Luis A. Gil-Alana

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Persistence in the Market Risk Premium: Evidence Across Countries

CESifo Working Paper No. 8211
Number of pages: 31 Posted: 15 Apr 2020
affiliation not provided to SSRN, affiliation not provided to SSRN and Universidad Complutense de Madrid (UCM)
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Abstract:

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CAPM, risk premium, persistence, mean reversion, long memory