The Equity Risk Premium: Empirical Evidence from Emerging Markets
Year of publication: |
2012
|
---|---|
Authors: | Donadelli, Michael ; Prosperi, Lorenzo |
Institutions: | Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) |
Subject: | Stock markets returns | equity premium puzzle | Equity risk premium |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 1201 |
Classification: | C13 - Estimation ; G12 - Asset Pricing ; G15 - International Financial Markets ; E44 - Financial Markets and the Macroeconomy |
Source: |
-
The equity premium puzzle : pitfalls in estimating the coefficient of relative risk aversion
Donadelli, Michael, (2012)
-
The Equity Risk Premium : Empirical Evidence from Emerging Markets
Donadelli, Michael, (2015)
-
Ambiguity, long-run risks, and asset prices
Wei, Bin, (2021)
- More ...
-
Education vs TFP: Empirical Evidence from The Sub-Saharan Countries
Donadelli, Michael, (2012)
-
On the Dynamics of Industrial Stock Market Excess Returns
Donadelli, Michael, (2013)
-
Risk weighting, private lending and macroeconomic dynamics
Donadelli, Michael, (2019)
- More ...