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...
שמור ב:
| מחבר ראשי: | |
|---|---|
| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
Bank Indonesia
2019-07-01
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| סדרה: | Buletin Ekonomi Moneter dan Perbankan |
| נושאים: | |
| גישה מקוונת: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1088 |
| תגים: |
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