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subject:"Share price"
subject:"Stock index"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Chernov, Mikhail"
~person:"Ludvigson, Sydney C."
~subject:"Business cycle"
~type_genre:"Working Paper"
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Estimation
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7
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Chernov, Mikhail
Ludvigson, Sydney C.
Lettau, Martin
6
Massa, Massimo
6
Forni, Mario
5
Bachmann, Ruediger
4
Favero, Carlo A.
4
Gambetti, Luca
4
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4
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4
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4
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4
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4
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4
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3
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3
Bianchi, Francesco
3
Duro, Miguel
3
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3
Lippi, Marco
3
Ljungqvist, Alexander
3
Ormazabal, Gaizka
3
Ours, Jan C. van
3
Rubio-Ramírez, Juan Francisco
3
Sala, Luca
3
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2
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2
Badia, Marc
2
Berg, Gerard J. van den
2
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2
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2
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2
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2
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2
Giavazzi, Francesco
2
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2
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Discussion paper / Centre for Economic Policy Research
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6
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1
Working papers / Department of Economics
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ECONIS (ZBW)
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1
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
2
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
3
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
4
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
5
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
Persistent link: https://www.econbiz.de/10011494133
Saved in:
6
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
7
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
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