Equity premium: Historical, expected, required and implied
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fernández, Pablo & Aguirreamalloa, Javier & Corres, Luis, 2013. "Market Risk Premium Used in 82 Countries in 2012: A Survey with 7,192 Answers," IESE Research Papers D/1059, IESE Business School.
- Prat, Georges, 2013.
"Equity risk premium and time horizon: What do the U.S. secular data say?,"
Economic Modelling, Elsevier, vol. 34(C), pages 76-88.
- Georges Prat, 2010. "Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?," EconomiX Working Papers 2010-22, University of Paris Nanterre, EconomiX.
- Georges Prat, 2012. "Equity risk premium and time horizon: what do the U.S. secular data say?," Working Papers 12-06, Association Française de Cliométrie (AFC).
- David Laidler & William B.P. Robson, 2007. "Ill-Defined Benefits: The Uncertain Present and Brighter Future of Employee Pensions in Canada," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 250, June.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016.
"The interest rate pass-through in the euro area during the sovereign debt crisis,"
Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
- Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113035, Verein für Socialpolitik / German Economic Association.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Discussion Papers 10/2015, Deutsche Bundesbank.
- Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Reserve Bank of New Zealand Discussion Paper Series DP2015/03, Reserve Bank of New Zealand.
- Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009. "Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options," CIRANO Working Papers 2009s-34, CIRANO.
- Fernandez, Pablo, 2006.
"The equity premium in finance and valuation textbooks,"
IESE Research Papers
D/657, IESE Business School.
- Fernandez, Pablo, 2008. "The equity premium in finance and valuation textbooks," IESE Research Papers D/745, IESE Business School.
- Jacob Oded & Allen Michel & Steven P. Feinstein, 2011. "Distortion in corporate valuation: implications of capital structure changes," Managerial Finance, Emerald Group Publishing, vol. 37(8), pages 681-696, July.
- Fernandez, Pablo, 2008. "The equity premium in 100 textbooks," IESE Research Papers D/757, IESE Business School.
More about this item
Keywordsequity premium; equity premium puzzle; required market risk premium; historical market risk premium; expected market risk premium; risk premium; market risk premium; market premium;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2007-02-17 (Financial Markets)
- NEP-HIS-2007-02-17 (Business, Economic & Financial History)
- NEP-IFN-2007-02-17 (International Finance)
- NEP-RMG-2007-02-17 (Risk Management)
- NEP-UPT-2007-02-17 (Utility Models & Prospect Theory)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ebg:iesewp:d-0661. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Noelia Romero). General contact details of provider: http://edirc.repec.org/data/ienaves.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.