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

Chang-Jin Kim (), James Morley and Charles Nelson

Working Papers from University of Washington, Department of Economics

Date: 2000-02
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://wuecon.wustl.edu/~morley/kmn2_022600.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to wuecon.wustl.edu:80 (A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond.)

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:udb:wpaper:0023

Access Statistics for this paper

More papers in Working Papers from University of Washington, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Michael Goldblatt ().