Byrne, Alistair and Best, Peter (2001) Measuring the equity risk premium. Journal of Asset Management, 1 (3). pp. 245-256. ISSN 1470-8272Full text not available in this repository. (Request a copy from the Strathclyde author)
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.
|Keywords:||economic forecasts, equity risk, government bonds, stocks and bonds, Finance, Business and International Management, Strategy and Management, Information Systems and Management|
|Subjects:||Social Sciences > Finance|
|Department:||Strathclyde Business School > Accounting and Finance|
|Depositing user:||Strathprints Administrator|
|Date Deposited:||06 Jul 2007|
|Last modified:||22 Mar 2017 09:05|