Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying

Sydney Ludvigson, Martin Lettau

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	1238 - 1287
Journal	Journal of Political Economy
Volume	109
Issue number	6
State	Published - Dec 2001

Cite this

@article{b95f512b01544036942b688fdd8fdf9f,

title = "Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying",

author = "Sydney Ludvigson and Martin Lettau",

year = "2001",

month = dec,

language = "English (US)",

volume = "109",

pages = "1238 -- 1287",

journal = "Journal of Political Economy",

issn = "0022-3808",

publisher = "University of Chicago Press",

number = "6",

}