Persistence in the market risk premium : evidence across countries
Year of publication: |
2021
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Martin-Valmayor, Miguel |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 45.2021, 3, p. 413-427
|
Subject: | CAPM | Risk premium | Persistence | Mean reversion | Long memory | Risikoprämie | Zeitreihenanalyse | Time series analysis | Welt | World | Theorie | Theory | Mean Reversion | Schätzung | Estimation |
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