Measuring time-varying equity risk premium in the context of financial crisis : do developed and emerging markets differ?
Hachmi Ben Ameur, Yacouba Gnégné and Fredj Jawadi
| Year of publication: |
2013
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|---|---|
| Authors: | Ameur, Hachmi Ben ; Gnégné, Yacouba ; Jawadi, Fredj |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 16/18, p. 1673-1677
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| Subject: | equity risk premium | financial crisis | developed and emerging markets | CAPM-GARCH-M | Schwellenländer | Emerging economies | Risikoprämie | Risk premium | Finanzkrise | Financial crisis | Entwicklungsländer | Developing countries | Industrieländer | Industrialized countries | CAPM |
| Extent: | graph. Darst. |
|---|---|
| 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/10010222821