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Ludvigson, Sydney C.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
7,310 |
Total
Citations
1,977 |
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1.
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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1,082
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275
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2.
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The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
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Lettau, Martin University of California - Haas School of Business Wachter, Jessica A. University of Pennsylvania - Finance Department Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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12 Aug 04
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Last Revised:
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13 Dec 11
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777
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106
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics Wachter, Jessica A. University of Pennsylvania - Finance Department
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106
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics Wachter, Jessica A. University of Pennsylvania - Finance Department
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G12
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Lettau, Martin University of California - Haas School of Business Wachter, Jessica A. University of Pennsylvania - Finance Department Ludvigson, Sydney C. New York University - Department of Economics
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24
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106
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Equity premium, macroeconomic volatility, stock market boom, regime shifts
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Lettau, Martin University of California - Haas School of Business Wachter, Jessica A. University of Pennsylvania - Finance Department Ludvigson, Sydney C. New York University - Department of Economics
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637
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106
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Lettau, Martin University of California - Haas School of Business Wachter, Jessica A. University of Pennsylvania - Finance Department Ludvigson, Sydney C. New York University - Department of Economics
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72
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106
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3.
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Expected Returns and Expected Dividend Growth
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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15 Aug 02
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23 Dec 08
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751
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108
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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108
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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108
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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85
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108
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Risk premia, dividend growth, cash-flow predictability, return predictability
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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39
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108
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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18
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108
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Dividend growth, consumption, cointegration
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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532
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108
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4.
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Consumption, Aggregate Wealth and Expected Stock Returns
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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11 Aug 99
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Last Revised:
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30 Apr 08
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570
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452
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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570
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452
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5.
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Bram, Jason Federal Reserve Bank of New York Ludvigson, Sydney C. New York University - Department of Economics
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565
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37
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consumber confidence, household expenditures
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6.
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The Empirical Risk-Return Relation: A Factor Analysis Approach
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Ng, Serena University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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14 Jul 05
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Last Revised:
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09 Aug 05
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539
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60
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Ng, Serena University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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44
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60
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Ng, Serena University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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495
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60
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Risk-premia, excess returns, stock market volatility
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7.
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The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Nieuwerburgh, Stijn Van affiliation not provided to SSRN
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Posted:
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10 May 10
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Last Revised:
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16 Feb 12
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491
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29
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Nieuwerburgh, Stijn Van affiliation not provided to SSRN
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24
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29
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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30
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29
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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30
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29
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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10 May 10
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Last Revised:
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09 Jan 11
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388
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8.
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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418
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2
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9.
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Euler Equation Errors
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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05 Feb 05
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Last Revised:
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19 Sep 10
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291
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9
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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22
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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24
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Consumption CAPM and pricing errors
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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184
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9
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Pricing errors, consumption-based asset pricing, CRRA utility
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10.
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Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models
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Chen, Xiaohong Yale University - Cowles Foundation Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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20 Nov 03
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Last Revised:
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11 May 09
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259
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44
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Chen, Xiaohong Yale University - Cowles Foundation Ludvigson, Sydney C. New York University - Department of Economics
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43
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44
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Chen, Xiaohong Yale University - Cowles Foundation Ludvigson, Sydney C. New York University - Department of Economics
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216
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44
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11.
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Steindel, Charles Federal Reserve Bank of New York Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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181
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13
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monetary policy transmission
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12.
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An Estimation of Economic Models with Recursive Preferences
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Chen, Xiaohong Yale University - Cowles Foundation Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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14 Mar 08
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Last Revised:
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15 Dec 12
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178
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14
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Chen, Xiaohong Yale University - Cowles Foundation Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics
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30
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14
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Chen, Xiaohong Yale University - Cowles Foundation Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics
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8
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Chen, Xiaohong Yale University - Cowles Foundation Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics
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30
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14
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non-expected utility, recursive utility
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Chen, Xiaohong Yale University - Cowles Foundation Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics
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110
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14
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13.
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Steindel, Charles Federal Reserve Bank of New York Ludvigson, Sydney C. New York University - Department of Economics
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169
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51
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stock markets, consumption
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14.
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Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows
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Croce, Mariano Massimiliano University of North Carolina Kenan-Flagler Business School Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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17 Feb 07
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Last Revised:
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03 Oct 12
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146
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31
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Croce, Mariano Massimiliano University of North Carolina Kenan-Flagler Business School Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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54
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31
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Croce, Mariano Massimiliano University of North Carolina Kenan-Flagler Business School Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Croce, Mariano Massimiliano University of North Carolina Kenan-Flagler Business School Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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66
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15.
