Lettau, Martin : rechercher sur Z-Library

Martin Lettau and Sydney Ludvigson

Année:

2001

Langue:

english

Fichier:

PDF, 857 KB

english, 2001

Consumption, Aggregate Wealth, and Expected Stock Returns

Journal:

Lettau, Martin, Ludvigson, Sydney C.

Année:

2001

Langue:

english

Fichier:

PDF, 784 KB

english, 2001

Shocks and Crashes

Journal:

NBER Macroeconomics Annual

Année:

2014

Langue:

english

Fichier:

PDF, 1.96 MB

english, 2014

Factors That Fit the Time Series and Cross-Section of Stock Returns

Lettau, Martin, Pelger, Markus

Journal:

Review of Financial Studies

Année:

2019

Langue:

english

Fichier:

PDF, 1.89 MB

english, 2019

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

MARTIN LETTAU, JESSICA A. WACHTER

Journal:

Martin Lettau and Sydney C. Ludvigson

Année:

2007

Langue:

english

Fichier:

PDF, 282 KB

english, 2007

Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

Journal:

Lettau, Martin, Madhavan, Ananth

Année:

2004

Langue:

english

Fichier:

PDF, 746 KB

english, 2004

Exchange-Traded Funds 101 for Economists

Journal:

Journal of Economic Perspectives

Année:

2018

Langue:

english

Fichier:

PDF, 744 KB

english, 2018

Consumption, Aggregate Wealth, and Expected Stock Returns

Martin Lettau, Sydney Ludvigson

Journal:

Martin Lettau, Sydney C. Ludvigson

Année:

2001

Langue:

english

Fichier:

PDF, 212 KB

english, 2001

Expected returns and expected dividend growth

Journal:

Journal of Financial Economics

Année:

2005

Langue:

english

Fichier:

PDF, 487 KB

english, 2005

The term structures of equity and interest rates

Martin Lettau, Jessica A. Wachter

Journal:

Journal of Financial Economics

Année:

2011

Langue:

english

Fichier:

PDF, 666 KB

english, 2011

Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

Lettau, Martin, Ludvigson, Sydney

Journal:

Journal of Political Economy

Année:

2001

Langue:

english

Fichier:

PDF, 355 KB

english, 2001

Rules of Thumb versus Dynamic Programming

Martin Lettau and Harald Uhlig

Journal:

Lettau, Martin, Pelger, Markus

Année:

1999

Langue:

english

Fichier:

PDF, 1.57 MB

english, 1999

Factors That Fit the Time Series and Cross-Section of Stock Returns

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 5.09 MB

english, 2018

Explaining the facts with adaptive agents: The case of mutual fund flows

Journal of Economic Dynamics and Control

Journal:

Année:

1997

Langue:

english

Fichier:

PDF, 1.88 MB

english, 1997

Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment

Martin Lettau, Sydney Ludvigson

Journal:

Journal of Monetary Economics

Année:

2002

Langue:

english

Fichier:

PDF, 267 KB

english, 2002

Conditional risk premia in currency markets and other asset classes

Lettau, Martin, Maggiori, Matteo, Weber, Michael

Journal:

Journal of Financial Economics

Année:

2014

Langue:

english

Fichier:

PDF, 1.37 MB

english, 2014

Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?

Lettau, Martin

Journal:

Review of Economics and Statistics

Année:

2002

Langue:

english

Fichier:

PDF, 44 KB

english, 2002

Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?

Review of Economics and Statistics

Journal:

Année:

2002

Langue:

english

Fichier:

PDF, 280 KB

english, 2002

Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

Lettau, Martin, Ludvigson, Sydney C

Journal:

John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu

Année:

2004

Langue:

english

Fichier:

PDF, 188 KB

english, 2004

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

Journal:

Martin Lettau and Jessica A. Wachter

Année:

2001

Langue:

english

Fichier:

PDF, 1.60 MB

english, 2001

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

Journal:

Martin Lettau, Sydney C. Ludvigson and Jessica A. Wachter

Année:

2007

Langue:

english

Fichier:

PDF, 4.16 MB

english, 2007

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Journal:

Review of Financial Studies

Année:

2008

Langue:

english

Fichier:

PDF, 3.44 MB

english, 2008

Rules of Thumb versus Dynamic Programming

Lettau, Martin, Uhlig, Harald

Journal:

Greenwald, Daniel L, Lettau, Martin, Ludvigson, Sydney C

Année:

1999

Langue:

english

Fichier:

PDF, 291 KB

english, 1999

Origins of Stock Market Fluctuations

Journal:

National Bureau of Economic Research Working Paper Series

Année:

2014

Langue:

english

Fichier:

PDF, 651 KB

english, 2014

Handbook of Financial Econometrics: Tools and Techniques || Measuring and Modeling Variation in the Risk-Return Trade-off

Lettau, Martin

Année:

2010

Langue:

english

Fichier:

PDF, 449 KB

english, 2010

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Lettau, Martin, Wachter, Jessica A., Ludvigson, Sydney C.

Journal:

Année:

2004

Langue:

english

Fichier:

PDF, 676 KB

english, 2004

Idiosyncratic Risk and Volatility Bounds, or Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?

