markets, riskI am looking for papers discussing the equity risk premium that include data after the 2008 financial crisis and the subsequent recovery. I am wondering whether the volatility during that period helps resolve the equity risk premium puzzle at all.
Of course, the starting date of the data matters tremendously as well, but I am not picky at this point as I currently find any papers from decent journals on the topic after 2009.
Aswath Damodaran has kept track of the equity premium for the past several years. http://aswathdamodaran.blogspot.com/2012/03/equity-risk-premiums-2012-edition.html
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