The term structure of equity risk premia

2021/05/28 by Ravi Bansal, Shane Miller, Dongho Song +1
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Housing Market and Economics #Stochastic processes and financial applications

paper · doi:10.1016/j.jfineco.2021.05.043

openalex publication_date 2021/05/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/15

Citations

• The Aggregate Demand for Treasury Debt
• On Persistence in Mutual Fund Performance
• Term structures of asset prices and returns
• The price of variance risk
• The term structure of returns: Facts and theory
• Implications of Security Market Data for Models of Dynamic Economies
• Equity yields