John Cochrane - Dokumente zum Namen - alle Infos bei Yasni.de

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New Facts in Finance by John H. Cochrane :: SSRN

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The last 15 years have seen a revolution in the way financial economists understand the world around us. We once thought that stock and bond returns were essent

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Explaining the Variance of Price Dividend Ratios by John H. Cochrane...

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This paper presents a bound on the variance of the price-dividend ratio and a decomposition of the variance of the price-dividend ratio into components that ref

Macro-Finance by John H. Cochrane :: SSRN

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Macro-finance addresses the link between asset prices and economic fluctuations. Many models reflect the same rough idea: the market's ability to bear risk var

Continuous-Time Linear Models by John H. Cochrane :: SSRN

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I translate familiar concepts of discrete-time time-series to continuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and di

Financial Markets and the Real Economy by John H. Cochrane :: SSRN

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The author surveys work on the intersection between macroeconomics and finance. The challenge is to find the right measure of “bad times,” rises in the marginal

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Dokumente zum Namen John Cochrane

New Facts in Finance by John H. Cochrane :: SSRN

File:Thomas-john-cochrane.jpg - Wikimedia Commons

Explaining the Variance of Price Dividend Ratios by John H. Cochrane...

Macro-Finance by John H. Cochrane :: SSRN

Continuous-Time Linear Models by John H. Cochrane :: SSRN

Financial Markets and the Real Economy by John H. Cochrane :: SSRN