Macroeconomic Announcement Premium
收藏NBER2023-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w31923
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资源简介：
The paper reviews the evidence on the macroeconomic announcement premium and its implications on equilibrium asset pricing models. Empirically, a large fraction of the equity market risk premium is realized on a small number of trading days with significant macroeconomic announcements. We review the
提供机构：
美国国家经济研究局
创建时间：
2023-12-01
