Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Year of publication: |
January 2017
|
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Authors: | Bellelah, M. A. ; Bellelah, M. O. ; Ben Ameur, Hachmi ; Hafsia, R. Ben |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part B, p. 851-866
|
Subject: | Financial crisis | Time-varying beta | Conditional CAPM | BEKK | Conditional volatility | Equity premium | Finanzkrise | CAPM | Risikoprämie | Risk premium | Frankreich | France | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | Equity-Premium-Puzzle | Equity premium puzzle | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Betafaktor | Beta risk |
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