Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data Over the Last Century

F. Panetta and Roberto Violi ()

Working Papers from Banca Italia - Servizio di Studi

Abstract: This paper constructs the series of the real returns on Italian equities, bank and PO deposits and long-term government bonds from 1860 to today.

Keywords: FINANCIAL; MARKET (search for similar items in EconPapers)
JEL-codes: E40 E42 (search for similar items in EconPapers)
Date: Written 1999
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Working Paper: Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data over the Last Century (1999)
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