Exact Solutions for Expected Rates of Return Under Markov Regime Switching : Implications for the Equity Premium Puzzele.
| Year of publication: |
1992
|
|---|---|
| Authors: | Abel, A.B. |
| Institutions: | Rodney L. White Center for Financial Research, Wharton School of Business |
| Subject: | stock market | risk | economic models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 26 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005245288