Measuring the equity risk premium

Alistair Byrne, Peter Best

Research output: Contribution to journalArticle

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.
LanguageEnglish
Pages245-256
Number of pages11
JournalJournal of Asset Management
Volume1
Issue number3
DOIs
Publication statusPublished - Jan 2001

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Equity risk premium
Economic forecast
Prediction
Government bonds

Keywords

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

Cite this

Byrne, Alistair ; Best, Peter. / Measuring the equity risk premium. In: Journal of Asset Management. 2001 ; Vol. 1, No. 3. pp. 245-256.
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Measuring the equity risk premium. / Byrne, Alistair; Best, Peter.

In: Journal of Asset Management, Vol. 1, No. 3, 01.2001, p. 245-256.

Research output: Contribution to journalArticle

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