Recommendations
- A resolution of the equity premium puzzle
- Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances.
- Equity premium with distorted beliefs: a puzzle
- A new methodology for studying the equity premium
- EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS
Cites work
- Determinants of stock market volatility and risk premia
- Habit formation and the equity-premium puzzle: a skeptical view
- Shaking the tree: an agency-theoretic model of asset pricing
- Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
- Tests for Parameter Instability and Structural Change With Unknown Change Point
Cited in
(8)- Crash states and the equity premium: Solving one puzzle raises another
- The interaction between the equity premium and the risk-free rate
- A resolution of the equity premium puzzle
- A spectral analysis of the cross-country consumption correlation puzzle
- EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS
- WOULD THERE EVER BE CONSENSUS VALUE AND SOURCE OF THE EQUITY RISK PREMIUM? A REVIEW OF THE EXTANT LITERATURE
- Equity premium with distorted beliefs: a puzzle
- A new methodology for studying the equity premium
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