The forward- and the equity-premium puzzles : a straightforward test of whether they are two symptoms of the same illness
Year of publication: |
março de 2013
|
---|---|
Authors: | Costa, Carlos E. da ; Issler, João Victor ; Matos, Paulo |
Publisher: |
Rio de Janeiro : Escola de Pós-Graduação em Economia da Fundação Getulio Vargas |
Subject: | Equity Premium Puzzle | Forward Premium Puzzle | Return-Based Pricing | Kernel | Equity-Premium-Puzzle | Equity premium puzzle | Risikoprämie | Risk premium | Theorie | Theory | CAPM | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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