Sydney C. Ludvigson

Expected Returns and Expected Dividend Growth

Year: 2003
Journal: Journal of Financial Economics
Authors: Martin Lettau; Sydney C. Ludvigson

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

Year: 2004
Journal: Review of Financial Studies
Authors: Martin Lettau; Sydney C. Ludvigson; Jessica A. Wachter

Land of Addicts: An Empirical Investigation of Habit-Based Asset Pricing Behavior

Year: 2004
Journal: Journal of Applied Econometrics
Authors: Xiaohong Chen; Sydney C. Ludvigson

The Empirical Risk-Return Relation: A Factor Analysis Approach

Year: 2005
Journal: Journal of Financial Economics
Authors: Sydney C. Ludvigson; Serena Ng

Macro Factors in Bond Risk Premia

Year: 2005
Journal: Review of Financial Studies
Authors: Sydney C. Ludvigson; Serena Ng

Euler Equation Errors

Year: 2005
Journal: Review of Economic Dynamics
Authors: Martin Lettau; Sydney C. Ludvigson

Investor Information, Longrun Risk, and the Term Structure of Equity

Year: 2007
Journal: Review of Financial Studies
Authors: Mariano M. Croce; Martin Lettau; Sydney C. Ludvigson

A Factor Analysis of Bond Risk Premia

Year: 2009
Journal: Empirical Economics
Authors: Sydney C. Ludvigson; Serena Ng

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

Year: 2010
Journal: Journal of Political Economy
Authors: Jack Favilukis; Sydney C. Ludvigson; Stijn Van Nieuwerburgh

An Estimation of Economic Models with Recursive Preferences

Year: 2011
Journal: Quantitative Economics
Authors: Xiaohong Chen; Jack Favilukis; Sydney C. Ludvigson

Shocks and Crashes

Year: 2011
Journal: No Journal Matched
Authors: Martin Lettau; Sydney C. Ludvigson

Advances in Consumption-Based Asset Pricing: Empirical Tests

Year: 2011
Journal: Empirica
Authors: Sydney C. Ludvigson

International Capital Flows and House Prices: Theory and Evidence

Year: 2012
Journal: No Journal Matched
Authors: Jack Favilukis; David Kohn; Sydney C. Ludvigson; Stijn van Nieuwerburgh

Measuring Uncertainty

Year: 2013
Journal: American Economic Review
Authors: Kyle Jurado; Sydney C. Ludvigson; Serena Ng

Origins of Stock Market Fluctuations

Year: 2014
Journal: No Journal Matched
Authors: Daniel L. Greenwald; Martin Lettau; Sydney C. Ludvigson

Foreign Ownership of US Safe Assets: Good or Bad?

Year: 2014
Journal: No Journal Matched
Authors: Jack Favilukis; Sydney C. Ludvigson; Stijn Van Nieuwerburgh

Capital Share Risk in US Asset Pricing

Year: 2014
Journal: Journal of Finance
Authors: Martin Lettau; Sydney C. Ludvigson; Sai Ma

Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response

Year: 2015
Journal: American Economic Journal: Macroeconomics
Authors: Sydney C. Ludvigson; Sai Ma; Serena Ng

Monetary Policy and Asset Valuation

Year: 2016
Journal: Journal of Finance
Authors: Francesco Bianchi; Martin Lettau; Sydney C. Ludvigson

Shock Restricted Structural Vector Autoregressions

Year: 2017
Journal: No Journal Matched
Authors: Sydney C. Ludvigson; Sai Ma; Serena Ng

Characteristics of Mutual Fund Portfolios: Where are the Value Funds?

Year: 2018
Journal: No Journal Matched
Authors: Martin Lettau; Sydney C. Ludvigson; Paulo Manoel

Drivers of the Great Housing Boom-Bust: Credit Conditions, Beliefs, or Both?

Year: 2018
Journal: Real Estate Economics
Authors: Josue Cox; Sydney C. Ludvigson

How the Wealth Was Won: Factors Shares as Market Fundamentals

Year: 2019
Journal: No Journal Matched
Authors: Daniel L. Greenwald; Martin Lettau; Sydney C. Ludvigson

COVID-19 and the Macroeconomic Effects of Costly Disasters

Year: 2020
Journal: No Journal Matched
Authors: Sydney C. Ludvigson; Sai Ma; Serena Ng

Belief Distortions and Macroeconomic Fluctuations

Year: 2020
Journal: American Economic Review
Authors: Francesco Bianchi; Sydney C. Ludvigson; Sai Ma

What Explains the COVID-19 Stock Market?

Year: 2020
Journal: No Journal Matched
Authors: Josue Cox; Daniel L. Greenwald; Sydney C. Ludvigson

Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

Year: 2022
Journal: No Journal Matched
Authors: Francesco Bianchi; Sydney C. Ludvigson; Sai Ma