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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:
2
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
(
2008
)
4
,
pp. 1653-1688
Persistent link: https://www.econbiz.de/10008086281
Saved in:
3
THE DECLINING EQUITY PREMIUM: WHAT ROLE DOES MACROECONOMIC RISK PLAY?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica A.
-
2004
Persistent link: https://www.econbiz.de/10006964912
Saved in:
4
WHY IS LONG-HORIZON LESS RISKY? A DURATION-BASED EXPLANATION OF THE VALUE PREMIUM
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10006960426
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
THE TERM STRUCTURES OF EQUITY AND INTEREST RATES
Lettau, Martin
;
Wachter, Jessica A.
-
2009
Persistent link: https://www.econbiz.de/10008177029
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