Narrow search
Showing 1 - 10 of 448
Cover Image
Capital Share Risk in U.S. Asset Pricing
LETTAU, MARTIN; LUDVIGSON, SYDNEY C.; MA, SAI - In: The Journal of Finance 74 (2019) 4, pp. 1753-1792
Persistent link: https://www.econbiz.de/10012094279
Cover Image
Monetary Policy Transmission through the Consumption-Wealth Channel
Ludvigson, Sydney C.; Steindel, Charles; Lettau, Martin - New York University / Department of Economics; Federal …
Asset market values react to economic news and policychanges, and consumers react to changes in asset marketvalues. The consumption-wealth channel of monetary policyspells out this mechanism: changes in monetary policy affectasset values, which in turn affect consumer spending onnondurable goods...
Persistent link: https://www.econbiz.de/10005869379
Cover Image
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687
Persistent link: https://www.econbiz.de/10003765316
Cover Image
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
Cover Image
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006
Persistent link: https://www.econbiz.de/10003310560
Cover Image
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/10003851251
Cover Image
Measuring and modeling variation in the risk-return trade-off
Lettau, Martin; Ludvigson, Sydney C. - 2010
Persistent link: https://www.econbiz.de/10003900691
Cover Image
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
Cover Image
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
Cover Image
The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2014
Persistent link: https://www.econbiz.de/10010239958