Market risk premium: Required, historical and expected
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References listed on IDEAS
- Philippe Jorion & William N. Goetzmann, 1999. "Global Stock Markets in the Twentieth Century," Journal of Finance, American Finance Association, vol. 54(3), pages 953-980, June.
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- Krzysztof DRACHAL, 2015. "The Structural Stability of a One-Day Risk Premium in View of the Recent Financial Crisis," Expert Journal of Economics, Sprint Investify, vol. 3(2), pages 136-142.
More about this item
Keywordsrequired market risk premium; historical market risk premium; expected market risk premium; risk premium; equity premium; market premium;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
- M21 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics - - - Business Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2004-12-20 (Accounting & Auditing)
- NEP-ALL-2004-12-20 (All new papers)
- NEP-FIN-2004-12-20 (Finance)
- NEP-FIN-2004-12-22 (Finance)
- NEP-RMG-2004-12-20 (Risk Management)
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