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 (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.

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• Item metadata

  Item type:	Article
  ID code:	3648
  Dates:	Date Event January 2001 Published
  Subjects:	Social Sciences > Finance
  Department:	Strathclyde Business School > Accounting and Finance
  Depositing user:	Strathprints Administrator
  Date deposited:	06 Jul 2007
  Last modified:	11 Nov 2024 08:18
  Related URLs:	http://search.ebscohost.com/login.aspx?d...
  URI:	https://strathprints.strath.ac.uk/id/eprint/3648