The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
Year of publication: |
1995-01
|
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Authors: | Canova, Fabio ; de Nicolò, Gianni |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Calibration | Consumption Based CAPM | Equity Premium | Model Evaluation | Risk Free Rate | Term Structure |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1119 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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