Macro determinants of US stock market risk premia in bull and bear markets
Year of publication: |
2013
|
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Authors: | Bätje, Fabian ; Menkhoff, Lukas |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | stock market | risk premia | factor analysis | market states |
Series: | Diskussionsbeitrag ; 520 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 77355758X [GVK] hdl:10419/92948 [Handle] RePEc:han:dpaper:dp-520 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Macro determinants of US stock market risk premia in bull and bear markets
Bätje, Fabian, (2013)
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Macro determinants of U.S. stock market risk premia in bull and bear markets
Baetje, Fabian, (2013)
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de Vincent-Humphreys, Rupert, (2012)
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Predicting the equity premium via its components
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Macro determinants of US stock market risk premia in bull and bear markets
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Bätje, Fabian, (2017)
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