2002 - Fellow of Alfred P. Sloan Foundation
Consumption, Aggregate Wealth, and Expected Stock Returns
Martin Lettau;Sydney Ludvigson.
Journal of Finance (2001)
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
Martin Lettau;Sydney Ludvigson.
Journal of Political Economy (2001)
Macro Factors in Bond Risk Premia
Sydney C. Ludvigson;Serena Ng.
Review of Financial Studies (2009)
Consumer Confidence and Consumer Spending
Sydney C. Ludvigson.
Journal of Economic Perspectives (2004)
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
Martin Lettau;Sydney C. Ludvigson.
The American Economic Review (2004)
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.
Social Science Research Network (1999)
The empirical risk–return relation: A factor analysis approach ☆
Sydney C. Ludvigson;Serena Ng.
Journal of Financial Economics (2007)
The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium
Jack Favilukis;Sydney C. Ludvigson;Stijn Van Nieuwerburgh.
Journal of Political Economy (2017)
The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
Martin Lettau;Sydney C. Ludvigson;Jessica A. Wachter.
Review of Financial Studies (2008)
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?†
Sydney C. Ludvigson;Sai Ma;Serena Ng.
American Economic Journal: Macroeconomics (2021)
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