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subject:"United States"
~person:"Ludvigson, Sydney C."
~subject:"ARCH model"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
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ARCH model
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Ludvigson, Sydney C.
Stulz, René M.
28
Caporale, Guglielmo Maria
22
Gupta, Rangan
22
McAleer, Michael
21
Hautsch, Nikolaus
19
Gil-Alaña, Luis A.
16
Hess, Dieter
14
Lettau, Martin
14
Pástor, Ľuboš
13
Veronesi, Pietro
13
Engle, Robert F.
11
Härdle, Wolfgang
11
Massa, Massimo
11
Wagner, Alexander F.
11
Campbell, John Y.
10
Hong, Harrison G.
10
Pierdzioch, Christian
10
Shleifer, Andrei
9
Stein, Jeremy C.
9
Theissen, Erik
9
Allen, David E.
8
Bohl, Martin T.
8
Koopman, Siem Jan
8
Lamont, Owen A.
8
Polk, Christopher
8
Sack, Brian
8
Timmermann, Allan
8
Zeckhauser, Richard
8
Ziegler, Alexandre
8
Bartram, Söhnke M.
7
Bianchi, Francesco
7
Brown, Gregory W.
7
Davis, Steven J.
7
Gompers, Paul A.
7
McGrattan, Ellen R.
7
Miller, Stephen M.
7
Mittnik, Stefan
7
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7
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6
Working paper / National Bureau of Economic Research, Inc.
6
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ECONIS (ZBW)
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1
What explains the COVID-19 stock market?
Cox, Josue
;
Greenwald, Daniel L.
;
Ludvigson, Sydney C.
-
2020
Persistent link: https://www.econbiz.de/10012300453
Saved in:
2
How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2019
Persistent link: https://www.econbiz.de/10012020213
Saved in:
3
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2016
Persistent link: https://www.econbiz.de/10011540476
Saved in:
4
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:
5
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
6
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:
7
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
8
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
Saved in:
9
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2014
Persistent link: https://www.econbiz.de/10010239958
Saved in:
10
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2014
Persistent link: https://www.econbiz.de/10010467583
Saved in:
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