Showing 1 - 10 of 31
Persistent link: https://www.econbiz.de/10012407029
Persistent link: https://www.econbiz.de/10012822220
The equity risk premium (ERP) in BRIC markets is, on average, significantly higher than that in the US market. This paper employs an endowment economy with recursive preferences and long-run risk to explain the ERP generated by a portfolio of BRIC equity indices. The combination of recursive...
Persistent link: https://www.econbiz.de/10011264521
Persistent link: https://www.econbiz.de/10013364410
Persistent link: https://www.econbiz.de/10013461275
Persistent link: https://www.econbiz.de/10012005624
Persistent link: https://www.econbiz.de/10011817488
Persistent link: https://www.econbiz.de/10011526435
Persistent link: https://www.econbiz.de/10012095208
Persistent link: https://www.econbiz.de/10012097892