Movements in the Equity Premium: Evidence from a Time-Varying VAR
Year of publication: |
2007
|
---|---|
Authors: | Santis, Massimiliano De |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 11.2007, 4, p. 1523-1523
|
Publisher: |
Berkeley Electronic Press |
Subject: | equity premium | macroeconomic risk | time varying VAR |
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