Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?

Academic Article

Authors

Status

Publication Date

  • March 2020

    • Has Subject Area

    Published In

    Keywords

  • Bayesian Markov chain Monte Carlo
  • Consumption disasters
  • Equity premium

    • Digital Object Identifier (doi)

    Start Page

  • 103852

    • End Page

  • 103852

    • Volume

  • 112