Andrew van Biljon

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

The Equity Premium and Risk-Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa

Number of pages: 22 Posted: 09 Mar 2010
Andrew van Biljon and Shakill Hassan
affiliation not provided to SSRN and University of Cape Town
Downloads 77 (256,970)

Abstract:

consumption-based asset pricing, stochastic discount factor, equity risk premium puzzle, risk-free rate, risk aversion coefficient, South Africa