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Título: EQUITY RISK PREMIUM IN THE AFTERMATH OF COVID-19 PANDEMIC: A TREASURY MARKET PERSPECTIVE
Autor(es): MARIA VICTORIA MAIA B DE MESQUITA
Colaborador(es): MARIA CLAUDIA GOMES PEREIRA SARMIENTO GUTIERREZ - Orientador
Catalogação: 08/ABR/2025 Língua(s): ENGLISH - UNITED STATES
Tipo: TEXT Subtipo: SENIOR PROJECT
Notas: [pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio.
[en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio.
Referência(s): [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=69877@2
DOI: https://doi.org/10.17771/PUCRio.acad.69877
Resumo:
Since the COVID-19 pandemic, the Equity Risk Premium has fallen sharply. While historical evidence suggests that this premium typically follows a descending trend over time, the abruptness of this decline has taken place amidst an unusual upsurge in Treasury yields. Therefore, the aim of this thesis is to expose and analyze potential drivers of this decline from the perspective of the Treasury market.
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