Historical and Siegel Estimates of the Market Risk Premium in New Zealand

Alastair Marsden

No 18897, Working Paper Series from Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation

Abstract: Slides by Associate Professor Alastair Marsden of the Business School at the University of Auckland, presented Historical and Siegel Estimates of the Market Risk Premium in New Zealand at the half-day Regulatory Cost of Capital II: What is the Market Risk Premium?

Keywords: mark risk; CAPM; MRP (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:vuw:vuwcsr:18897

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