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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References listed on IDEAS
- Hui Guo & Zijun Wang & Jian Yang, 2013.
"Time‐Varying Risk–Return Trade‐off in the Stock Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 623-650, June.
- Hui Guo & Zijun Wang & Jian Yang, 2013. "Time-Varying Risk-Return Trade-off in the Stock Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(4), pages 623-650, June.
- Matthieu Gilson & Kim Oosterlinck & Andrey Ukhov, 2015. "Time-Varying Risk Aversion during World War II: Evidence from Belgian Lottery Bond Prices," Working Papers CEB 15-031, ULB -- Universite Libre de Bruxelles.
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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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