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tay's as good as cay: reply

Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22

Persistent link: https://www.econbiz.de/10002685533

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/10003427571

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

Comment on: Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment

Eberly, Janice C. - In: Journal of monetary economics 49 (2002) 1, pp. 67-74

Persistent link: https://www.econbiz.de/10001641088

Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying

Lettau, Martin; Ludvigson, Sydney C. - In: Journal of political economy 109 (2001) 6, pp. 1238-1287

Persistent link: https://www.econbiz.de/10001631589

Resurrecting the (C)CAPM : a cross-sectional test when risk premia are time-varying

Lettau, Martin; Ludvigson, Sydney C. - 1999

Persistent link: https://www.econbiz.de/10001445447

Comment on: pseudo-true SDFs in conditional asset pricing models

Ludvigson, Sydney C. - In: Journal of financial econometrics 18 (2020) 4, pp. 721-728

Persistent link: https://www.econbiz.de/10012405517

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. 1057-1093

Persistent link: https://www.econbiz.de/10003931091

An estimation of economic models with recursive preferences

Chen, Xiaohong (contributor); Favilukis, Jack (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003616319

An estimation of economic models with recursive preferences

Chen, Xiaohong; Favilukis, Jack; Ludvigson, Sydney C. - 2012 - This draft: October 3, 2012

This paper presents estimates of key preference parameters of the Epstein and Zin (1989, 1991) and Weil (1989) (EZW) recursive utility model, evaluates the model's ability to fit asset return data relative to other asset pricing models, and investigates the implications of such estimates for the...

Persistent link: https://www.econbiz.de/10009667007