The declining equity premium: what role does macroeconomic risk play?

Martin Lettau, Sydney Ludvigson and Jessica Wachter ()

Proceedings, 2005

Keywords: Asset pricing; Stock market (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
http://www.federalreserve.gov/events/conferences/rs20050721/program.htm (text/html)

Related works:
Journal Article: The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2008)
Working Paper: The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2006)
Working Paper: The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2004)
Working Paper: The Declining Equity Premium: What Role Does Macroeconomic Risk Play? (2004)
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:fip:fedgpr:y:2005:x:27

Ordering information: This journal article can be ordered from

Access Statistics for this article

More articles in Proceedings from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC.
Bibliographic data for series maintained by Ryan Wolfslayer ; Keisha Fournillier ().