NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Martin Lettau

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

January 2014Origins of Stock Market Fluctuations
with Daniel L. Greenwald, Sydney C. Ludvigson: w19818
February 2013Conditional Risk Premia in Currency Markets and Other Asset Classes
with Matteo Maggiori, Michael Weber: w18844
April 2011Shocks and Crashes
with Sydney C. Ludvigson: w16996
January 2009The Term Structures of Equity and Interest Rates
with Jessica A. Wachter: w14698
February 2007Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows
with Mariano M. Croce, Sydney C. Ludvigson: w12912
March 2006Reconciling the Return Predictability Evidence
with Stijn Van Nieuwerburgh: w12109
September 2005Euler Equation Errors
with Sydney C. Ludvigson: w11606
February 2005Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
with Jessica Wachter: w11144
February 2004The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
with Sydney C. Ludvigson, Jessica A. Wachter: w10270
July 2003Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
with Sydney Ludvigson: w9848
April 2003Expected Returns and Expected Dividend Growth
with Sydney Ludvigson: w9605
March 2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
with John Y. Campbell, Burton G. Malkiel, Yexiao Xu: w7590
May 1999Dispersion and Volatility in Stock Returns: An Empirical Investigation
with John Y. Campbell: w7144

Contact and additional information for this authorAll publicationsWorking Papers only

 
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