Listagem FGV EESP - Escola de Economia de São Paulo por Assunto "Bolsa de valores - Modelos matemáticos"

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    • Determinants of the implied equity risk premium in Brazil 

      Sanvicente, Antonio Zoratto; Carvalho, Mauricio Rocha de
      2016
      This paper proposes and tests market determinants of the equity risk premium (ERP) in Brazil. We use implied ERP, based on the Elton (1999) critique. The ultimate goal of this exercise is to demonstrate that the calculation ...