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A Factor Analysis of Bond Risk...
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The empirical risk–return relation: A factor analysis approach
Ludvigson, Sydney C.
;
Ng, Serena
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 171-222
Persistent link: https://www.econbiz.de/10007391043
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Macro Factors in Bond Risk Premia
Ludvigson, Sydney C.
;
Ng, Serena
- In:
The review of financial studies
22
(
2013
)
12
,
pp. 5027-5026
Persistent link: https://www.econbiz.de/10010114700
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3
A FACTOR ANALYSIS OF BOND RISK PREMIA
Ludvigson, Sydney C.
;
Ng, Serena
-
2009
Persistent link: https://www.econbiz.de/10008299735
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4
MACRO FACTORS IN BOND RISK PREMIA
Ludvigson, Sydney C.
;
Ng, Serena
-
2005
Persistent link: https://www.econbiz.de/10006957265
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5
Shorter Papers - Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?
Ludvigson, Sydney C.
;
Michaelides, Alexander
- In:
The American economic review
91
(
2001
)
3
,
pp. 631-647
Persistent link: https://www.econbiz.de/10006831987
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6
Expected returns and expected dividend growth
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 583-626
Persistent link: https://www.econbiz.de/10006500588
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7
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/10008180171
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8
Land of addicts? an empirical investigation of habit-based asset pricing models
Chen, Xiaohong
;
Ludvigson, Sydney C.
- In:
Journal of applied econometrics
24
(
2009
)
7
,
pp. 1057-1094
Persistent link: https://www.econbiz.de/10008322167
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9
INVESTOR INFORMATION, LONG-RUN RISK, AND THE DURATION OF RISKY CASH-FLOWS
Croce, Mariano M.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2007
Persistent link: https://www.econbiz.de/10007603209
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10
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica A.
- In:
The review of financial studies
21
(
2013
)
4
,
pp. 1653-1652
Persistent link: https://www.econbiz.de/10010113754
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