Does knowing the volatility states affect the market risk premium? (Q691613)
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scientific article; zbMATH DE number 6112086
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| English | Does knowing the volatility states affect the market risk premium? |
scientific article; zbMATH DE number 6112086 |
Statements
Does knowing the volatility states affect the market risk premium? (English)
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3 December 2012
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risk premium
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endogenous Markov-switching
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volatility states
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investors' information set
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0.6983122825622559
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0.6981931328773499
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0.6831662654876709
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0.6687619090080261
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