Abstract
| Language | English |
|---|---|
| Pages | 245-256 |
| Number of pages | 11 |
| Journal | Journal of Asset Management |
| Volume | 1 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - Jan 2001 |
Fingerprint
Keywords
- economic forecasts
- equity risk
- government bonds
- stocks and bonds
Cite this
}
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 journal › Article
TY - JOUR
T1 - Measuring the equity risk premium
AU - Byrne, Alistair
AU - Best, Peter
PY - 2001/1
Y1 - 2001/1
N2 - 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.
AB - 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.
KW - economic forecasts
KW - equity risk
KW - government bonds
KW - stocks and bonds
UR - http://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=7016482&site=ehost-live
UR - http://dx.doi.org/10.1057/palgrave.jam.2240019
U2 - 10.1057/palgrave.jam.2240019
DO - 10.1057/palgrave.jam.2240019
M3 - Article
VL - 1
SP - 245
EP - 256
JO - Journal of Asset Management
T2 - Journal of Asset Management
JF - Journal of Asset Management
SN - 1470-8272
IS - 3
ER -