Open AccessWhat is the Chance that the Equity Premium Varies over Time? Evidence from Predictive Regressions
Author(s) -
Jessica A. Wachter,
Missaka Warusawitharana
Publication year - 2009
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2009.26
Subject(s) - predictability , econometrics , economics , stock (firearms) , equity premium puzzle , dividend , inference , bayesian inference , equity (law) , bayesian probability , financial economics , risk premium , statistics , mathematics , computer science , finance , mechanical engineering , artificial intelligence , engineering , law , political science
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