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The Research Agenda: Sydney Ludvigson on Empirical Evaluation of Economic Theories of Risk Premia

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  • Sydney Ludvigson

    (New York University)

Abstract

Sydney Ludvigson is the William R. Berkley Term Associate Professor at the Department of Economics, New York University. She is interested in asset valuation, equity premia and consumption smoothness.

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Bibliographic Info

Article provided by Review of Economic Dynamics in its journal EconomicDynamics Newsletter.

Volume (Year): 9 (2008)
Issue (Month): 2 (April)
Pages:

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Handle: RePEc:red:ecodyn:v:9:y:2008:i:2:agenda

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References

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  18. Martin Lettau & Sydney Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York.
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  44. repec:spo:wpecon:info:hdl:2441/8644 is not listed on IDEAS
  45. Epstein, Larry G & Zin, Stanley E, 1991. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 263-86, April.
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