Countercyclical and time-varying reward to risk and the equity premium
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DOI: 10.1016/j.ribaf.2023.102017
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More about this item
Keywords
Conditional asset pricing; Equity premium; Reward to risk; Market risk; Business cycles;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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