A new approach to measuring riskiness in the equity market : implications for the risk premium
Turan G. Bali, Nusret Cakici, Fousseni Chabi-Yo
| Year of publication: |
August 2015
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|---|---|
| Authors: | Bali, Turan G. ; Cakici, Nusret ; Chabi-Yo, Fousseni |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 57.2015, p. 101-117
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| Subject: | Time-varying riskiness | Risk-neutral measures | Physical measures | Expected returns | Equity premium | Risikoprämie | Risk premium | CAPM | Messung | Measurement | Kapitaleinkommen | Capital income | Theorie | Theory | Risiko | Risk | Aktienmarkt | Stock market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543805