The equity premium in a small open economy and an application to Israel
Year of publication: |
2014
|
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Authors: | Borenstein, Eliezer ; Elkayam, David |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 43.2014, p. 81-99
|
Subject: | Asset pricing | Equity premium | Real business cycle | Small open economy | Stochastic discount factor | Labor supply | Risikoprämie | Risk premium | Kleine offene Volkswirtschaft | CAPM | Israel | Schätzung | Estimation | Schock | Shock | Konjunktur | Business cycle | Real-Business-Cycle-Theorie | Real business cycle model |
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