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Equity Risk Premia Across Major International Markets

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  • Isabel Gameiro

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  • Isabel Gameiro, 2008. "Equity Risk Premia Across Major International Markets," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:ab200811
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ab200811_e.pdf
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    References listed on IDEAS

    as
    1. Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
    2. Francis X. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
    3. Jonathan Witmer, 2008. "The Cost of Equity in Canada: An International Comparison," Staff Working Papers 08-21, Bank of Canada.
    4. Nikola Tarashev & Kostas Tsatsaronis & Dimitrios Karampatos, 2003. "Investors' attitude towards risk: what can we learn from options?," BIS Quarterly Review, Bank for International Settlements, June.
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