Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment

Martin Lettau and Sydney Ludvigson

Journal of Monetary Economics, 2002, vol. 49, issue 1, 31-66

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (70)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-3932(01)00097-6
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:moneco:v:49:y:2002:i:1:p:31-66

Access Statistics for this article

Journal of Monetary Economics is currently edited by R. G. King and C. I. Plosser

More articles in Journal of Monetary Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().