John H Cochrane

University of Chicago

http://faculty.chicagobooth.edu/john.cochrane/research/Papers/

John H Cochrane is Professor of Finance at the University of Chicago Booth School of Business. His recent finance publications include the book Asset Pricing, and articles on dynamics in stock and bond markets, the volatility of exchange rates, the term structure of interest rates, the returns to venture capital, liquidity premiums in stock prices, the relation between stock prices and business cycles, and option pricing when investors can’t perfectly hedge. His monetary economics publications include articles on the effects of monetary policy, and on the fiscal theory of the price level. He has also written articles on macroeconomics, health insurance, and other topics. He is President of the American Finance Association, a Research Associate of the National Bureau of Economic Research and past director of its asset pricing program, a Fellow of the Econometric Society, and an Adjunct Scholar of the CATO institute. He has been an Editor of the Journal of Political Economy, and associate editor of several journals. Cochrane earned a Bachelor’s degree in Physics at MIT, and earned his Ph.D. in Economics at the University of California at Berkeley.