Works matching DE "RISK premiums"

Results: 1902

Borsa İstanbul Banka Endeksi ve Hisse Fiyatlarında Balon Oluşumu ve Belirleyicileri.

Published in:

Journal of Emerging Economies & Policy, 2024, p. 308

By:

Kutlu, Melih;
Çakır, Mustafa

Publication type:

Article

Effect of sovereign risk and debt‐side governance on cross‐border infrastructure risk premium in a developing nation: The case of Kenya.

Published in:

Development Policy Review, 2025, v. 43, n. 3, p. 1, doi. 10.1111/dpr.70010

By:

Oyuga, Salome;
Ochieng, Edward Godfrey;
Ngene, Geoffrey

Publication type:

Article

Financing development at a crossroads: What's at stake and what reforms are needed?: A Development Policy Review Symposium.

Published in:

Development Policy Review, 2025, v. 43, n. 3, p. 1, doi. 10.1111/dpr.70009

By:

Prizzon, Annalisa

Publication type:

Article

Credit-Implied Volatility.

Published in:

Financial Analysts Journal, 2025, v. 81, n. 2, p. 89, doi. 10.1080/0015198X.2025.2473251

By:

Kelly, Bryan;
Manzo, Gerardo;
Palhares, Diogo

Publication type:

Article

Risk and Policy Shocks on the US Term Structure.

Published in:

Scottish Journal of Political Economy, 2013, v. 60, n. 1, p. 101, doi. 10.1111/sjpe.12004

By:

Weber, Enzo;
Wolters, Jürgen

Publication type:

Article

FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA.

Published in:

Scottish Journal of Political Economy, 2008, v. 55, n. 4, p. 465, doi. 10.1111/j.1467-9485.2008.00462.x

By:

Bernoth, Kerstin;
Wolff, Guntram B.

Publication type:

Article

AN ASSESSMENT OF THE RELATIVE IMPORTANCE OF REAL INTEREST RATES, INFLATION, AND TERM PREMIUMS IN DETERMINING THE PRICES OF REAL AND NOMINAL U.K. BONDS.

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 3, p. 362, doi. 10.1162/003465300556931

By:

Barr, David G.;
Pesaran, Bahram

Publication type:

Article

The term structure of forward exchange premiums and the forecastability of spot exchange rates...

Published in:

Review of Economics & Statistics, 1997, v. 79, n. 3, p. 353, doi. 10.1162/003465397556827

By:

Clarida, Richard H.;
Taylor, Mark P.

Publication type:

Article

ON COINTEGRATION AND TESTS OF FORWARD MARKET UNBIASEDNESS.

Published in:

Review of Economics & Statistics, 1992, v. 74, n. 4, p. 728, doi. 10.2307/2109389

By:

Corbae, Dean;
Lim, Kian-Guan;
Ouliaris, Sam

Publication type:

Article

EXCHANGE MARKET EFFICIENCY: A SEMI-STRONG TEST USING MULTIPLE MARKETS AND DAILY DATA.

Published in:

Review of Economics & Statistics, 1984, v. 66, n. 4, p. 669, doi. 10.2307/1935992

By:

Rose, Andrew K.;
Selody, Jack G.

Publication type:

Article

Financial Cycles with Heterogeneous Intermediaries.

Published in:

Review of Economic Studies, 2024, v. 91, n. 2, p. 817, doi. 10.1093/restud/rdad039

By:

Coimbra, Nuno;
Rey, Hélène

Publication type:

Article

A Macro-Finance Model with Sentiment.

Published in:

Review of Economic Studies, 2024, v. 91, n. 1, p. 438, doi. 10.1093/restud/rdad023

By:

Maxted, Peter

Publication type:

Article

Risk Premium Shocks Can Create Inefficient Recessions.

Published in:

Review of Economic Studies, 2022, v. 89, n. 3, p. 1335, doi. 10.1093/restud/rdab049

By:

Tella, Sebastian Di;
Hall, Robert

Publication type:

Article

Asset Prices and Portfolio Choice with Learning from Experience.

Published in:

Review of Economic Studies, 2018, v. 85, n. 3, p. 1752, doi. 10.1093/restud/rdx077

By:

Ehling, Paul;
Graniero, Alessandro;
Heyerdahl-Larsen, Christian

Publication type:

Article

Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs.

Published in:

Review of Economic Studies, 2007, v. 74, n. 4, p. 1149, doi. 10.1111/j.1467-937X.2007.00439.x

By:

JOUINI, ELYÈS;
NAPP, CLOTILDE

Publication type:

Article

Does the Interest Parity Puzzle Hold for Central and Eastern European Economies?

Published in:

Open Economies Review, 2024, v. 35, n. 3, p. 421, doi. 10.1007/s11079-023-09738-1

By:

Dąbrowski, Marek A.;
Janus, Jakub

Publication type:

Article

Greece 2010–18: What Could Have Been Done Differently?

Published in:

Open Economies Review, 2023, v. 34, n. 2, p. 281, doi. 10.1007/s11079-022-09672-8

By:

Lenoël, Cyrille;
Macchiarelli, Corrado;
Young, Garry

Publication type:

Article

A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium.

