The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model
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References listed on IDEAS
- Ellen R. McGrattan & Edward C. Prescott, 2003.
"Average Debt and Equity Returns: Puzzling?,"
American Economic Review,
American Economic Association, vol. 93(2), pages 392-397, May.
- Ellen R. McGrattan & Edward C. Prescott, 2003. "Average debt and equity returns: puzzling?," Staff Report 313, Federal Reserve Bank of Minneapolis.
- Ellen R. McGrattan & Edward C. Prescott, 2003. "Average Debt and Equity Returns: Puzzling?," Levine's Working Paper Archive 506439000000000367, David K. Levine.
- Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-19.
- Robert B. Barsky & J. Bradford De Long, 1991.
"Forecasting Pre-World War I Inflation: The Fisher Effect and the Gold Standard,"
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More about this item
Keywordsexpected share returns; equity risk premium; Tobin’s q; share valuation; macroeconomic factors;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-09-08 (All new papers)
- NEP-CFN-2003-09-08 (Corporate Finance)
- NEP-MAC-2003-09-08 (Macroeconomics)
- NEP-RMG-2003-09-08 (Risk Management)
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