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publications

(5)

• Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
  Martin Lettau and Sydney Ludvigson Journal of Political Economy 109 1238--1287 (2001)
  to imported by smicha on 2008-04-24 23:09:04
  | URL | BibTeX  
• The macroeconomic effects of government debt in a stochastic growth model
  Sydney Ludvigson Journal of Monetary Economics 38 25--45 (1996)
  to Government debt by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
  Martin Lettau and Sydney Ludvigson Journal of Monetary Economics 49 31--66 (2002)
  to Q-theory by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• The empirical risk-return relation: A factor analysis approach
  Sydney C. Ludvigson and Serena Ng Journal of Financial Economics 83 171--222 (2007)
  to Stock market volatility by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Expected returns and expected dividend growth
  Martin Lettau and Sydney C. Ludvigson Journal of Financial Economics 76 583--626 (2005)
  to Risk premia by smicha on 2008-04-22 15:17:45
  | URL | BibTeX