Countercyclical and time-varying reward to risk and the equity premium
Year of publication: |
2023
|
---|---|
Authors: | Antell, Jan ; Vaihekoski, Mika |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 66.2023, p. 1-17
|
Subject: | Business cycles | Conditional asset pricing | Equity premium | Market risk | Reward to risk | Risikoprämie | Risk premium | CAPM | Konjunktur | Business cycle | Risiko | Risk | Theorie | Theory | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Equity premium puzzle |
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