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Sydney C. Ludvigson

Sydney C. Ludvigson

D-Index & Metrics

Economics and Finance

D-Index
59
Citations
26359
World Ranking
849
National Ranking
531

Research.com Recognitions

  • 2002 - Fellow of Alfred P. Sloan Foundation

Overview

Sydney C. Ludvigson is affiliated with New York University in the United States. Their research primarily focuses on the field of Economics, Econometrics, and Finance, with 22 publications contributing to this domain. Subfields of study include Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Accounting, and Modeling and Simulation.

Their scholarly work covers several major topics such as Monetary Policy and Economic Impact, Market Dynamics and Volatility, Financial Markets and Investment Strategies, Global Financial Crisis and Policies, Housing Market and Economics, Banking stability, regulation, efficiency, and COVID-19 epidemiological studies.

Several frequently published venues for Ludvigson's work include:

  • SSRN Electronic Journal
  • Brookings Papers on Economic Activity
  • American Economic Journal Macroeconomics
  • Review of Financial Studies
  • AEA Papers and Proceedings

Ludvigson's recent papers comprise:

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2021), American Economic Journal Macroeconomics
  • Review Article: Perspectives on the Future of Asset Pricing (2020), Review of Financial Studies
  • COVID-19 and the Costs of Deadly Disasters (2021), AEA Papers and Proceedings
  • How the Wealth Was Won: Factor Shares as Market Fundamentals (2024), Journal of Political Economy
  • Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach (2022), SSRN Electronic Journal

Frequent co-authors collaborating with Ludvigson include:

  • Sai Ma
  • Francesco Bianchi
  • Serena Ng
  • Arvind Krishnamurthy
  • Martin Lettau

In 2002, Ludvigson was recognized as a Fellow of the Alfred P. Sloan Foundation.

Best Publications

  • Consumption, Aggregate Wealth, and Expected Stock Returns

    Martin Lettau;Sydney Ludvigson

  • Measuring Uncertainty

    Unknown

  • Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

    Martin Lettau;Sydney Ludvigson

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?†

    Sydney C. Ludvigson;Sai Ma;Serena Ng

  • Macro Factors in Bond Risk Premia

    Sydney C. Ludvigson;Serena Ng

  • Consumer Confidence and Consumer Spending

    Sydney C. Ludvigson

  • The empirical risk–return relation: A factor analysis approach ☆

    Sydney C. Ludvigson;Serena Ng

  • Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

    Martin Lettau;Sydney C. Ludvigson

  • The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium

    Jack Favilukis;Sydney C. Ludvigson;Stijn Van Nieuwerburgh

  • Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia Wre Time-Varying

    Martin Lettau;Martin Lettau;Martin Lettau;Sydney C. Ludvigson;Sydney C. Ludvigson

  • The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

    Martin Lettau;Sydney C. Ludvigson;Jessica A. Wachter

  • Consumption, Aggregate Wealth and Expected Stock Returns

    Martin Lettau;Martin Lettau;Martin Lettau;Sydney C. Ludvigson;Sydney C. Ludvigson

  • Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race

    Jason Bram;Sydney Ludvigson

  • Expected returns and expected dividend growth

    Martin Lettau;Sydney C. Ludvigson

  • Measuring and Modeling Variation in the Risk-Return Trade-off

    Martin Lettau;Sydney C. Ludvigson

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

    Sydney Ludvigson;Sai Ma;Serena Ng

  • Consumption and Credit: A Model of Time-Varying Liquidity Constraints

    Sydney Ludvigson

  • Measuring and Modelling Variation in the Risk-Return Trade-off

    Martin Lettau;Martin Lettau;Martin Lettau;Sydney C. Ludvigson;Sydney C. Ludvigson

  • How Important Is the Stock Market Effect on Consumption

    Sydney Ludvigson;Charles Steindel

  • Land of addicts? An empirical investigation of habit-based asset pricing models

    Xiaohong Chen;Sydney C. Ludvigson

  • Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

    Sydney C. Ludvigson;Sydney C. Ludvigson;Sai Ma;Serena Ng

  • The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

    Martin Lettau;Martin Lettau;Martin Lettau;Jessica A. Wachter;Jessica A. Wachter;Sydney C. Ludvigson;Sydney C. Ludvigson

  • The Empirical Risk-Return Relation: A Factor Analysis Approach

    Serena Ng;Sydney C. Ludvigson;Sydney C. Ludvigson

  • Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying

    Martin Lettau;Sydney Ludvigson

Frequent Co-Authors

Martin Lettau
Martin Lettau University of California, Berkeley
Serena Ng
Serena Ng Columbia University
Stijn Van Nieuwerburgh
Stijn Van Nieuwerburgh Columbia University
Jessica A. Wachter
Jessica A. Wachter University of Pennsylvania
John Y. Campbell
John Y. Campbell Harvard University
Christina Paxson
Christina Paxson Brown University
Thomas J. Sargent
Thomas J. Sargent New York University
Emmanuel Farhi
Emmanuel Farhi Harvard University
Monika Piazzesi
Monika Piazzesi Stanford University
Stefan Nagel
Stefan Nagel University of Chicago

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