Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?

Chang-Jin Kim (changjin@uw.edu), James Morley and Charles Nelson

Discussion Papers in Economics at the University of Washington from Department of Economics at the University of Washington

Date: 2000-02
New Economics Papers: this item is included in nep-cfn, nep-ets, nep-fin and nep-fmk
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Citations: View citations in EconPapers (8)

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Related works:
Journal Article: Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (2004)
Working Paper: Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (2000)
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