Equity risk premium: computation within the euro area in the post Covid-19 phase
Surace, Stefano (A.A. 2019/2020) Equity risk premium: computation within the euro area in the post Covid-19 phase. Tesi di Laurea in Business valuation, Luiss Guido Carli, relatore Marco Vulpiani, pp. 70. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
The equity risk premium. Determinants of ERP. ERP estimation. Country risk premium. Estimation of equity risk premium in the euro area. The impact of the Covid-19 on the ERP estimation. Equity risk premium and macroeconomic variables. Statistic methodology. Autoregressive model. OLS model. Results of the OLS model.
References
Bibliografia: pp. 50-51.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Business valuation |
| Thesis Supervisor: | Vulpiani, Marco |
| Thesis Co-Supervisor: | Bruno, Riccardo |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 Apr 2021 11:14 |
| Last Modified: | 20 Apr 2021 11:14 |
| URI: | https://tesi.luiss.it/id/eprint/29079 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
