The Equity Premium Puzzle: Analysis in Brazil after the Real Plan
Our paper investigates whether there is evidence of an Equity Premium Puzzle (EPP) in Brazil, applying two different methodologies. The EPP was identified by Mehra and Prescott (1985) since the Consumption Capital Asset Pricing Model (CCAPM), when calibrated with reasonable preference parameters, co...
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| Pubblicato in: | BAR - Brazilian Administration Review |
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| Autori principali: | , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Associação Nacional de Pós-Graduação e Pesquisa em Administração
2013
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=84125793007 |
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