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econometric model for estimation of equity risk premium in iran
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نویسنده
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zeraatkish yaghoub ,chehreh laleh ,otadi leila ,ahadi sasan
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منبع
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international journal of nonlinear analysis and applications - 2024 - دوره : 15 - شماره : 3 - صفحه:119 -124
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چکیده
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In this article, the relationship between risk premium spending and important financial and macroeconomic variables in iran in the years 2013-2014 has been investigated. in this regard, standard ols regression and the hodrick-prescott filter were used. the results of the research showed that there is a positive and significant relationship between the change and evolution of the money supply process and the variable of risk premium. this is while the variables of the gap between private consumption and its trend, exchange rate and stock index of the 50 largest companies in the stock market have a negative and significant effect on the amount of risk premium i.e. erp in iran.
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کلیدواژه
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equity risk premium ,fundamentals ,econometric model ,iran
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آدرس
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islamic azad university, science and research branch, department of agricultural economics, iran, islamic azad university, science and research branch, department of agricultural economics, iran, human resources, bodily damage fund, iran, human resources, state accounts court, iran
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پست الکترونیکی
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sasanahadi34@gmail.com
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Authors
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