Crash states and the equity premium: Solving one puzzle raises another

Journal of Economic Dynamics and Control

Volumn 22, Issue 6, 1998, Pages 955-965

  Salyer, Kevin D ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asset returns; Crash states; Equity premium

Indexed keywords

EID: 0032086976     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00088-2     Document Type: Article

References (16)

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