Long Run Risk Model and Equity Premium Puzzle in Thailand
Sartja Duangchaiyoosook, Weerachart T. Kilenthong
| Year of publication: |
2022
|
|---|---|
| Authors: | Sartja Duangchaiyoosook ; Kilenthong, Weerachart T. |
| Published in: |
Southeast Asian journal of economics. - [Bangkok] : [Verlag nicht ermittelbar], ISSN 2465-5120, ZDB-ID 2759961-9. - Vol. 10.2022, 1, p. 133-167
|
| Subject: | equity premium puzzle | long-run risk model | long-run component risk | asset pricing | generalized method of moments | Theorie | Theory | Risikoprämie | Risk premium | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Kapitaleinkommen | Capital income | Thailand | Portfolio-Management | Portfolio selection | Risiko | Risk | Momentenmethode | Method of moments |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013193514