EXACT-SOLUTIONS FOR EXPECTED RATES OF RETURN UNDER MARKOV REGIME SWITCHING - IMPLICATIONS FOR THE EQUITY PREMIUM PUZZLE

Authors
ABEL AB
Citation
Ab. Abel, EXACT-SOLUTIONS FOR EXPECTED RATES OF RETURN UNDER MARKOV REGIME SWITCHING - IMPLICATIONS FOR THE EQUITY PREMIUM PUZZLE, Journal of money, credit and banking, 26(3), 1994, pp. 345-361
Citations number
9
Categorie Soggetti
Business Finance
Journal title
Journal of money, credit and banking → ACNP
ISSN journal
00222879
Volume
26
Issue
3
Year of publication
1994
Part
1
Pages
345 - 361
Database
ISI
SICI code
0022-2879(1994)26:3<345:EFEROR>2.0.ZU;2-3