Pulukkuttige D Nimal
Biographic Data
| ID | 5243147 |
|---|---|
| NAME | Pulukkuttige D Nimal |
| GIVEN NAMES | Pulukkuttige D |
| FAMILY NAME | Nimal |
| SIGNATURE | NIMAL P D |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 0 |
Equity Risk Premium Puzzle
This paper investigates the equity risk premium puzzle in the Indonesian and Sri Lankan stock markets in order to identify the relationship between the volatility of excess returns and the equity risk premium. The asymmetric impact of negative shocks on the equity risk premium is also examined using threshold and exponential GARCH-M models. We analyse data on the excess returns of the Indonesian and Sri Lankan stock markets from 2004 to 2013, and…
No prominent works on this page.
Equity Risk Premium Puzzle
This paper investigates the equity risk premium puzzle in the Indonesian and Sri Lankan stock markets in order to identify the relationship between the volatility of excess returns and the equity risk premium. The asymmetric impact of negative shocks on the equity risk premium is also examined using threshold and exponential GARCH-M models. We analyse data on the excess returns of the Indonesian and Sri Lankan stock markets from 2004 to 2013, and…
Autoregressive conditional heteroskedasticity (1 work) · Econometrics (1 work) · Economics (1 work) · Equity (law) (1 work) · Equity premium puzzle (1 work) · Equity risk (1 work) · Finance (1 work) · Finance (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work)