Inferring the Forward Looking Equity Risk Premium from...

Studies in Nonlinear Dynamics and Econometrics 2004 / 01 Vol. 8; Iss. 1

Inferring the Forward Looking Equity Risk Premium from Derivative Prices

Bhar, Ramaprasad, Chiarella, Carl, Runggaldier, Wolfgang J.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
8
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1141
Date:
January, 2004
File:
PDF, 518 KB
english, 2004
Conversion to is in progress
Conversion to is failed