The equity premium : a deeper puzzle
Year of publication: |
2014
|
---|---|
Authors: | Azeredo, Francisco |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 3, p. 347-373
|
Subject: | US consumption growth | Autoregressive process | Structural break | Persistence | Equity premium puzzle | Neoclassical growth model | Risikoprämie | Risk premium | Strukturbruch | Wachstumstheorie | Growth theory | Equity-Premium-Puzzle | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | CAPM | Kapitaleinkommen | Capital income | Privater Konsum | Private consumption |
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