Discussion paper DP17432 Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach Francesco Bianchi Sydney Ludvigson Sai Ma 3 Jul 2022 Financial Economics Monetary Economics and Fluctuations
Discussion paper DP15003 Belief Distortions and Macroeconomic Fluctuations Francesco Bianchi Sydney Ludvigson Sai Ma 6 Jul 2020 Monetary Economics and Fluctuations E7 E27 E32 E17 G4
Discussion paper DP14200 How the Wealth Was Won: Factor Shares as Market Fundamentals Martin Lettau Sydney Ludvigson Dan Greenwald 13 Dec 2019 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP13395 Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? Martin Lettau Sydney Ludvigson Paulo Manoel 14 Dec 2018 Financial Economics
Discussion paper DP12671 Monetary Policy and Asset Valuation Martin Lettau Sydney Ludvigson Francesco Bianchi 31 Jan 2018 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP12628 Capital Share Risk in U.S. Asset Pricing Martin Lettau Sydney Ludvigson Sai Ma 21 Jan 2018 Financial Economics Macroeconomics and Growth G11 G12 E25
Discussion paper DP12275 Monetary Policy and Asset Valuation Francesco Bianchi Martin Lettau Sydney Ludvigson 6 Sep 2017 Financial Economics Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP10335 Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing Martin Lettau Sydney Ludvigson Sai Ma 11 Jan 2015 Financial Economics International Macroeconomics E25 G11 G12
Discussion paper DP10336 Origins of Stock Market Fluctuations Martin Lettau Sydney Ludvigson Dan Greenwald 11 Jan 2015 Financial Economics International Macroeconomics G10 G12 G17
Discussion paper DP5519 The Declining Equity Premium: What Role Does Macroeconomic Risk Play? Martin Lettau Sydney Ludvigson Jessica Wachter 22 Mar 2006 Financial Economics International Macroeconomics G12
Discussion paper DP5245 Euler Equation Errors Martin Lettau Sydney Ludvigson 23 Sep 2005 Financial Economics International Macroeconomics G10 G12
Discussion paper DP4922 Euler Equation Errors Martin Lettau Sydney Ludvigson 23 Feb 2005 Financial Economics G10 G12