//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Monetary policy transmission t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
99
Theory
96
USA
94
United States
92
Capital income
56
Kapitaleinkommen
56
Estimation
55
Schätzung
54
Private consumption
41
Privater Konsum
41
Börsenkurs
38
Share price
38
Risikoprämie
34
Risiko
32
Risk
32
Risk premium
32
Stock market
28
Wealth
28
Aktienmarkt
27
Volatility
27
Volatilität
27
Vermögen
23
Productivity
17
Capital market returns
16
Consumption (Economics)
16
Forecasting model
16
Kapitalmarktrendite
16
Prognoseverfahren
16
Zeitreihenanalyse
16
Portfolio selection
15
Portfolio-Management
15
Time series analysis
15
Cash Flow
14
Cash flow
14
Estimation theory
14
Schock
14
Schätztheorie
14
Shock
14
Vermögenseffekt
14
more ...
less ...
Online availability
All
Free
21
Undetermined
9
Type of publication
All
Book / Working Paper
30
Article
17
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
47
Author
All
Lettau, Martin
34
Ludvigson, Sydney C.
21
Chen, Xiaohong
7
Wachter, Jessica
7
Maggiori, Matteo
6
Weber, Michael
6
Favilukis, Jack
5
Croce, Mariano M.
3
Wachter, Jessica A.
3
Antoine, Bertille
2
Bianchi, Francesco
2
Ma, Sai
2
Pelger, Markus
2
Proulx, Kevin
2
Renault, Eric
2
Uhlig, Harald
2
Brennan, Michael J.
1
Brunnermeier, Markus Konrad
1
Cox, Josue
1
Croce, Mariano (Max) Massimiliano
1
Eberly, Janice C.
1
Farhi, Emmanuel
1
Gagliardini, Patrick
1
Greenwald, Daniel L.
1
Hansen, Lars Peter
1
Kan, Raymond
1
Koijen, Ralph S. J.
1
Krishnamurthy, Arvind
1
Lustig, Hanno
1
Nagel, Stefan
1
Piazzesi, Monika
1
Robotti, Cesare
1
Ronchetti, Diego
1
Semmler, Willi
1
Wöhrmann, Peter
1
Xia, Yihong
1
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Federal Reserve Bank of New York
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Centre for Economic Policy Research
5
NBER working paper series
5
NBER Working Paper
4
The review of financial studies
3
Journal of financial econometrics
2
Journal of financial economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Staff reports / Federal Reserve Bank of New York
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Finance research letters
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of monetary economics
1
Journal of political economy
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Working paper / Institute for Empirical Research in Economics, University of Zürich
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Idiosyncratic risk an dvolatility bounds, or can models with Idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
- In:
The review of economics and statistics
84
(
2002
)
2
,
pp. 376-380
Persistent link: https://www.econbiz.de/10001692264
Saved in:
8
Inspecting the mechanism : closed-form solutions for asset prices in real business cycle models
Lettau, Martin
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 550-575
Persistent link: https://www.econbiz.de/10001781812
Saved in:
9
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
Saved in:
10
Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422421
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->