Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Jaroslav Horvath
| Year of publication: |
2020
|
|---|---|
| Authors: | Horvath, Jaroslav |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 112.2020, p. 1-41
|
| Subject: | Bayesian Markov chain Monte Carlo | Consumption disasters | Equity premium | Risikoprämie | Risk premium | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Equity premium puzzle | Theorie | Theory | Schätzung | Estimation | Katastrophe | Disaster | Schwellenländer | Emerging economies | Bayes-Statistik | Bayesian inference | Schock | Shock | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation | Welt | World | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2020.103852 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012502310