between bank credit growth and the expected returns of bank stocks. (2018). Gandhi, Priyank. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:610-649.

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2018Are the Fama French factors treated as risk? Evidence from CEO compensation. (2018). Bertomeu, Jeremy ; Liuwatts, Michelle ; Cheynel, Edwige. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:728-774.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2017Social comparisons in consumption, international capital flows and tax competition. (2017). Peng, Shin-Kun ; Shin- Kun Peng, ; Cheng, Yi-Ling ; Chang, Juin-Jen. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:13:y:2017:i:1:p:47-71.

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2017Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394.

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2017Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan. (2017). Koeda, Junko. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:4:p:443-457.

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2018IDENTIFYING VULNERABILITY TO POVERTY: A CRITICAL SURVEY. (2018). Gallardo, Mauricio. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1074-1105.

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2017EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS. (2017). Patro, Dilip ; Wu, Yangru ; Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:223-248.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2017BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE. (2017). Eling, Martin ; Yao, YI ; Jia, Ruo. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:771-809.

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2017Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique. (2017). Nhapulo, Gerson ; Nicolau, Joo. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:28-51.

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2017The Invisible Hand of Rain in Spending: Effect of Rainfall-Driven Agricultural Income on Per Capita Expenditure in Ghana. (2017). Akobeng, Eric. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:98-122.

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2017Oil and Civil Conflict: On and Off (Shore). (2017). Tesei, Andrea ; Nordvik, Frode ; Andersen, Jørgen. In: Working Papers. RePEc:bny:wpaper:0050.

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2017Money-Multiplier Shocks. (2017). Ireland, Peter ; Benati, Luca. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:933.

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2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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2017Central bank sentiment and policy expectations. (2017). Labondance, Fabien ; Hubert, Paul. In: Bank of England working papers. RePEc:boe:boeewp:0648.

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2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

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2017Step away from the zero lower bound: small open economies in a world of secular stagnation. (2017). Thwaites, Gregory ; Corsetti, Giancarlo ; Wolf, Martin ; Mavroeidi, Eleonora. In: Bank of England working papers. RePEc:boe:boeewp:0666.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2018Which External Shock Matters in Small Open Economies? US Economic Policy Uncertainty vs. Global Risk Aversion. (2018). Kim, Youngju ; Lim, Hyunjoon. In: Working Papers. RePEc:bok:wpaper:1829.

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2017Robust test of Long Run Risk and Valuation risk model. (2017). Gopalakrishna, G. In: Working Papers. RePEc:bol:bodewp:wp1107.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2018Reclaiming the University: transforming economics as a discipline. (2018). Heise, Arne. In: The Journal of Philosophical Economics. RePEc:bus:jphile:v:11:y:2018:i:2:n:3.

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2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

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2017Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche. (2017). Carré, Emmanuel ; Lillet, Guillaume ; Carre, Emmanuel. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0271.

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2018One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. (2018). Duarte, Joao ; Mann, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1816.

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2018Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2018). Mohaddes, Kamiar ; Pesaran, H ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1874.

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2018Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2018). Hong, S-Y., ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1877.

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2017The Productivity Puzzle and Misallocation: An Italian Perspective. (2017). Schivardi, Fabiano ; Ottaviano, Gianmarco ; Del Gatto, Massimo ; Hassan, Fadi ; Calligaris, Sara. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1520.

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2017Oil and Civil Conflict: On and Off (Shore). (2017). Tesei, Andrea ; Andersen, Jørgen ; Nordvik, Frode Martin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6346.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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More than 100 citations found, this list is not complete...

John H. Cochrane has edited the books:


YearTitleTypeCited

Works by John H. Cochrane:


YearTitleTypeCited
1989The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. In: American Economic Review.
[Full Text][Citation analysis]
article94
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2001International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! In: University of California at Los Angeles, Anderson Graduate School of Management.
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1991Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics.
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