Discusses the use of surveys of economic forecasts to derive a forward-looking estimate of the U.S. equity risk premium relative to government bonds. Overview of the equity risk premium; Prediction of the short-term return spread between stocks and bonds
We estimated the ex-ante equity risk premium for the Republic of Macedonia, which is a young, small ...
Equity risk premiums are a central component of every risk and return model in finance. Given their ...
Today, investors have more cause than ever to ask what returns they can expect from equities, and wh...
The equity premium (market risk premium) is one of the most crucial a basis for consideration of ass...
The equity premium (market risk premium) is one of the most crucial a basis for consideration of ass...
This paper provides an analysis of the predictable components of monthly common stock and bond portf...
AbstractIn this paper we estimate the relation between the equity risk premium and the fundamental m...
We analyze the history of the equity risk premium from surveys of U.S.chief financial officers (CFOs...
Estimates of the equity risk premium implied by analyst forecasts-generally 2-4 %-are often signific...
This paper presents preliminary findings and is being distributed to economists and other interested...
The equity risk premium (ERP) is an essential building block of the market value of risk. In theory,...
Estimating the equity risk premium is difficult in the case of developed economies with mature stock...
Abstract: The expected equity risk premium is arguably the most important number in modern finance w...
useful comments. We are grateful to Ken French and Robert Shiller for providing us with some of the ...
useful comments. We are grateful to Ken French and Robert Shiller for providing us with some of the ...
We estimated the ex-ante equity risk premium for the Republic of Macedonia, which is a young, small ...
Equity risk premiums are a central component of every risk and return model in finance. Given their ...
Today, investors have more cause than ever to ask what returns they can expect from equities, and wh...
The equity premium (market risk premium) is one of the most crucial a basis for consideration of ass...
The equity premium (market risk premium) is one of the most crucial a basis for consideration of ass...
This paper provides an analysis of the predictable components of monthly common stock and bond portf...
AbstractIn this paper we estimate the relation between the equity risk premium and the fundamental m...
We analyze the history of the equity risk premium from surveys of U.S.chief financial officers (CFOs...
Estimates of the equity risk premium implied by analyst forecasts-generally 2-4 %-are often signific...
This paper presents preliminary findings and is being distributed to economists and other interested...
The equity risk premium (ERP) is an essential building block of the market value of risk. In theory,...
Estimating the equity risk premium is difficult in the case of developed economies with mature stock...
Abstract: The expected equity risk premium is arguably the most important number in modern finance w...
useful comments. We are grateful to Ken French and Robert Shiller for providing us with some of the ...
useful comments. We are grateful to Ken French and Robert Shiller for providing us with some of the ...
We estimated the ex-ante equity risk premium for the Republic of Macedonia, which is a young, small ...
Equity risk premiums are a central component of every risk and return model in finance. Given their ...
Today, investors have more cause than ever to ask what returns they can expect from equities, and wh...