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The macroeconomic effects of housing wealth, housing finance, and limited risk sharing in general equilibrium
Favilukis, Jack; Ludvigson, Sydney C.; Nieuwerburgh, … - In: Journal of political economy 125 (2017) 1, pp. 140-223
Persistent link: https://www.econbiz.de/10011639289
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Firm volatility in granular networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of political economy 128 (2020) 11, pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
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Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying
Lettau, Martin; Ludvigson, Sydney C. - In: Journal of political economy 109 (2001) 6, pp. 1238-1287
Persistent link: https://www.econbiz.de/10001631589
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Articles - Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
Lettau, Martin; Ludvigson, Sydney - In: Journal of political economy 109 (2001) 6, pp. 1238-1287
Persistent link: https://www.econbiz.de/10007666620