Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach

The North American Journal of Economics and Finance 2026 Open access

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Authors: Kentaro Kikuchi

DOI: 10.1016/j.najef.2026.102642

Cited by: 1

References: 35

Fields of Study & Subjects

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stochastic processes and financial applications

References 35