Byrne, Alistair and Best, Peter (2001) Measuring the equity risk premium. Journal of Asset Management, 1 (3). pp. 245-256. ISSN 1470-8272
Full text not available in this repository. (Request a copy from the Strathclyde author)Official URL: http://dx.doi.org/10.1057/palgrave.jam.2240019
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 |
| Related URLs: | |
| Depositing user: | Strathprints Administrator |
| Date Deposited: | 06 Jul 2007 |
| Last modified: | 12 Mar 2012 10:39 |
| URI: | http://strathprints.strath.ac.uk/id/eprint/3648 |
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