Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Allan Hodgson and John Okunev
| Year of publication: |
2022
|
|---|---|
| Authors: | Hodgson, Allan ; Okunev, John |
| Subject: | deviations in ex ante and ex post risk premiums | ex-ante risk premiums | Non-stationary risk premiums | Risikoprämie | Risk premium | USA | United States | Theorie | Theory | Großbritannien | United Kingdom | CAPM | Mean Reversion | Mean reversion | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.2007150 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532260