Long Run Risk Model and Equity Premium Puzzle in Thailand
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More about this item
Keywords
Equity Premium Puzzle; Long-run Risk Model; Long-run Component Risk; Asset Pricing; Generalized Method of Moments;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2021-11-01 (Risk Management)
- NEP-SEA-2021-11-01 (South East Asia)
- NEP-UPT-2021-11-01 (Utility Models and Prospect Theory)
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