A note on the forward and the equity premium puzzles : two symptoms of the same illness?
Carlos E. da Costa and João V. Issler; Paulo F. Matos
| Year of publication: |
2015
|
|---|---|
| Authors: | Costa, Carlos E. da ; Issler, João Victor ; Matos, Paulo |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 19.2015, 2, p. 446-464
|
| Subject: | Equity Premium Puzzle | Forward Premium Puzzle | Return-Based Pricing Kernel | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle | Theorie | Theory | CAPM | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011308637