Meld. St. 17 (2011–2012)

Forvaltningen av Statens pensjonsfond i 2011

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7 Referanser

R. Arnott og P. Bernstein (2002), «What risk premium is «normal»?», Financial Analysts Journal, March/April, s. 64-85.

C. Bliss (1999), «The Real Rate of Interest: A Theoretical Analysis», Oxford Review of Economic Policy, Vol. 15, No. 2, 1999.

B. Desroches og M. Francis (2007), «World Interest Rates: A Global Savings and Investment Perspective», Working Paper 2007-16, Bank of Canada.

E. Dimson m. fl. (2011), «Equity premiums around the world», i «Rethinking the equity risk premium», Hammond m. fl. (ed.), CFA Institute.

Duke/CEO Magazine Global Business Outlook Survey, March 2012 Results, http://cfosurvey.org/index.htm.

J. Escolano, A. Shabunina og J. Woo (2011), «The Puzzle of Persistently Negative Interest Rate-Growth Differentials: Financial Repression or Income Catch-Up?», IMF Working Paper WP/11/260, november 2011.

E. Fama og K. French (2002), «The equity premium», The Journal of Finance, 57, s. 637-659.

P. Fernández m. fl. (2011), «Market risk premium used in 56 countries in 2011: A survey with 6 014 answers», IESE Business School, Working Paper 920.

A. Goyal og I. Welch (2008), «A comprehensive look at the empirical performance of equity premium prediction», Review of Financial Studies 21 (4), s. 1455-1508.

R. G. Ibbotson (2011), «The equity risk premium» i «Rethinking the equity risk premium», Hammond m. fl. (ed.), CFA Institute.

D. Ikeda og M. Saito (2012), «The Effects of Demographic Changes on Real Interest Rates in Japan», Bank of Japan Working Paper Series no. 12-E-3.

McKinsey Global Institute (2010), «Farewell to cheap capital? The implications of long-term shifts in global investment and saving», desember 2010.

Ø. Olsen (2012), «Økonomiske perspektiver», Tale til Norges Banks representantskap og inviterte gjester. Norges Banks staff memo 5/2012.

P. Turner (2011), «Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?», BIS Working Papers No. 367.

D. Turner og F. Spinelli (2011), «Explaining the Interest-Rate-Growth Differential Underlying Government DebtDynamics», OECD Economics Department Working Papers, No. 919, OECD Publishing.

I. Welch (2008), «The consensus estimate for the equity premium by academic financial economists in December 2007», http://ssrn.com/abstract=1084918.

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