Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/21334
Title: Persistence in the market risk premium: evidence across countries
Authors: Caporale, GM
Gil-Alana, L
Martin-Valmayor, M
Keywords: CAPM;risk premium;persistence;mean reversion;long memory
Issue Date: 2020
Publisher: Springer
Citation: Journal of Economics and Finance, 2020
URI: http://bura.brunel.ac.uk/handle/2438/21334
ISSN: 1055-0925
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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