Published in:

Open Economies Review, 2021, v. 32, n. 3, p. 507, doi. 10.1007/s11079-020-09605-3

By:

Afat, Dinçer;
Frömmel, Michael

Publication type:

Article

The Present-Value Model of the Exchange Rate with a Persistently Time-Varying Risk Premium: Evidence from the Dollar-Yen Rate.

Published in:

Open Economies Review, 2020, v. 31, n. 5, p. 1037, doi. 10.1007/s11079-020-09582-7

By:

Shimizu, Makoto

Publication type:

Article

Imports, Exports, Dollar Exposures, and Stock Returns.

Published in:

Open Economies Review, 2015, v. 26, n. 5, p. 1059, doi. 10.1007/s11079-015-9362-z

By:

Chakraborty, Suparna;
Tang, Yi;
Wu, Liuren

Publication type:

Article

Anomaly Identification and Premium Mining: Evidence from Chinese Urban Construction Investment Bonds.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 4, p. 945, doi. 10.1007/s10690-023-09437-4

By:

Li, Ping;
Li, Jiahong;
Wang, Dong

Publication type:

Article

Beta-Anomaly: Evidence from the Indian Equity Market.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 1, p. 55, doi. 10.1007/s10690-020-09316-2

By:

Ali, Asgar;
Badhani, K. N.

Publication type:

Article

Asset Pricing Test Using Alternative Sets of Portfolios: Evidence from India.

Published in:

Asia-Pacific Financial Markets, 2019, v. 26, n. 3, p. 339, doi. 10.1007/s10690-018-09268-8

By:

Das, Sudipta

Publication type:

Article

Risk-Sensitive Asset Management in a Wishart-Autoregressive Factor Model with Jumps.

Published in:

Asia-Pacific Financial Markets, 2017, v. 24, n. 3, p. 221, doi. 10.1007/s10690-017-9231-4

By:

Hata, Hiroaki;
Sekine, Jun

Publication type:

Article

Understanding Delta-Hedged Option Returns in Stochastic Volatility Environments.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 151, doi. 10.1007/s10690-014-9198-3

By:

Sasaki, Hiroshi

Publication type:

Article

Unilateral Counterparty Risk Valuation for CDS Under a Regime Switching Interacting Intensities Model.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 4, p. 391, doi. 10.1007/s10690-012-9155-y

By:

Dong, Yinghui;
Liang, Xue;
Wang, Guojing

Publication type:

Article

Intraday Empirical Analysis and Modeling of Diversified World Stock Indices.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 1, doi. 10.1007/s10690-006-9010-0

By:

Breymann, Wolfgang;
Kelly, Leah;
Platen, Eckhard

Publication type:

Article

Modelling the Currency Forward Risk Premium: A New Perspective.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 4, p. 341, doi. 10.1023/A:1020643612751

By:

Bhar, Ramaprasad;
Chiarella, Carl;
Pham, Toan

Publication type:

Article

Decommissioning vs. repowering of offshore wind farms—a techno-economic assessment.

Published in:

International Journal of Advanced Manufacturing Technology, 2021, v. 112, n. 9/10, p. 2519, doi. 10.1007/s00170-020-06349-9

By:

Jadali, A. M.;
Ioannou, A.;
Salonitis, K.;
Kolios, A.

Publication type:

Article

Dollarization and Risk Premium in a Risky Country: An Investigation on Turkiye.

Published in:

Istanbul Journal of Economics / İstanbul Iktisat Dergisi, 2022, v. 72, n. 2, p. 625, doi. 10.26650/ISTJECON2021-1191952

By:

EREN, Murat;
BAŞAR, Selim;
TOSUN, Bengü

Publication type:

Article

The Impact of Financial Drivers on Credit Default Swap (CDS) in Turkey: The Cointegration with Structural Breaks and FMOLS Approach.

Published in:

Istanbul Business Research, 2022, v. 51, n. 1, p. 25, doi. 10.26650/ibr.2022.51.895637

By:

Erdaş, Mehmet Levent

Publication type:

Article

Überhöhte Verzinsung eines Gesellschafterdarlehens als vGA.

Published in:: FinanzRundschau, 2023, v. 105, n. 8, p. 366, doi. 10.9785/fr-2023-1050808
Publication type:: Article

陕西县域苹果种植风险评估与保险费率厘定.

Published in:

Chinese Journal of Agrometeorology, 2022, v. 43, n. 10, p. 798, doi. 10.3969/j.issn.1000-6362.2022.10.003

By:

杨晓娟;
孙靖博;
孙彦坤;
刘园;
白薇;
陈迪;
韩锐;
刘布春

Publication type:

Article

Systematic Risk in Emerging Markets: a High-Frequency Approach.

Published in:

JDM: Jurnal Dinamika Manajemen, 2021, v. 12, n. 1, p. 1, doi. 10.15294/jdm.v12i1.26891

By:

Arief, Usman

Publication type:

Article

Company-Specific Risk and Small Company Valuation.

