The term structure of equity yields -- a bottom-up approach

DOI10.1093/ROF/RFAD036MaRDI QIDQ6629763FDOQ6629763

Authors: David Schröder, Ian Dew-Becker 

Publication date: 30 October 2024

Published in: Review of Finance (Search for Journal in Brave)

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zbMATH Keywords

term structurestock returnsimplied cost of capitalaggregation effectequity risk premiamarket equity yields

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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