On the market risk premium

 

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dc.contributor.author Firer, Colin
dc.contributor.author Bradfield, David J
dc.date.accessioned 2016-07-15T13:17:54Z
dc.date.available 2016-07-15T13:17:54Z
dc.date.issued 2002
dc.identifier.citation Firer, C., & Bradfield, D. (2002). On the market risk premium. Journal for Studies in Economics and Econometrics, 26(2), 69. en_ZA
dc.identifier.issn 0379-6205 en_ZA
dc.identifier.uri http://hdl.handle.net/11427/20385
dc.description.abstract A perspective is given on the dynamic nature, reliability, and the estimation of the market risk premium, as well as some implications concerning its current level. The analysis is based on a data set spanning some 76 years. An historical ‘best estimate’ of 7,5 percent is suggested for practical use. Furthermore, graphical insights on the dynamic nature of the market risk premium using a rolling estimation approach, reveal a slow decline in the market risk premium. en_ZA
dc.language eng en_ZA
dc.publisher Bureau for Economic Research en_ZA
dc.source Journal for Studies in Economics and Econometrics en_ZA
dc.source.uri http://www.scimagojr.com/journalsearch.php?q=14500154713&tip=sid
dc.title On the market risk premium en_ZA
dc.type Journal Article en_ZA
dc.date.updated 2015-12-17T14:11:37Z
dc.rights.holder Firer, C. ;Bradfield, D.J.
uct.type.publication Research en_ZA
uct.type.resource Article en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department School of Economics en_ZA
uct.type.filetype Text
uct.type.filetype Image


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