ESTIMATING EQUITY RISK PREMIUM: THE CASE OF GREATER CHINA

The expected equity risk premium is a key input of many asset prcing models in …nance. There exist a number of methods to estimate the risk premium. It is also well documented that the risk premium is time-varying. This paper briey reviews two di¤erent approaches. More speci…cally, the historical av...

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Bibliografiske detaljer

Hovedforfatter:	Jie Zhu
Format:	Artigo
Sprog:	Inglês
Udgivet:	Bank Indonesia 2019-07-01
Serier:	Buletin Ekonomi Moneter dan Perbankan
Fag:	Equity risk premium Greater China Relative estimation Required rate of return
Online adgang:	https://www.bmeb-bi.org/index.php/BEMP/article/view/1088
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