Browsing by Author "Johnson, Robert"

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    • Equity Market Risk Premium and Global Integration 

      Johnson, Robert; Soenen, Luc (Pontificia Universidad Católica del Perú. CENTRUMPE, 2009)
      The equity market risk premium remains one of the most debated issues in corporate finance. Monthly returns for 19 developed equity markets and 16 emerging equity markets between 1970 and 2006 aided in examining the extent ...

    • Spillover Effects Among Gold, Stocks, and Bonds 

      Sumner, Steven; Johnson, Robert; Soenen, Luc (Pontificia Universidad Católica del Perú. CENTRUMPE, 2010)
      In this paper an attempt is made to document the interdependence among stocks, bonds and gold. Gold is an important asset class and has often been seen as a safe haven and counter-cyclical investment vehicle. We present ...