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

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