Works matching Risk premiums

Results: 4623

Monetary Convergence and Risk Premiums in the EU Accession Countries.

Published in:

Open Economies Review, 2003, v. 14, n. 3, p. 251, doi. 10.1023/A:1023983003532

By:

Orlowski, Lucjan

Publication type:

Article

Relaciones de largo plazo entre la política monetaria, el tipo de cambio y el premio al riesgo en México (2003-2018).

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2022, v. 17, n. 2, p. 1, doi. 10.21919/remef.v17i2.584

By:

Castro Pérez, Judith Jazmín;
Aké, Salvador Cruz;
Durán Saldívar, Mario Alejandro

Publication type:

Article

Unconstrained estimates of the equity risk premium.

Published in:

Review of Accounting Studies, 2013, v. 18, n. 2, p. 560, doi. 10.1007/s11142-013-9225-z

By:

Fitzgerald, Tristan;
Gray, Stephen;
Hall, Jason;
Jeyaraj, Ravi

Publication type:

Article

ESTIMATING EQUITY RISK PREMIUM FOR VALUATING A ROMANIAN COMPANY. THE CASE OF ANTIBIOTICE SA.

Published in:

Annals of the University of Craiova, Economic Sciences Series, 2008, v. 4, n. 36, p. 1758

By:

Ciobanu, Anamaria;
Braşoveanu, Laura Obreja

Publication type:

Article

The skewness risk premium in equilibrium and stock return predictability.

Published in:

Annals of Finance, 2016, v. 12, n. 1, p. 95, doi. 10.1007/s10436-016-0275-7

By:

Sasaki, Hiroshi

Publication type:

Article

Nonlinearities in the relation between the equity risk premium and the term structure.

Published in:

Management Science, 1997, v. 43, n. 3, p. 371, doi. 10.1287/mnsc.43.3.371

By:

Boudoukh, Jacob;
Richardson, Matthew;
Whitelaw, Robert F.

Publication type:

Article

COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries' Stock Markets.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 9, p. 1353, doi. 10.3390/math10091353

By:

Núñez-Mora, José Antonio;
Santillán-Salgado, Roberto Joaquín;
Contreras-Valdez, Mario Iván

Publication type:

Article

Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 17, p. 2038, doi. 10.3390/math9172038

By:

Posedel Šimović, Petra;
Tafro, Azra

Publication type:

Article

Portrait of equity risk premium in Indonesia capital market period 1990 - 2022.

Published in:

International Journal of Research in Business & Social Science, 2022, v. 11, n. 7, p. 152, doi. 10.20525/ijrbs.v11i7.2070

By:

Arifin, Zaenal

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

The Variance Risk Premium in Equilibrium Models.

Published in:

Review of Finance, 2023, v. 27, n. 6, p. 1977, doi. 10.1093/rof/rfad005

By:

Bekaert, Geert;
Engstrom, Eric;
Ermolov, Andrey

Publication type:

Article

Gambling culture, corporate risk preference and bond risk premium.

Published in:

Review of Quantitative Finance & Accounting, 2025, v. 64, n. 1, p. 119, doi. 10.1007/s11156-024-01302-3

By:

Zhou, Yucheng;
Chen, Jinchang;
Wu, Shinong;
Wang, Lihong

Publication type:

Article

Dark Matter in (Volatility and) Equity Option Risk Premiums.

Published in:

Operations Research, 2022, v. 70, n. 6, p. 3108, doi. 10.1287/opre.2022.2360

By:

Bakshi, Gurdip;
Crosby, John;
Gao, Xiaohui

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

MODELLING THE DYNAMICS OF SOVEREIGN RISK PREMIUM.

Published in:

Oeconomica, 2014, n. 2, p. 87

By:

FUDULACHE, ADINA ELENA

Publication type:

Article

An Empirical Examination of Risk Premiums in the Indian Currency Futures Market.

Published in:

Asia-Pacific Journal of Risk & Insurance, 2018, v. 12, n. 1, p. N.PAG, doi. 10.1515/apjri-2016-0031

By:

Kumar, Satish

Publication type:

Article

Sovereign Bond Risk Premiums.

Published in:

Working Papers (Oesterreichische Nationalbank), 2017, n. 2017, p. 1

By:

Dockner, Engelbert J.;
Mayer, Manuel;
Zechner, Josef

Publication type:

Article

Makroekonomik Göstergeler ve Ülke Risk Primi İlişkisinin İncelenmesi: Türkiye Örneği.

Published in:

Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi, 2021, v. 16, n. 61, p. 310, doi. 10.19168/jyasar.820772

By:

BADURLAR, İlkay

Publication type:

Article

R&D expenditures and implied equity risk premiums.

Published in:

Review of Quantitative Finance & Accounting, 2014, v. 43, n. 3, p. 441, doi. 10.1007/s11156-013-0381-9

By:

Alam, Pervaiz;
Liu, Min;
Peng, Xiaofeng

Publication type:

Article

Risk and Probability Premiums for CARA Utility Functions.

Published in:

Journal of Agricultural & Resource Economics, 1993, v. 18, n. 1, p. 17

By:

Babcock, Bruce A.;
Choi, E. Kwan;
Feinerman, Eli

Publication type:

Article

THE RISK PREMIUM IN THE FOREIGN EXCHANGE MARKET. THE APPLICATION OF ARCH-IN-MEAN MODEL.

Published in:

Quantitative Methods in Economics / Metody Ilościowe w Badaniach Ekonomicznych, 2020, v. 21, n. 2, p. 71, doi. 10.22630/MIBE.2020.21.2.7

By:

Czech, Katarzyna

Publication type:

Article

Modeling Foreign Exchange Risk Premium in Armenia.

