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Measuring the equity risk premium

Byrne, Alistair and Best, Peter (2001) Measuring the equity risk premium. Journal of Asset Management, 1 (3). pp. 245-256. ISSN 1470-8272

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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.

Item type: Article
ID code: 3648
Keywords: economic forecasts, equity risk, government bonds, stocks and bonds, Finance
Subjects: Social Sciences > Finance
Department: Strathclyde Business School > Accounting and Finance
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Depositing user: Strathprints Administrator
Date Deposited: 06 Jul 2007
Last modified: 16 Jul 2013 17:45
URI: http://strathprints.strath.ac.uk/id/eprint/3648

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