Discussion paper DP1884 Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model Martin Lettau 31 May 1998 Financial Economics International Macroeconomics E13 G12
Discussion paper DP1795 Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Martin Lettau 31 Jan 1998 Financial Economics International Macroeconomics E44 G11 G12
Discussion paper DP1678 Preferences, Consumption Smoothing, and Risk Premia Harald Uhlig Martin Lettau 7 Jul 1997 Financial Economics International Macroeconomics E21 E44 G12