The Equity Premium and the Risk Free Rate: A Cross Country, Cross Maturity Examination
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Other versions of this item:
- 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.
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- Cysne, Rubens Penha, 2005.
"Equity-premium puzzle: evidence from Brazilian data,"
FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE)
586, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Rubens Penha Cysne, 2005. "Equity-Premium Puzzle: Evidence From Brazilian Data," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting] 088, ANPEC - AssociaÃ§Ã£o Nacional dos Centros de PÃ³s-GraduaÃ§Ã£o em Economia [Brazilian Association of Graduate Programs in Economics].
- Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
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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