The equity premium and the risk-free rate : Matching the moments

A-Tier
Journal: Journal of Monetary Economics
Year: 1993
Volume: 31
Issue: 1
Pages: 21-45

Authors (3)

Cecchetti, Stephen G. (not in RePEc) Lam, Pok-sang (not in RePEc) Mark, Nelson C. (University of Notre Dame)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:moneco:v:31:y:1993:i:1:p:21-45
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25