The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
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- Fabio Canova & Gianni De Nicolo, 1995. "The equity premium and the risk free rate: A cross country, cross maturity examination," Economics Working Papers 136, Department of Economics and Business, Universitat Pompeu Fabra.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cysne, Rubens Penha, 2005.
"Equity-premium puzzle: evidence from Brazilian data,"
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More about this item
KeywordsCalibration; Consumption Based CAPM; Equity Premium; Model Evaluation; Risk Free Rate; Term Structure;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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