Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?

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Bibliographic Details
Published inApplied economics letters Vol. 20; no. 18; pp. 1673 - 1677
Main Authors Ameur, Hachmi Ben, Gnégné, Yacouba, Jawadi, Fredj
Format Journal Article
LanguageEnglish
Published Routledge 01.12.2013
Subjects
CAPM-GARCH-M
developed and emerging markets
Developing areas
Emerging markets
Equity
Equity risk premium
Financial crisis
Risk management
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Bibliography:ObjectType-Article-1
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content type line 23
ISSN:1350-4851
1466-4291
DOI:10.1080/13504851.2013.829174