Expectations, uncertainty and risk premium
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Financial Economic Policy"
DOI: 10.1108/jfep-12-2016-0096
Abstract: Purpose This study aims to examine short- and long-run effects of specific macroeconomic conditions on risk premium estimates on lending. Design/methodology/approach Empirical estimates are based on error correction and autoregressive distributed lag models. Findings The… read more here.
Keywords: risk; risk premium; uncertainty; premium estimates ... See more keywords