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The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality

The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality »

Source: The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality

Volume/Issue: 2007/230

Series: IMF Working Papers

Author(s): Abbas Mirakhor , and S. Erbas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

ISBN: 9781451867947

Keywords: Equity Premium, Risk and Knightian Uncertainty, Ambiguity Aversion, bond, probability, correlation, stock market, bond market,

With cross-section data from 53 emerging and mature markets, we provide evidence that equity premium puzzle is a global phenomenon. In addition to risk aversion, equity premium may reflect ambiguity aversion. We ex...

Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis

Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis »

Source: Spillovers to and from the Nordic Economies : A Macroeconometric Model Based Analysis

Volume/Issue: 2013/225

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 November 2013

ISBN: 9781475514667

Keywords: Spillover analysis, Trade linkages, Financial linkages, External risks, Policy coordination, bond, domestic demand, world economy, stock market, financial market

This paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on a pair of estimated structural macroeconometric model...

The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality

The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality »

Volume/Issue: 2007/230

Series: IMF Working Papers

Author(s): Abbas Mirakhor , and S. Erbas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

DOI: http://dx.doi.org/10.5089/9781451867947.001

ISBN: 9781451867947

Keywords: Equity Premium, Risk and Knightian Uncertainty, Ambiguity Aversion, bond, probability, correlation, stock market, bond market,

With cross-section data from 53 emerging and mature markets, we provide evidence that equity premium puzzle is a global phenomenon. In addition to risk aversion, equity premium may reflect ambiguity aversion. We ex...

Spillovers to and from the Nordic Economies
			: A Macroeconometric Model Based Analysis

Spillovers to and from the Nordic Economies : A Macroeconometric Model Based Analysis »

Volume/Issue: 2013/225

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 November 2013

DOI: http://dx.doi.org/10.5089/9781475514667.001

ISBN: 9781475514667

Keywords: Spillover analysis, Trade linkages, Financial linkages, External risks, Policy coordination, bond, domestic demand, world economy, stock market, financial market

This paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on a pair of estimated structural macroeconometric model...