Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?

被引：2

作者：

Ben Ameur, Hachmi ^{[1
]}

Gnegne, Yacouba ^{[2
,3
]}

Jawadi, Fredj ^{[4
,5
]}

机构：

[1] INSEEC Business Sch, Paris, France

[2] France Business Sch Campus Amiens, Amiens, France

[3] Univ Auvergne, Amiens, France

[4] Univ Evry, Evry, France

[5] France Business Sch Amiens Campus, Evry, France

来源：

APPLIED ECONOMICS LETTERS | 2013年 / 20卷 / 18期

关键词：

equity risk premium; financial crisis; developed and emerging markets; CAPM-GARCH-M; G15; C32; STOCK RETURNS;

D O I：

10.1080/13504851.2013.829174

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：1673 / 1677

页数：5

共 33 条

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