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

Sydney Ludvigson, Martin Lettau

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Original language	English (US)
Title of host publication	Financial Markets and the Real Economy
Editors	John H. Cochrane
Publisher	Edward Elgar Publishing
State	Published - 2006

Name	The International Library of Critical Writings in Financial Economics
Volume	18

Cite this

Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying. / Ludvigson, Sydney; Lettau, Martin.
Financial Markets and the Real Economy. ed. / John H. Cochrane. Edward Elgar Publishing, 2006. (The International Library of Critical Writings in Financial Economics; Vol. 18).

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

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