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

Review of Financial Studies

Volumn 21, Issue 4, 2008, Pages 1653-1687

  Lettau, Martin ^a,c   Ludvigson, Sydney C ^a   Wachter, Jessica A ^b  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49449105428     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhm020     Document Type: Article

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