Lettau, Martin

Journal:

Lettau, Martin, Maggiori, Matteo, Weber, Michael

Année:

2001

Langue:

english

Fichier:

PDF, 267 KB

english, 2001

Conditional Risk Premia in Currency Markets and Other Asset Classes

Journal:

Lettau, Martin, Pelger, Markus

Année:

2013

Langue:

english

Fichier:

PDF, 492 KB

english, 2013

Estimating latent asset-pricing factors

Journal:

Journal of Econometrics

Année:

2020

Langue:

english

Fichier:

PDF, 1.77 MB

english, 2020

Ein bifunktionelles molekular geprägtes Polymer (MIP): Analyse von Bindung und Katalyse mit einem Thermistor

Kristian Lettau, Axel Warsinke, Martin Katterle, Bengt Danielsson, Frieder W. Scheller

Journal:

Angewandte Chemie

Année:

2006

Langue:

german

Fichier:

PDF, 433 KB

german, 2006

A Bifunctional Molecularly Imprinted Polymer (MIP): Analysis of Binding and Catalysis by a Thermistor

Kristian Lettau, Axel Warsinke, Martin Katterle, Bengt Danielsson, Frieder W. Scheller

Journal:

Angewandte Chemie International Edition

Année:

2006

Langue:

english

Fichier:

PDF, 431 KB

english, 2006

Precise angular distribution measurements for high energetic ions

H. Lettau, H.G. Bohlen, H. Rossner, W. von Oertzen, M. Martin

Journal:

Nuclear Instruments and Methods in Physics Research

Année:

1983

Langue:

english

Fichier:

PDF, 252 KB

english, 1983

Multizenterstudie zur differenzierten Geburtseinleitung mit Prostaglandinen in Abhängigkeit vom Zervixstatus

W. Rath, M. Martin, V. Bredow, K. Macheleidt, H. Keitel, H. W. Gola, A. Hettenbach, R. Lettau, R. Steldinger, I. Frauenklinik, K. T. M. Schneider, D. Lüftner

Journal:

Archives of Gynecology and Obstetrics

Année:

1993

Langue:

german

Fichier:

PDF, 220 KB

german, 1993

In vitro comparison of different carotid artery stents: a pixel-by-pixel analysis using CT angiography and contrast-enhanced MR angiography at 1.5 and 3

Michael Lettau, Annett Sauer, Sabine Heiland, Stefan Rohde, Julia Reinhardt, Martin Bendszus, Stefan Hähnel

Journal:

Neuroradiology

Année:

2010

Langue:

english

Fichier:

PDF, 342 KB

english, 2010

Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models

Martin Lettau, Harald Uhlig

Journal:

The Economic Journal

Année:

2003

Langue:

english

Fichier:

PDF, 175 KB

english, 2003

Can Habit Formation Be Reconciled with Business Cycle Facts?

Journal:

Review of Economic Dynamics

Année:

2000

Langue:

english

Fichier:

PDF, 952 KB

english, 2000

Regulation of FasL expression: A SH3 domain containing protein family involved in the lysosomal association of FasL

Jing Qian, Wenbin Chen, Marcus Lettau, Graziella Podda, Martin Zörnig, Dieter Kabelitz, Ottmar Janssen

Journal:

Cellular Signalling

Année:

2006

Langue:

english

Fichier:

PDF, 2.29 MB

english, 2006

Euler equation errors

Martin Lettau, Sydney C. Ludvigson

Journal:

Review of Economic Dynamics

Année:

2009

Langue:

english

Fichier:

PDF, 1.36 MB

english, 2009

tay's as good as cay: Reply

Martin Lettau, Sydney C. Ludvigson

Journal:

Finance Research Letters

Année:

2005

Langue:

english

Fichier:

PDF, 93 KB

english, 2005

Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions

Martin Lettau, Gang Gong, Willi Semmler

Journal:

Journal of Economic Behavior & Organization

Année:

2001

Langue:

english

Fichier:

PDF, 284 KB

english, 2001

Angiographic CT: in vitro comparison of different carotid artery stents—does stent orientation matter?

Michael Lettau, Martin Bendszus, Stefan Hähnel

Journal:

Neuroradiology

Année:

2013

Langue:

english

Fichier:

PDF, 433 KB

english, 2013

Carotid artery stents on CT angiography: In vitro comparison of different stent designs and sizes using 16-, 64- and 320-row CT scanners

Lettau, Michael, Kotter, Elmar, Bendszus, Martin, Hähnel, Stefan

Journal:

Journal of Neuroradiology

Année:

2014

Langue:

english

Fichier:

PDF, 1.39 MB

english, 2014

Angiographic CT: In vitro comparison of different carotid artery stents using two different angiography systems

Lettau, Michael, Bendszus, Martin, Hähnel, Stefan

Journal:

Journal of Neuroradiology

Année:

2013

Langue:

english

Fichier:

PDF, 1.33 MB

english, 2013

Face selectivity of the C-H bond activation of cyclohexane by the "Bare" first-row transition-metal cations Sc+-Zn+

Seemeyer, Katrin, Schroeder, Detlef, Kempf, Martin, Lettau, Olaf, Mueller, Joern, Schwarz, Helmut

Journal:

Organometallics

Année:

1995

Langue:

english

Fichier:

PDF, 778 KB

english, 1995

Inspecting the Mechanism: Closed-Form Solutions for Asset Prices in Real Business Cycle Models