We estimate a regime-switching model for the equity term structure with Bayesian methods.
Our approach accounts for the data sample being unrepresentative of the population …

We use a large cross section of equity returns to estimate a rich affine model of equity prices,
dividends, returns, and their dynamics. Our model prices dividend strips of the market and …

The aim of this empirical study was to estimate and compare the term structure of risk factor
premiums in developed and emerging markets. Most studies use dividend and variance …

A company's performance is a complex phenomenon because of a variety of aspects to
quantify it, however, a competitive criterion has been established by Pakistan Stock …

I provide new evidence on the properties of the temporal structure of risk, which answers
whether more distant claims to macroeconomic growth are more or less risky than near-term …

La prime de risque sur les actions représente le rendement supplémentaire obtenu en
investissant en actions par rapport au rendement d'un bon du Trésor de court terme. La …

La crise récente a constitué une nouvelle étape dans la gestion des bilans de la plupart des
grandes banques centrales. Ces dernières ont modifié la taille et la composition de leur …