Back to Results
First PageMeta Content
Economics / Volatility / Equity premium puzzle / Robert F. Engle / P/E ratio / Implied volatility / Local volatility / Mathematical finance / Financial economics / Finance


The Declining Equity Premium: What Role Does Macroeconomic Risk Play? Martin Lettau Sydney C. Ludvigson
Add to Reading List

Document Date: 2006-07-12 14:39:35


Open Document

File Size: 481,39 KB

Share Result on Facebook

City

St. Louis / /

Company

NBER Economic Fluctuations and Growth / /

Country

Germany / Switzerland / Netherlands / Italy / Sweden / France / Japan / United States / Canada / Australia / United Kingdom / /

/

Event

Dividend Issuance / /

Facility

University of Illinois / New York University / University of Pennsylvania / /

IndustryTerm

http /

NaturalFeature

Growth fall / /

Organization

New York University / Wharton School / Department of Finance / Department of Economics / University of Pennsylvania / Yale / Stern School of Business / SUNY / Federal Reserve Bank / Alfred P. Sloan Foundation / University of Illinois / C.V. Starr Center / London Business School / Bank of England / NYU / /

Person

Darrel Du / Nelson / Martin Lettau Sydney / Robert Shiller / Timothy Johnson / Karl Walentin / John Heaton / Tom Sargent / Kim / See Lettau / Ray Fair / Diego Comin / Robert Whitelaw / Robert Engle / George Constantinides / Ravi Bansal / Anthony Lynch / Jessica A. Wachter / Robert Hall / Raquel Fernandez / Sydney C. Ludvigson Jessica / Lars Peter Hansen / Van Nieuwerburgh / Pat Kehoe / Matthew Spiegel / Sean Campbell / John Cochrane / John Campbell / Jacob Boudoukh / Ellen McGrattan / /

/

Position

Rt / /

Product

Epstein-Zin / /

ProvinceOrState

Illinois / Connecticut / /

URL

http /

SocialTag