Euler equation errors

Review of Economic Dynamics

Volumn 12, Issue 2, 2009, Pages 255-283

  Lettau, Martin ^a,b,c   Ludvigson, Sydney C ^c,d  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CEPR   (United Kingdom)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^d NEW YORK UNIVERSITY   (United States)

Author keywords

Equity premium puzzle; Euler equation; Pricing errors; Recessions

Indexed keywords

EID: 60449111734     PISSN: 10942025     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.red.2008.11.004     Document Type: Article

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