The interaction between the equity premium and the risk-free rate

DOI10.1016/S0165-1765(00)00280-9zbMath0963.91065OpenAlexW2014718260WikidataQ127898848 ScholiaQ127898848MaRDI QIDQ1583177

Simon Grant, John Quiggin

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00280-9

zbMATH Keywords

equity premium puzzlerisk-free rate puzzleundiversifiable labor income

Mathematics Subject Classification ID

Cites Work

• Equilibrium asset prices with undiversifiable labor income risk
• Asset Prices in an Exchange Economy

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