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 proceedingChapter (peer-reviewed)peer-review

    Original languageEnglish (US)
    Title of host publicationFinancial Markets and the Real Economy
    EditorsJohn H. Cochrane
    PublisherEdward Elgar Publishing
    StatePublished - 2006

    Publication series

    NameThe International Library of Critical Writings in Financial Economics

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