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Lettau, Martin
31
Ludvigson, Sydney C.
19
Ludvigson, Sydney
14
Campbell, John Y.
5
Wachter, Jessica A.
5
Chen, Xiaohong
4
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4
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Working paper / National Bureau of Economic Research, Inc
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5
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OLC EcoSci
ECONIS (ZBW)
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1
ARTICLES - Consumption, Aggregate Wealth, and Expected Stock Returns
Lettau, Martin
;
Ludvigson, Sydney
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 815-850
Persistent link: https://www.econbiz.de/10006564145
Saved in:
2
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
Lettau, Martin
;
Ludvigson, Sydney
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 31-66
Persistent link: https://www.econbiz.de/10007665560
Saved in:
3
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
Saved in:
4
UNDERSTANDING TREND AND CYCLE IN ASSET VALUES: REEVALUATING THE WEALTH EFFECT ON CONSUMPTION
Lettau, Martin
;
Ludvigson, Sydney
-
2003
Persistent link: https://www.econbiz.de/10006967925
Saved in:
5
Monetary policy transmission through the consumption-wealth channel
Ludvigson, Sydney
;
Steindel, Charles
;
Lettau, Martin
- In:
Economic policy review
8
(
2002
)
1
,
pp. 117-133
Persistent link: https://www.econbiz.de/10009921439
Saved in:
6
Expected returns and expected dividend growth
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 583-626
Persistent link: https://www.econbiz.de/10006500588
Saved in:
7
Shorter Papers - Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The American economic review
94
(
2004
)
1
,
pp. 276-299
Persistent link: https://www.econbiz.de/10006816895
Saved in:
8
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica A.
- In:
The review of financial studies
21
(
2013
)
4
,
pp. 1653-1652
Persistent link: https://www.econbiz.de/10010113754
Saved in:
9
INVESTOR INFORMATION, LONG-RUN RISK, AND THE DURATION OF RISKY CASH-FLOWS
Croce, Mariano M.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2007
Persistent link: https://www.econbiz.de/10007603209
Saved in:
10
Euler equation errors
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Review of economic dynamics
12
(
2009
)
2
,
pp. 255-283
Persistent link: https://www.econbiz.de/10008180171
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