Factors Driving Risk Premia
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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This paper assesses the extent to which the fall in risk premia of a number of financial assets, which occurred throughout 2003, was due to improvements in factors specific to individual markets at that time or to general economic fundamentals coupled with OECD-wide abundant liquidity. Regarding the latter two factors, principal component analysis...
