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Publications by Sydney Ludvigson

A Factor Analysis of Bond Risk Premia

Handbook of Empirical Economics and Finance

English

Advances in Consumption-Based Asset Pricing: Empirical Tests

English

Measuring Uncertainty

English

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

Journal of Political Economy

English

A Factor Analysis of Bond Risk Premia

English

Approximation Bias in Linearized Euler Equations

English