Equity-Premium Puzzle: Evidence From Brazilian Data
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- Cysne, Rubens Penha, 2005. "Equity-premium puzzle: evidence from Brazilian data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 586, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
References listed on IDEAS
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Cited by:
- Bonomo, Marco Antônio Cesar & Terra, Maria Cristina T., 2005. "Special interests and political business cycles," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 597, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- de Farias Neto, Joao Jose, 2008. "S-shaped utility, subprime crash and the black swan," MPRA Paper 12122, University Library of Munich, Germany.
- Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005.
"Estimating the stochastic discount factor without a utility function,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
583, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Fabio Araujo & Joao Victor Issler, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Computing in Economics and Finance 2005 202, Society for Computational Economics.
- Flôres Junior, Renato Galvão & Watanuki, Masakazu, 2006. "Integration options for mercosul - an investigation Uusing the AMIDA Model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 610, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Barbosa, Fernando de Holanda, 2005. "The contagion effect of public debt on monetary policy: the brazilian experience," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 591, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Cysne, Rubens Penha, 2006. "Income inequality in a job-search model with heterogeneous discount factors: (revised version, forthcoming 2006, Revista Economia)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 611, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Cysne, Rubens Penha, 2006. "An intra-household approach to the welfare costs of inflation (Revised Version, Forthcoming 2006, Estudos Econômicos)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 612, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-12-01 (Finance)
- NEP-UPT-2005-12-01 (Utility Models and Prospect Theory)
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