Sakowski, Paweł; Ślepaczuk, Robert; Wywiał, Mateusz - In: E-Finanse : finansowy kwartalnik internetowy 12 (2016) 2, pp. 23-35
models to take into account different dynamics of equity excess returns between emerging and developed equity indices … investable equity indices in the period of 2000-2015. Such an approach is proposed to estimate an equity risk premium for a … stocks (either in international or US-only frameworks) and models evaluated for equity indices. Additionally, we observe …