The term structure of equity premia and the macroeconomy: some results

DOI10.1016/J.ECONLET.2022.110606zbMath1493.91132OpenAlexW4280638635MaRDI QIDQ2158722

Olli-Matti Laine

Publication date: 26 July 2022

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110606

zbMATH Keywords

stock marketequity premiummacroeconomy

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Statistical methods; economic indices and measures (91B82)

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