Financial crisis and market risk premium: Identifying multiple structural changes
The relationship between macroeconomic variables and stock market returns is, by now, well-documented in the literature. However, in this article we examine the long-run relationship between stock and bond markets returns over the period from 1991:11 to 2009:11, using Bai and Perron¿s multiple stru...
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| Publicado no: | INNOVAR. Revista de Ciencias Administrativas y Sociales |
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| Principais autores: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidad Nacional de Colombia
2011
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=81819029012 |
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