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The Declining Equity Premium: What Role Does Macroeconomic Risk Play?. (2004). Ludvigson, Sydney ; Lettau, Martin.
In: 2004 Meeting Papers.
RePEc:red:sed004:644.

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Cited: 24

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Cites: 64

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Cocites: 50

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  1. Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2017). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:9:y:2017:i:1:p:1-39.

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  2. Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence. (2012). Steinsson, Jon ; Sergeyev, Dmitriy ; Nakamura, Emi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18128.

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  3. Risks for the Long Run and the Real Exchange Rate. (2011). Colacito, Riccardo ; Croce, Mariano M..
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/659238.

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  4. Evolution of heterogeneous beliefs and asset overvaluation. (2009). Shapiro, Dmitry.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:45:y:2009:i:3-4:p:277-292.

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  5. The determinants of stock and bond return comovements. (2007). Inghelbrecht, Koen ; Bekaert, Geert.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200711-27.

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  6. Macro volatility in a model of the UK Gilt edged bond market. (2007). Spencer, Peter.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:73.

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  7. Are stock prices too volatile to be justified by the dividend discount model?. (2007). Salih, Aslhan Altay ; Ok, Suleyman Tulu ; Akdeniz, Levent.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:376:y:2007:i:c:p:433-444.

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  8. Multifrequency news and stock returns. (2007). Fisher, Adlai ; Calvet, Laurent.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:1:p:178-212.

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  9. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:29.

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  10. Multifrequency Jump-Diffusions: An Equilibrium Approach. (2006). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12797.

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  11. Equity Premia with Benchmark Levels of Consumption: Closed-Form Results. (2006). Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12290.

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  12. Reconciling the Return Predictability Evidence. (2006). Van Nieuwerburgh, Stijn ; Lettau, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12109.

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  13. Macroeconomic volatility and the equity premium. (2006). Sill, Keith.
    In: Working Papers.
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  14. Was there a Nasdaq bubble in the late 1990s?. (2006). Pastor, Lubos ; Veronesi, Pietro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:81:y:2006:i:1:p:61-100.

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  15. Stock prices-inflation puzzle and the predictability of stock market returns. (2006). Boucher, Christophe.
    In: Economics Letters.
    RePEc:eee:ecolet:v:90:y:2006:i:2:p:205-212.

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  16. Information Quality and Stock Returns Revisited. (2005). d'Addona, Stefano ; Brevik, Frode.
    In: Finance.
    RePEc:wpa:wuwpfi:0511006.

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  17. Information Quality and Stock Returns Revisited. (2005). d'Addona, Stefano ; Brevik, Frode.
    In: University of St. Gallen Department of Economics working paper series 2005.
    RePEc:usg:dp2005:2005-24.

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  18. Uninsured Risks, Loan Contracts and the Declining Equity Premium. (2005). Basu, Parantap ; Banerjee, Sanjay.
    In: CDMA Conference Paper Series.
    RePEc:san:cdmacp:0502.

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  19. Risks For The Long Run And The Real Exchange Rate. (2005). Croce, Mariano ; Colacito, Riccardo.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:794.

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  20. Consumption Strikes Back?: Measuring Long-Run Risk. (2005). Li, Nan ; Hansen, Lars ; Heaton, John .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11476.

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  21. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11441.

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  22. Stock market volatility and the Great Moderation. (2005). Campbell, Sean D..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-47.

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  23. Alternative Methods for Projecting Equity Returns: Implications for Evaluating Social Security Reform Proposals. (2005). Sabelhaus, John.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:8:y:2005:i:1:p:43-63.

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  24. Macroeconomic volatility, predictability and uncertainty in the Great Moderation: evidence from the survey of professional forecasters. (2004). Campbell, Sean D..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-52.

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  35. Bankruptcy, Credit Constraints, and Insurance: Some Empirics. (2000). Grant, Charles.
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  36. Estimating Euler Equations. (2000). Low, Hamish ; Attanasio, Orazio.
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  37. On the Analytics of the Dynamic Laffer Curve. (2000). Persson, Mats ; Agell, Jonas.
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  38. On Analytics of the Dynamic Laffer Curve. (2000). Persson, Mats ; Agell, Jonas.
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  39. Unemployment and Consumption: Are Job Losses Less Painful near the Mediterranean?. (2000). Ichino, Andrea ; Bentolila, Samuel.
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  40. On the Analytics of the Dynamic Laffer Curve. (2000). Persson, Mats ; Agell, Jonas.
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  41. Euler Equations and Durable Goods. (1999). Padula, Mario.
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  42. Heterogeneity and the welfare cost of dynamic factor taxes. (1999). Becsi, Zsolt.
    In: FRB Atlanta Working Paper.
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  43. Asset Holding and Consumption Volatility. (1998). Smith, Sarah ; Banks, James ; Attanasio, Orazio ; Tanner, Sarah.
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  44. Estimating binary choice models from cohort data. (1998). Collado, M. Dolores.
    In: Investigaciones Economicas.
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  45. Savings and wealth in the UK: evidence from micro-data. (1996). Smith, Sarah ; Banks, James.
    In: Fiscal Studies.
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  46. Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules. (1995). Attanasio, Orazio.
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  47. The Intertemporal Allocation of Consumption: Theory and Evidence. (1994). Attanasio, Orazio.
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  48. Is Consumption Growth Consistent with Intertemporal Optimization? Evidence from the Consumer Expenditure Survey. (1994). Weber, Guglielmo ; Attanasio, Orazio.
    In: NBER Working Papers.
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  49. Testing the life cycle model consumption: what can we learn from micro and macro data?. (1994). Browning, Martin ; Attanasio, Orazio.
    In: Investigaciones Economicas.
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  50. Consumption over the Life Cycle and over the Business Cycle. (1993). Browning, Martin ; Attanasio, Orazio.
    In: NBER Working Papers.
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