The Dynamics of Equity Risk Premium : The case of France, Germany, Sweden, United Kingdom and USA

The Dynamics of Equity Risk Premium : The case of France, Germany, Sweden, United Kingdom and USA

Equity risk premium is a financial variable that is surrounded by mystery. Starting from the almost 30 year old equity premium puzzle caused by considerations that equity premium values which are observable in past data imply an implausibly high risk aversion to more recent statements that equity pr...

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Bibliographic Details
Main Author:	Praudins, Atis
Format:	Others
Language:	English
Published:	Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics 2012
Subjects:	Equity risk premium equity risk premium puzzle historical equity premium implied equity premium time series analysis Granger causality
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18270

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