Predicting the equity premium with a high-threshold risk level and the price of risk

Naresh Bansal, Chris Stivers

Year of publication:	2025
Authors:	Bansal, Naresh K. ; Stivers, Christopher T.
Subject:	investor sentiment \| nonlinear threshold risk-return relation \| stock-market volatility \| Risikoprämie \| Risk premium \| Volatilität \| Volatility \| Risiko \| Risk \| Kapitaleinkommen \| Capital income \| CAPM \| Theorie \| Theory \| Prognoseverfahren \| Forecasting model \| Schätzung \| Estimation \| Anlageverhalten \| Behavioural finance \| Aktienmarkt \| Stock market \| Börsenkurs \| Share price

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