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Can Buffer Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?
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Michaelides, Alexander University of Cyprus - Department of Public and Business Administration Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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15 Feb 00
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Last Revised:
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18 Nov 08
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138
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5
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Michaelides, Alexander University of Cyprus - Department of Public and Business Administration Ludvigson, Sydney C. New York University - Department of Economics
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0
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Michaelides, Alexander University of Cyprus - Department of Public and Business Administration Ludvigson, Sydney C. New York University - Department of Economics
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138
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16.
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Elasticities of Substitution in Real Business Cycle Models with Home Production
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Campbell, John Y. Harvard University - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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04 Feb 99
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Last Revised:
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10 Oct 10
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126
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10
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Campbell, John Y. Harvard University - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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15
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Campbell, John Y. Harvard University - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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111
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17.
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Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia are Time-Varying
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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19 Nov 01
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Last Revised:
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30 Apr 08
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107
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315
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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18.
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Advances in Consumption-Based Asset Pricing: Empirical Tests
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Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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28 Feb 11
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Last Revised:
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14 Apr 11
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99
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5
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Ludvigson, Sydney C. New York University - Department of Economics
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27 Mar 11
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14 Apr 11
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63
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Ludvigson, Sydney C. New York University - Department of Economics
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19.
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Shocks and Crashes
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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24 Apr 11
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Last Revised:
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02 May 11
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64
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4
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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structural disturbances, origins, business cycles, macro-finance
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics Barczi, Nathan A Massachusetts Institute of Technology (MIT)
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64
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6
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wealth effect, cointegretion, permanent income
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21.
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Macro Factors in Bond Risk Premia
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Ng, Serena University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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Posted:
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14 Sep 06
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Last Revised:
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29 Jul 10
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48
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97
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Ludvigson, Sydney C. New York University - Department of Economics Ng, Serena Columbia University
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0
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E0, E4, G10, G12
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Ng, Serena University of Michigan at Ann Arbor - Department of Economics Ludvigson, Sydney C. New York University - Department of Economics
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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41
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79
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Wealth effect, cointegration, consumption, asset values
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23.
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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39
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87
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24.
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Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
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34
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25
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Sharpe ratio, expected returns, volatility, consumption
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25.
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Favilukis, Jack London School of Economics & Political Science (LSE) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
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| Posted: |
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13 Jan 12
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Last Revised:
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24 Feb 12
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|
31
(240,772)
|
|
|
| |
|
| |
|
|
|
26.
|
|
|
Lettau, Martin University of California - Haas School of Business Ludvigson, Sydney C. New York University - Department of Economics
|
|
30
(243,454)
|
53
|
|
| |
|
| |
Q-Theory, investment, risk premia
|
|
|
27.
|
|
|
Chen, Xiaohong Yale University - Cowles Foundation Ludvigson, Sydney C. New York University - Department of Economics
|
|
23
(265,097)
|
42
|
|
| |
|
| |
|
|
|
28.
|
|
|
Ludvigson, Sydney C. New York University - Department of Economics Ng, Serena Columbia University
|
|
15
(293,152)
|
9
|
|
| |
|
| |
|
|
|
29.
|
|
|
Paxson, Christina H. Princeton University Ludvigson, Sydney C. New York University - Department of Economics
|
|
15
(293,152)
|
12
|
|
| |
|
| |
|
|
|
30.
|
|
|
Bram, Jason Federal Reserve Bank of New York Ludvigson, Sydney C. New York University - Department of Economics
|
|
11
(307,307)
|
|
|
| |
|
| |
New York City, New York City economy
|
|
|
31.
|
|
|
Favilukis, Jack London School of Economics & Political Science (LSE) Kohn, David New York University (NYU) Ludvigson, Sydney C. New York University - Department of Economics Van Nieuwerburgh, Stijn New York University Stern School of Business, Department of Finance
|
|
8
(316,933)
|
2
|
|
| |
|
| |
|
|
|
32.
|
|
|
Ludvigson, Sydney C. New York University - Department of Economics
|
|
|
|
|
| |
|
| |
|
|
|
33.
|
|
|
Ludvigson, Sydney C. New York University - Department of Economics
|
|
|
|
|
| |
|
| |
|
|