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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
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Understanding trend and cycle in asset values : reevaluating the wealth effect on consumption
Lettau, Martin; Ludvigson, Sydney C. - In: The American economic review 94 (2004) 1, pp. 276-299
Persistent link: https://www.econbiz.de/10002034948
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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
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The macroeconomic effects of government debt in a stochastic growth model
Ludvigson, Sydney C. - In: Journal of monetary economics 38 (1996) 1, pp. 25-45
Persistent link: https://www.econbiz.de/10001207454
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The channel of monetary transmission to demand : evidence from the market for automobile credit
Ludvigson, Sydney C. - In: Journal of money, credit and banking : JMCB 30 (1998) 3, pp. 365-383
Persistent link: https://www.econbiz.de/10001250041
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Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C. - In: The review of economics and statistics 81 (1999) 3, pp. 434-447
Persistent link: https://www.econbiz.de/10001406168
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Consumer confidence and consumer spending
Ludvigson, Sydney C. - In: The journal of economic perspectives : EP ; a journal … 18 (2004) 2, pp. 29-50
Persistent link: https://www.econbiz.de/10002146548
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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
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Market reactions to the federal reserve's balance sheet normalization plans
Ludvigson, Sydney C. - In: Brookings papers on economic activity : BPEA (2022), pp. 243-258
Persistent link: https://www.econbiz.de/10014324942
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The empirical risk-return relations : 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/10003410385