Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
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- Kim, Chang-Jin & Morley, James C & Nelson, Charles R, 2004. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 339-360, June.
- Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?," Working Papers 0023, University of Washington, Department of Economics.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-04-11 (All new papers)
- NEP-CFN-2001-04-11 (Corporate Finance)
- NEP-ETS-2001-04-11 (Econometric Time Series)
- NEP-FIN-2001-04-11 (Finance)
- NEP-FMK-2001-04-11 (Financial Markets)
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