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~person:"Ludvigson, Sydney C."
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Volatilität"
~type_genre:"Bibliografie"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Kapitaleinkommen
Portfolio-Management
Volatilität
USA
35
United States
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Theorie
22
Theory
22
Estimation
18
Schätzung
18
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Kapitalmarktrendite
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Geldpolitik
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Monetary policy
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Schock
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Shock
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Vermögenseffekt
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Wealth effect
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Financial market
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Finanzmarkt
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1952-2002
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1952-2013
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1959-1996
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Book / Working Paper
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Ludvigson, Sydney C.
McAleer, Michael
92
Diebold, Francis X.
63
Caporale, Guglielmo Maria
55
Campbell, John Y.
53
Bollerslev, Tim
52
Lucas, André
47
Härdle, Wolfgang
46
Andersen, Torben
44
Koopman, Siem Jan
41
Stambaugh, Robert F.
41
Pesaran, M. Hashem
40
Platen, Eckhard
39
Guidolin, Massimo
38
Pierdzioch, Christian
38
Timmermann, Allan
37
Gupta, Rangan
35
Bacchetta, Philippe
34
Pástor, Ľuboš
34
Lux, Thomas
32
Uppal, Raman
32
Chang, Chia-Lin
31
Chiarella, Carl
31
Maurer, Raimond
31
Warnock, Francis E.
30
Gil-Alaña, Luis A.
29
Vries, Casper G. de
28
Gollier, Christian
27
Scaillet, Olivier
27
Brandt, Michael W.
26
Engle, Robert F.
26
Lettau, Martin
26
Hautsch, Nikolaus
25
Hoesli, Martin
25
Van Wincoop, Eric
25
Belke, Ansgar
24
Başak, Suleyman
23
Mitchell, Olivia S.
23
Sentana, Enrique
23
Allen, David E.
22
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Rodney L. White Center for Financial Research
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Discussion paper / Centre for Economic Policy Research
10
Working paper / National Bureau of Economic Research, Inc.
10
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1
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1
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
5
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
6
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:
7
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2014
Persistent link: https://www.econbiz.de/10010239958
Saved in:
8
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:
9
The empirical risk-return relation : a factor analysis approach
Ludvigson, Sydney C.
;
Ng, Serena
-
2005
Persistent link: https://www.econbiz.de/10003020705
Saved in:
10
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
-
1999
Persistent link: https://www.econbiz.de/10001398353
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