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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"LETTAU, MARTIN"
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Lettau, Martin
29
Ludvigson, Sydney C.
13
Uhlig, Harald
3
Wachter, Jessica
3
Pelger, Markus
2
Bianchi, Francesco
1
Brennan, Michael J.
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Campbell, John Y.
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The review of financial studies
4
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3
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3
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2
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2
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2
The American economic review
2
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1
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1
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1
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1
Journal of economic behavior & organization : JEBO
1
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1
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1
NBER macroeconomics annual
1
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ECONIS (ZBW)
29
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1
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10
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29
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1
Idiosyncratic equity risk two decades later
Campbell, John Y.
;
Lettau, Martin
;
Malkiel, Burton G.
; …
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014370374
Saved in:
2
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 967-1017
Persistent link: https://www.econbiz.de/10013190467
Saved in:
3
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
4
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2274-2325
Persistent link: https://www.econbiz.de/10012244735
Saved in:
5
Exchange-traded funds 101 for economists
Lettau, Martin
;
Madhavan, Ananth Narayan
- In:
The journal of economic perspectives : EP ; a journal …
32
(
2018
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10011862303
Saved in:
6
Investor information, long-run risk, and the term structure of equity
Croce, Mariano M.
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 706-742
Persistent link: https://www.econbiz.de/10011337564
Saved in:
7
Conditional risk premia in currency markets and other asset classes
Lettau, Martin
;
Maggiori, Matteo
;
Weber, Michael
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 107-225
Persistent link: https://www.econbiz.de/10010532263
Saved in:
8
Shocks and crashes
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
NBER macroeconomics annual
28
(
2013
),
pp. 293-382
Persistent link: https://www.econbiz.de/10010493136
Saved in:
9
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica
- In:
Journal of financial economics
101
(
2011
)
1
,
pp. 90-113
Persistent link: https://www.econbiz.de/10009242970
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/10003851251
Saved in:
1
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