Persistence in the market risk premium: evidence across countries

  1. Caporale, G.M.
  2. Gil-Alana, L.A.
  3. Martin-Valmayor, M.
Journal:
Journal of Economics and Finance

ISSN: 1938-9744 1055-0925

Year of publication: 2021

Volume: 45

Issue: 3

Pages: 413-427

Type: Article

DOI: 10.1007/S12197-020-09519-3 GOOGLE SCHOLAR lock_openOpen access editor