Browsing General by Author "Bhar, Ramaprasad"

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Browsing General by Author "Bhar, Ramaprasad"

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  • Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang (Berkeley Electronic Press, 2004)
    This paper considers the measurement of the equity risk premium in financial markets from a new perspective that picks up on a suggestion from Merton (1980) to use implied volatility of options on a market portfolio as a ...