We have blogged about the equity risk premia, the volatility index, and the drop in almost all risk premium right before the recent crash. The risk is back, or at least the market recognizes that risk is back. This means that investors are asking to be compensated handsomely for bearing risk.
Wednesday, April 15, 2009
Equity risk premia since 1929
We have blogged about the equity risk premia, the volatility index, and the drop in almost all risk premium right before the recent crash. The risk is back, or at least the market recognizes that risk is back. This means that investors are asking to be compensated handsomely for bearing risk.
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