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

Sydney Ludvigson, Martin Lettau

    Research output: Contribution to journalArticle

    Original languageEnglish (US)
    Pages (from-to)1238 - 1287
    JournalJournal of Political Economy
    Volume109
    Issue number6
    StatePublished - Dec 2001

    Cite this

    Resurrecting the (C)CAPM : A cross-sectional test when risk premia are time-varying. / Ludvigson, Sydney; Lettau, Martin.

    In: Journal of Political Economy, Vol. 109, No. 6, 12.2001, p. 1238 - 1287.

    Research output: Contribution to journalArticle

    Ludvigson, Sydney ; Lettau, Martin. / Resurrecting the (C)CAPM : A cross-sectional test when risk premia are time-varying. In: Journal of Political Economy. 2001 ; Vol. 109, No. 6. pp. 1238 - 1287.
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