Disaggregation and the equity premium puzzle
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DOI: 10.1016/j.jempfin.2020.05.002
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Cited by:
- Fujii, Yoichiro & Nakamura, Yutaka, 2021. "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 302-307.
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More about this item
Keywords
Equity premium puzzle; Stocks; Bonds; Interest rates; Consumer Expenditure Survey;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G1 - Financial Economics - - General Financial Markets
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