Monetary policy rules and the equity premium in a segmented markets model
Year of publication: |
2022
|
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Authors: | Peng, Yulei ; Zervou, Anastasia |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 73.2022, p. 1-17
|
Subject: | Risk-sharing | Segmented financial markets | Asset prices | Theorie | Theory | Geldpolitik | Monetary policy | Risikoprämie | Risk premium | CAPM | Marktsegmentierung | Market segmentation | Finanzmarkt | Financial market | Regelbindung versus Diskretion | Rules versus discretion |
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