Cappiello, Lorenzo (contributor); … - 2005
results 12
5.2 Results for excess returns on stocks 15
5.2.1 Market risk premium 15
5.2.2 Inflation risk premium 16
5 ….3 Results for excess returns on
short-term bonds 16
5.3.1 Market risk premium 16
5.3.2 Inflation risk premium 17
5.4 Results for … excess returns on
long-term bonds 17
17
5.4.2 Inflation risk premium 18
6. Summary of results and conclusions 18
References …