Does equity risk premium puzzle exist in Philippines?
This paper aims to investigate the existence of equity premium puzzle in one of the developing countries, the Philippines. It has employed three methods to test this phenomenon, (1) basic model consumption of Mehra and Presscot (1985) and simplified model by Ni( 2006); (2) calibration (Campbell, 200...
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| Format: | text |
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Animo Repository
2015
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| Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/10899 |
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| Institution: | De La Salle University |