On the market risk premium

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dc.contributor.authorFirer, Colin
dc.contributor.authorBradfield, David J
dc.date.accessioned2016-07-15T13:17:54Z
dc.date.available2016-07-15T13:17:54Z
dc.date.issued2002
dc.date.updated2015-12-17T14:11:37Z
dc.description.abstractA 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.identifier.apacitationFirer, C., & Bradfield, D. J. (2002). On the market risk premium. <i>Journal for Studies in Economics and Econometrics</i>, http://hdl.handle.net/11427/20385en_ZA
dc.identifier.chicagocitationFirer, Colin, and David J Bradfield "On the market risk premium." <i>Journal for Studies in Economics and Econometrics</i> (2002) http://hdl.handle.net/11427/20385en_ZA
dc.identifier.citationFirer, C., & Bradfield, D. (2002). On the market risk premium. Journal for Studies in Economics and Econometrics, 26(2), 69.en_ZA
dc.identifier.issn0379-6205en_ZA
dc.identifier.ris TY - Journal Article AU - Firer, Colin AU - Bradfield, David J AB - 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. DA - 2002 DB - OpenUCT DP - University of Cape Town J1 - Journal for Studies in Economics and Econometrics LK - https://open.uct.ac.za PB - University of Cape Town PY - 2002 SM - 0379-6205 T1 - On the market risk premium TI - On the market risk premium UR - http://hdl.handle.net/11427/20385 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/20385
dc.identifier.vancouvercitationFirer C, Bradfield DJ. On the market risk premium. Journal for Studies in Economics and Econometrics. 2002; http://hdl.handle.net/11427/20385.en_ZA
dc.languageengen_ZA
dc.publisherBureau for Economic Researchen_ZA
dc.publisher.departmentSchool of Economicsen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.rights.holderFirer, C. ;Bradfield, D.J.
dc.sourceJournal for Studies in Economics and Econometricsen_ZA
dc.source.urihttp://www.scimagojr.com/journalsearch.php?q=14500154713&tip=sid
dc.titleOn the market risk premiumen_ZA
dc.typeJournal Articleen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceArticleen_ZA
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