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emerging markets; equity risk premium; GARCH-M; negative shocks
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Taylor & Francis
Equity Risk Premium Puzzle: Evidence from Indonesia and Sri Lanka
Prabath S. Morawakage
Pulukkuttige D. Nimal
Duminda Kuruppuarachchi
Bulletin of Indonesian Economic Studies, 2018. doi:10.1080/00074918.2018.1529406
emerging markets
equity risk premium
GARCH-M
negative shocks
Journal
Bulletin of Indonesian Economic Studies
Copyright Taylor & Francis
0007-4918
1472-7234
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10.1080/00074918.2018.1529406
https://doi.org/10.1080/00074918.2018.1529406
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