NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Sydney Ludvigson

Working Papers and Chapters

July 2009A Factor Analysis of Bond Risk Premia
with Serena Ng: w15188
February 2007Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows
with Mariano M. Croce, Martin Lettau: w12912
October 2005Macro Factors in Bond Risk Premia
with Serena Ng: w11703
September 2005Euler Equation Errors
with Martin Lettau: w11606
July 2005The Empirical Risk-Return Relation: A Factor Analysis Approach
with Serena Ng: w11477
May 2004Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
with Xiaohong Chen: w10503
February 2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
with Martin Lettau, Jessica A. Wachter: w10270
July 2003Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
with Martin Lettau: w9848
April 2003Expected Returns and Expected Dividend Growth
with Martin Lettau: w9605
March 1999Approximation Bias in Linearized Euler Equations
with Christina H. Paxson: t0236
October 1998Elasticities of Substitution in Real Business Cycle Models with Home Production
with John Y. Campbell: w6763

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