Term structure of equity risk premia in rough terrain: 150 years of the French stock market-Reference-Cited by-同舟云学术

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Term structure of equity risk premia in rough terrain: 150 years of the French stock market

Published:2024-10 Issue: Volume:97 Page:101878
ISSN:1062-9769
Container-title:The Quarterly Review of Economics and Finance
language:en
Short-container-title:The Quarterly Review of Economics and Finance

Author:

Prat Georges,Le Bris David^ORCID

Publisher

Elsevier BV

Reference69 articles.

1. Modelling stock price expectations: lessons from micro data;Abou,2000

2. Stock price booms and expected capital gains;Adam;American Economic Review,2017

3. News shocks and the production-based term structure of equity returns;Ai;Review of Financial Studies,2018

4. The term structure of variance swaps and risk premia;Ait-Sahalia;Journal of Econometrics,2020

5. Staff report;Andries,2019

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