Published in:

Journal of Forensic Accounting Research, 2021, v. 6, n. 1, p. 33, doi. 10.2308/JFAR-19-026

By:

Cooper, Lauren A.;
DiGabriele, James A.;
Riley Jr., Richard A.;
Sorensen, Trevor L.

Publication type:

Article

Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Fund Returns.

Published in:

Journal of Wealth Management, 2010, v. 13, n. 1, p. 103, doi. 10.3905/JWM.2010.13.1.103

By:

RACICOT, FRANÇOIS-ÉRIC;
THÉORET, RAYMOND

Publication type:

Article

Risk Profiles of Distressed Hedge Funds.

Published in:

Journal of Wealth Management, 2008, v. 10, n. 4, p. 73, doi. 10.3905/jwm.2008.701853

By:

Mackey, Scott

Publication type:

Article

The value premium and uncertainty: An approach by support vector regression algorithm.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 1, p. 1, doi. 10.1080/23322039.2023.2191459

By:

Khoa, Bui Thanh;
Huynh, Tran Trong

Publication type:

Article

The profitability of technical analysis: Evidence from the piercing line and dark cloud cover patterns in the forex market.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1768648

By:

Alanazi, Ahmed S.;
Alanazi, Ammar S.;
McMillan, David

Publication type:

Article

Financial contracting and misreporting with limited enforcement, firm financing and growth.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1723826

By:

Adama, Adams Sorekuong Yakubu;
McMillan, David

Publication type:

Article

Analysis of industry risk premium with MVS three dimensions vector factor model.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1374814

By:

Sun, Feng;
Liu, Cheng;
Zhou, Xiaoguang;
McMillan, David

Publication type:

Article

Analysing assets’ performance inside a portfolio: From crossed beta to the net risk premium ratio.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2016.1270251

By:

Bosch-Badia, Maria-Teresa;
Montllor-Serrats, Joan;
Tarrazon-Rodon, Maria-Antonia;
McMillan, David

Publication type:

Article

COMPENSATING WAGE DIFFERENTIALS FOR WORKPLACE RISKS AND LOCAL UNEMPLOYMENT: NEW EVIDENCE FOR GENDER, UNION, AND NONUNION WORKERS IN THE USA.

Published in:

Journal of Developing Areas, 2022, v. 56, n. 2, p. 65, doi. 10.1353/jda.2022.0035

By:

Mridha, Hosne. A.

Publication type:

Article

Infinite-time absolute ruin in dependent renewal risk models with constant force of interest.

Published in:

Stochastic Models, 2017, v. 33, n. 1, p. 97, doi. 10.1080/15326349.2016.1216798

By:

Liu, Jiajun;
Yang, Yang

Publication type:

Article

The Classification of Sharia Assets and Performance of Financial Portfolio.

Published in:

Turkish Journal of Islamic Economics, 2021, v. 8, n. 2, p. 517, doi. 10.26414/A179

By:

Ahmed Bhutto, Sarfaraz;
Shaikh, Saifullah;
Amar, Hussain;
Abbas Mangi, Qamar

Publication type:

Article

Is Tax Increment Financing a Fiscal Bane or Boon?

Published in:

Journal of Planning Education & Research, 2021, v. 41, n. 1, p. 94, doi. 10.1177/0739456X18774121

By:

Nguyen-Hoang, Phuong

Publication type:

Article

Liquidity and Systematic Risk: Evidence from Pakistan Stock Exchange (PSX).

Published in:

KASBIT Business Journal, 2022, v. 15, n. 2, p. 130

By:

Ghani, Kamran Abdul;
Mubeen, Muhammad;
Raza, Khuwaja Masood

Publication type:

Article

AVALIAÇÃO DA ROBUSTEZ DO USO DO PRÊMIO POR RISCO PAÍS NO CÁLCULO DO CUSTO DE CAPITAL PRÓPRIO NO BRASIL.

Published in:

Revista Evidenciação Contábil & Finanças, 2021, v. 9, n. 3, p. 71, doi. 10.22478/ufpb.2318-1001.2021v9n3.55919

By:

Rodrigues da Silva, Gildo;
de Oliveira Andrade, Francisco José;
Reed Bergmann, Daniel

Publication type:

Article

Нова методологія комплексної оцінки конкурентоспроможності ринку страхових послуг України: фактори масштабу і суперництва, тенденції та порівняння

Published in:

Accounting & Finance / Oblìk ì Fìnansi, 2019, n. 83, p. 114, doi. 10.33146/2307-9878-2019-1(83)-114-138

By:

ШІРІНЯН, Л. В.;
ШІРІНЯН, А. С.

Publication type:

Article

Determinant Factors of Liquidity Risk Premium on Indonesian Government Bonds.

Published in:

Indonesian Capital Market Review, 2021, v. 13, n. 1, p. 61, doi. 10.21002/icmr.v13i1.13239

By:

Hartini, Eka Rathmanty Merry;
Hanggraeni, Dewi

Publication type:

Article