We are grateful to Colin Firer for kindly providing us the data for this study, as well as his comments; to the editor and two anonymous referees for the South African Journal of Economics; to an anonymous referee for the Economic Research Southern Africa (ERSA) working paper series; and to Nicola Viegi and seminar participants at the ERSA/South African Savings Institute conference, held at the South African Reserve Bank in August 2009, for helpful comments and suggestions. The authors are responsible for any remaining errors, of course. Financial support from ERSA is gratefully acknowledged.
THE EQUITY PREMIUM AND RISK-FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA
Article first published online: 8 MAR 2010
© 2010 The Authors. Journal compilation © 2010 Economic Society of South Africa
South African Journal of Economics
Volume 78, Issue 1, pages 23–39, March 2010
How to Cite
Hassan, S. and Van Biljon, A. (2010), THE EQUITY PREMIUM AND RISK-FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA. South African Journal of Economics, 78: 23–39. doi: 10.1111/j.1813-6982.2010.01237.x
- Issue published online: 8 MAR 2010
- Article first published online: 8 MAR 2010
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