Title of article

Estimating the market risk premium

Author/Authors

E. Scott Mayfield، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

32

From page

465

To page

496

Keywords

Risk premium , Asset pricing , Markov-switching models , Structural breaks

Journal title

Journal of Financial Economics

Serial Year

2004

Journal title

Journal of Financial Economics

Record number

257695