Forecasting the Long-Term Equity Premium for Selected Emerging Markets: A Cross-Sectional Global Factor Model Approach

Additional Metadata
Keywords	global factor model; equity premium prediction; forecasting
Thesis Advisor	Swinkels, LAP
Persistent URL	hdl.handle.net/2105/73372
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Rizzi, A. (2024, September 17). Forecasting the Long-Term Equity Premium for Selected Emerging Markets: A Cross-Sectional Global Factor Model Approach. Business Economics. Retrieved from http://hdl.handle.net/2105/73372

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