THE EQUITY PREMIUM AND RISK-FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA-Reference-Cited by-同舟云学术

THE EQUITY PREMIUM AND RISK-FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA

Published:2010-03 Issue:1 Volume:78 Page:23-39
ISSN:0038-2280
Container-title:South African Journal of Economics
language:en
Short-container-title:

Author:

hassan shakill,van biljon andrew

Publisher

Wiley

Subject

Economics and Econometrics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1813-6982.2010.01237.x/fullpdf

Reference35 articles.

1. Asset prices under habit formation and catching up with the Joneses;ABEL;American Economic Review, Papers and Proceedings,1990

2. Risk premia and term premia in general equilibrium;ABEL;Journal of Monetary Economics,1999

3. Time-to-build and aggregate fluctuations: Some new evidence;ALTUG;International Economic Review,1989

4. ARON, J. and ELBADAWI, I. (1999). Reflections on the South African Rand Crisis of 1996 and its Consequences. CSAE Working Paper No. 1999-13, Oxford University.

5. Monetary policy, macro-stability and growth: South Africa's recent experience and lessons;ARON;World Economics,2005

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Corporate carbon risk, voluntary disclosure, and cost of capital: South African evidence;Business Strategy and the Environment;2018-12-18

2. An Index-Based Model for Determining the Investment Benchmark of Renewable Energy Projects in South Africa;South African Journal of Economics;2013-06-20

3. Renewable Energy Incentives across Varying Levels of Statehood;Business and Climate Change Governance;2013

4. NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES;South African Journal of Economics;2012-09