Measuring the equity risk premium

Alistair Byrne, Peter Best

Research output: Contribution to journalArticlepeer-review


Discusses the use of surveys of economic forecasts to derive a forward-looking estimate of the U.S. equity risk premium relative to government bonds. Overview of the equity risk premium; Prediction of the short-term return spread between stocks and bonds.
Original languageEnglish
Pages (from-to)245-256
Number of pages11
JournalJournal of Asset Management
Issue number3
Publication statusPublished - Jan 2001


  • economic forecasts
  • equity risk
  • government bonds
  • stocks and bonds

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