Hueskes, Wouter; Koijen, Ralph S.J.; Vrugt, Evert B.; … - Society for Economic Dynamics - SED - 2011
We use a new data set on dividend futures with maturities up to 10 years to uncover the term structure of risk-adjusted expected dividend growth across three major regions around the world: the US, Europe and Japan. We compare the term structur es of growth before and after the financial crisis...