Equity Term Structures without Dividend Strips Data
收藏NBER2023-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w31119
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资源简介：
We use a large cross-section of equity returns to estimate a rich affine model of equity prices, dividends, returns and their dynamics. Using the model, we price dividend strips of the aggregate market index, as well as any other well-diversified equity portfolio. We do not use any dividend strips
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美国国家经济研究局创建时间：
2023-04-01
