Some international evidence on the 'equity premium'

Applied Economics Letters

Volumn 4, Issue 10, 1997, Pages 599-602

  Hviding, Ketil ^a  

^a OECD   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042921593     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/758533281     Document Type: Article

References (8)

1. Blanchard, O.J. (1993) Movements in the equity premium, in Brookings Papers on Economic Activity, pp. 75-138.
2. Campbell, J.Y. and Ammer, J. (1992) What Moves the Stock and Bond Markets? A Variance Decomposition for Long-term Asset Returns, Unpublished paper. Princeton University, June.
3. Firth, M. (1979) The relationship between stock market returns and rates of inflation, Journal of Finance, June, 743-49.
4. Fukao, M. (1993) International integration of financial markets and the cost of capital, OECD Economics Department Working Papers, no.128, Paris.
5. McCauley, R. N. and Zimmer, S. (1989) Explaining international differences in the cost of capital, Federal Reserve Bank of New York Quarterly Review, Summer, 7-28.
6. Orr, A. Edey, M. and Kennedy, M. (1995) The determinants of real long-term interest rates: 17 Country pooled-time-series evidence. OECD Economics Department Working Papers, no. 155, Paris.
7. Shiller, R.J. and Beltratti, A.E. (1992) Stock prices and bond yields: can their comovements be explained in terms of present value models? Journal of Monetary Economics, 30(1), 25-46.
8. Solnik, B. (1983) The relation between stock prices and inflationary expectations: the international evidence, Journal of Finance, 35-65.