Lettau, Martin, 1966-
Lettau, Martin
Martin Lettau
VIAF ID: 57672529 ( Personal )
Permalink: http://viaf.org/viaf/57672529
Preferred Forms
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- 100 1 _ ‡a Lettau, Martin ‡d 1966-
- 100 1 _ ‡a Lettau, Martin ‡d 1966-
- 100 1 0 ‡a Lettau, Martin, ‡d 1966-
- 100 0 _ ‡a Martin Lettau
4xx's: Alternate Name Forms (3)
5xx's: Related Names (11)
- 510 2 _ ‡a Centre for Economic Policy Research
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Federal Reserve Bank of New York
- 510 2 _ ‡a Leonard N. Stern School of Business
- 510 2 _ ‡a Leonard N. Stern School of Business ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Princeton University
- 510 2 _ ‡a University of California-Berkeley / Walter A. Haas School of Business / Finance Group
- 510 2 _ ‡a Walter A. Haas School of Business
- 510 2 _ ‡a Walter A. Haas School of Business ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Can habit formation be reconciled with business cycle facts? | |
Comment on 'The spirit of capitalism and stock-market prices' by G.S. Bakshi and Z. Chen (AER, 1996) | |
Conditional Risk Premia in Currency Markets and Other Asset Classes | |
Consumption, aggregate wealth and expected stock returns | |
The declining equity premium what role does macroeconomic risk play? | |
Dispersion and volatility in stock returns : an empirical investigation | |
Essays on adaptive learning in macroeconomics and finance, 1994: | |
Estimating an endogenous growth model with public capital and government borrowing | |
Euler equation errors | |
Expected returns and expected dividend growth | |
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? | |
Inspecting the mechanism : the determination of asset prices in the real business cycle model | |
Investor information, long-run risk, and the duration of risky cash-flows | |
Preferences, consumption smoothing, and risk premia | |
A primer on the economics and time series econometrics of wealth effects a comment | |
Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability | |
Resurrecting the (c)CAPM a cross-sectional test when risk premia are time-varying | |
Robustness of adaptive expectations as an equilibrium selection device | |
Rule of thumb and dynamic programming | |
Shocks and crashes | |
The term structures of equity and interest rates | |
Understanding trend and cycle in asset values: reevaluating the wealth effect on consumption | |
Why is long-horizon equity less risky? a duration-based explanation of the value premium |