Open AccessForecasting the Equity Risk Premium with Frequency-Decomposed Predictors
Author(s) -
Gonçalo Faria,
Fabio Verona
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2914027
Subject(s) - risk premium , econometrics , equity premium puzzle , equity (law) , economics , financial economics , business , actuarial science , political science , law
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