A note on the relation between the equity risk premium and the term structure
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More about this item
KeywordsEquity Risk Premium; Term Structure; Stochastic Regimes; Nonlinearity; Predictability; G1; E43;
- G1 - Financial Economics - - General Financial Markets
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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