A note on the forward and the equity premium puzzles : two symptoms of the same illness?
Year of publication: |
2015
|
---|---|
Authors: | Costa, Carlos E. da ; Issler, João Victor ; Matos, Paulo |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 2, p. 446-464
|
Subject: | Equity Premium Puzzle | Forward Premium Puzzle | Return-Based Pricing Kernel | Theorie | Theory | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle | CAPM | Kapitaleinkommen | Capital income |
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