Estimating the conditional equity risk premium in African frontier markets
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DOI: 10.1016/j.ribaf.2018.09.015
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More about this item
Keywords
Predictive equity risk premium; Stochastic discount factor; Bilinear GARCH; African frontier Markets;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
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