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)

    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
    Volume18

    Cite this

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