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 DP5355 Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability Martin Lettau Stijn Van Nieuwerburgh 15 Nov 2005 Financial Economics C12 C22 G1
Discussion paper DP5245 Euler Equation Errors Martin Lettau Sydney Ludvigson 23 Sep 2005 Financial Economics International Macroeconomics G10 G12
Discussion paper DP4921 Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium Martin Lettau Jessica Wachter 23 Feb 2005 Financial Economics G10 G12
Discussion paper DP4922 Euler Equation Errors Martin Lettau Sydney Ludvigson 23 Feb 2005 Financial Economics G10 G12
Discussion paper DP3507 Expected Returns and Expected Dividend Growth Martin Lettau Sydney Ludvigson 20 Aug 2002 Financial Economics G10 G12
Discussion paper DP3103 Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics E22 G12
Discussion paper DP3104 Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics E21 E44 G10
Discussion paper DP3105 Measuring and Modelling Variation in the Risk-Return Trade-off Martin Lettau Sydney Ludvigson 12 Dec 2001 Financial Economics G10 G12
Discussion paper DP2882 Robustness of Adaptive Expectations as an Equilibrium Selection Device Timothy Van Zandt Martin Lettau 18 Jul 2001 International Macroeconomics D84 E31
Discussion paper DP2223 Consumption, Aggregate Wealth and Expected Stock Returns Martin Lettau Sydney Ludvigson 30 Sep 1999 Financial Economics International Macroeconomics E21 G10
Discussion paper DP1923 Dispersion and Volatility in Stock Returns: An Empirical Investigation John Y Campbell Martin Lettau Sangjoon Kim 31 Aug 1998 Financial Economics E32 G10