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Equity Risk Premia Across Major International Markets

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  • Isabel Gameiro

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Suggested Citation

  • Isabel Gameiro, 2008. "Equity Risk Premia Across Major International Markets," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:b200811
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ab200811_e.pdf
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    References listed on IDEAS

    as
    1. Prasanna Gai & Nicholas Vause, 2006. "Measuring Investors' Risk Appetite," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
    2. Francis X. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
    3. Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
    4. Cappiello, Lorenzo & Manganelli, Simone & Kadareja, Arjan, 2008. "The impact of the euro on equity markets: a country and sector decomposition," Working Paper Series 906, European Central Bank.
    5. Jonathan Witmer, 2008. "The Cost of Equity in Canada: An International Comparison," Staff Working Papers 08-21, Bank of Canada.
    6. Vanda Almeida & Ricardo Félix, 2006. "Computing Potential Output and the Output Gap for the Portuguese Economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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    Cited by:

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