Abstract
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 language | English |
|---|---|
| Pages (from-to) | 245-256 |
| Number of pages | 11 |
| Journal | Journal of Asset Management |
| Volume | 1 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Jan 2001 |
Keywords
- economic forecasts
- equity risk
- government bonds
- stocks and bonds
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Cite this
Byrne, A., & Best, P. (2001). Measuring the equity risk premium. Journal of Asset Management, 1(3), 245-256. https://doi.org/10.1057/palgrave.jam.2240019