Michael Johannes

Latest Institution: Columbia Business School

All Institutions: Centre for Economic Policy Research; Columbia Business School


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Understanding Index Option Returns

Year: 2007
Journal: Review of Financial Studies
Authors: Mark Broadie; Mikhail Chernov; Michael Johannes

Parameter Learning in General Equilibrium: The Asset Pricing Implications

Year: 2013
Journal: American Economic Review
Authors: Pierre Collin-Dufresne; Michael Johannes; Lars A. Lochstoer


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