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Using yield spreads to estimate expected returns on debt and equity
Cooper, Ian (contributor); Davydenko, Sergei A. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996452
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Global evidence on the equity risk premium
Dimson, Elroy (contributor); Marsh, Paul (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776937
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The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid (contributor); Makarov, Igor (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777044
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Stock market mean reversion and the optimal equity allocation of a long-lived investor
Campbell, John Y.; Cocco, João F.; Gomes, Francisco J.; … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700527
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How large is the inflation risk premium in the US nominal term structure?
Buraschi, Andrea (contributor); Jiltsov, Alexei (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700577
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Using yield spread to estimate expected returns on debt and equity
Cooper, Ian (contributor); Davydenko, Sergei A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845238