Does knowing the volatility states affect the market risk premium? (Q691613)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Does knowing the volatility states affect the market risk premium? |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Does knowing the volatility states affect the market risk premium? |
scientific article |
Statements
Does knowing the volatility states affect the market risk premium? (English)
0 references
3 December 2012
0 references
risk premium
0 references
endogenous Markov-switching
0 references
volatility states
0 references
investors' information set
0 references
