Equity risk premium: A cross country analysis on return behaviour
Keyword(s):
Ex Post
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The equity risk premium has been of paramount importance in the field of finance and is still a widely utilised central element for every risk return model in corporate finance, asset pricing and other fields of economic literature. This research captures the differences in the ex-post behaviour of equity risk premium between developed and emerging markets .Further, an investigation has been made into the impact of global integration on the ERP across G7 countries and 7 emerging countries. .The analysis has shown a decline in the ERP of developed nations and an upward trend in emerging markets over the chosen sub-sample period. We found out that there exists low correlation in ERP of emerging markets in comparison with developed markets
2013 ◽
Vol 20
(18)
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pp. 1673-1677
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Keyword(s):
2012 ◽
Vol 16
(S2)
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pp. 252-266
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Keyword(s):
2018 ◽
Vol 17
(1_suppl)
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pp. S136-S156
Keyword(s):
2002 ◽
Vol 2002
(3)
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pp. 37-48
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