Time-varying risk premia and the cost of capital
Subtitle: an alternative implication of the q-theory of investment
By: Martin Lettau and Sydney Ludvigson.
Contributors: Ludvigson, Sydney.; Centre for Economic Policy Research.
Series: Discussion paper series -- no. 3103; Discussion paper series (Centre for Economic Policy Research) -- no. 3103.
Publisher: Centre for Economic Policy Research
Published: 2001
Place of publication: London
Language: eng
Number of pages: 61
Notes: Includes bibliographical references.