The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006

Angelos Kanas ()

Journal of Economics and Finance, 2009, vol. 33, issue 2, 127 pages

Keywords: Equity Risk Premium; Government Bond Maturity Premium; Stochastic Regimes; Nonlinearity; Predictability; C51; C52; E43 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s12197-008-9038-2

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