The asymmetric effect of the business cycle on the equity premium
Year of publication: |
May 2007
|
---|---|
Other Persons: | Smith, Peter N. (contributor) ; Sorensen, Steffen (contributor) ; Wickens, Michael R. (contributor) |
Publisher: |
York : Dep. of Economics and Related Studies, Univ. of York |
Subject: | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Konjunktur | Business cycle | CAPM | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1960-2003 |
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