Weak instruments, degree of risk aversion and equity premium : evidence from Singapore, South Korea and Taiwan
Year of publication: |
2023
|
---|---|
Authors: | Lai, Liona ; Tam, Henry |
Published in: |
Asia-Pacific journal of financial studies. - Hoboken, NJ [u.a.] : Wiley-Blackwell, ISSN 2041-6156, ZDB-ID 2548470-9. - Vol. 52.2023, 2, p. 292-317
|
Subject: | East Asian economies | Equity premium | Instrumental variables | Intertemporal substitution | Risk aversion | Südkorea | South Korea | Risikoaversion | Singapur | Singapore | Taiwan | Risikoprämie | Risk premium | CAPM |
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