A note on the relation between the equity risk premium and the term structure

Angelos Kanas ()

Journal of Economics and Finance, 2010, vol. 34, issue 1, 89-95

Keywords: Equity Risk Premium; Term Structure; Stochastic Regimes; Nonlinearity; Predictability; G1; E43 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s12197-008-9069-8

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