Published in:

Emerging Markets Finance & Trade, 2008, v. 44, n. 1, p. 41, doi. 10.2753/REE1540-496X440103

By:

Poghosyan, Tigran;
Kočenda, Evžen;
Zemčik, Petr

Publication type:

Article

Using Futures Prices and Analysts' Forecasts to Estimate Agricultural Commodity Risk Premiums.

Published in:

Risks, 2025, v. 13, n. 1, p. 9, doi. 10.3390/risks13010009

By:

Cortazar, Gonzalo;
Ortega, Hector;
Pérez, José Antonio

Publication type:

Article

It Takes Two to Tango: Estimation of the Zero-Risk Premium Strike of a Call Option via Joint Physical and Pricing Density Modeling.

Published in:

Risks, 2021, v. 9, n. 11, p. 196, doi. 10.3390/risks9110196

By:

Höcht, Stephan;
Madan, Dilip B.;
Schoutens, Wim;
Verschueren, Eva

Publication type:

Article

Risk Premium for Loss of Employment in Polish Regions.

Published in:

Zeszyty Naukowe (Wyższej Szkoły Finansów i Prawa w Bielsku-Białej), 2018, v. 22, n. 4, p. 32, doi. 10.5604/01.3001.0012.9685

By:

Ostoj, Jan

Publication type:

Article

APPLICATION OF BEHAVIORAL FINANCE IN MODELING BULGARIAN EQUITY RISK PREMIUM.

Published in:

Business Management / Biznes Upravlenie, 2015, n. 2, p. 89

By:

Pavlov, Tsvetan

Publication type:

Article

Research on the Factors Affecting the Risk Premium of China's Green Bond Issuance.

Published in:

Sustainability (2071-1050), 2019, v. 11, n. 22, p. 6394, doi. 10.3390/su11226394

By:

Wang, Qinghua;
Zhou, Yaning;
Luo, Li;
Ji, Junping

Publication type:

Article

The Effect of Systematic Default Risk on Credit Risk Premiums.

Published in:

Sustainability (2071-1050), 2019, v. 11, n. 21, p. 6039, doi. 10.3390/su11216039

By:

Kim, Jungmu

Publication type:

Article

Risk Premium Assessment for the Sustainable Valuation of Urban Development Land: Evidence from Spain.

Published in:

Sustainability (2071-1050), 2019, v. 11, n. 15, p. 4191, doi. 10.3390/su11154191

By:

Codosero Rodas, José María;
Cabezas Fernández, José;
Naranjo Gómez, José Manuel;
Castanho, Rui Alexandre

Publication type:

Article

Jump tail risk premium and predicting US and Japanese credit spreads.

Published in:

Empirical Economics, 2019, v. 57, n. 1, p. 79, doi. 10.1007/s00181-018-1431-x

By:

Ubukata, Masato

Publication type:

Article

Risk Premium and Central Bank Intervention.

Published in:

2006

By:

Özlü, Pınar

Publication type:

Abstract

Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008-2009?

Published in:

Finance a Uver: Czech Journal of Economics & Finance, 2012, v. 62, n. 5, p. 450

By:

POŠTA, Vít

Publication type:

Article

Uncertain expected utility function and its risk premium.

Published in:

Journal of Intelligent Manufacturing, 2017, v. 28, n. 3, p. 581, doi. 10.1007/s10845-014-1007-3

By:

Chen, Xiaowei;
Park, Gyei-Kark

Publication type:

Article

Implicaciones de los choques de prima de riesgo en una economía pequeña y abierta.

Published in:

Lecturas de Economia, 2020, n. 92, p. 133, doi. 10.17533/udea.le.n0a336434

By:

Mauricio Gil-León, José;
Felipe Suárez-Cante, Andrés

Publication type:

Article

Is the Ex Ante Risk Premium Always Positive? Further Evidence.

Published in:

Australian Journal of Management (University of New South Wales), 2006, v. 31, n. 1, p. 93, doi. 10.1177/031289620603100106

By:

Walsh, Kathleen D.

Publication type:

Article

Growth Matters: Disclosure and Risk Premium.

Published in:

Accounting Review, 2022, v. 97, n. 4, p. 259, doi. 10.2308/TAR-2019-0450

By:

Ellahie, Atif;
Hayes, Rachel M.;
Plumlee, Marlene A.

Publication type:

Article

Non-Diversifiable Volatility Risk and Risk Premiums at Earnings Announcements.

Published in:

Accounting Review, 2014, v. 89, n. 5, p. 1579, doi. 10.2308/accr-50758

By:

Barth, Mary E.;
So, Eric C.

Publication type:

Article

ONE-YEAR PREMIUM RISK AND EMERGENCE PATTERN OF ULTIMATE LOSS BASED ON CONDITIONAL DISTRIBUTION.

Published in:

Astin Bulletin, 2020, v. 50, n. 2, p. 479, doi. 10.1017/asb.2020.10

By:

Delong, Łukasz;
Szatkowski, Marcin

Publication type:

Article

Pure risk premium rating of debris flows based on a dynamic run-out model: a case study in Anzhou, China.

Published in:

Natural Hazards, 2021, v. 106, n. 1, p. 235, doi. 10.1007/s11069-020-04459-x

By:

Deng, Zhifei;
Liu, Jifu;
Guo, Lanlan;
Li, Jiaoyang;
Li, Junming;
Jia, Yiru

Publication type:

Article

The Global Determinants of International Equity Risk Premiums.

Published in:

Management Science, 2024, v. 70, n. 9, p. 6374, doi. 10.1287/mnsc.2023.4958

By:

Londono, Juan M.;
Xu, Nancy R.

Publication type:

Article

Forecasting the Equity Risk Premium: The Role of Technical Indicators.

Published in:

Management Science, 2014, v. 60, n. 7, p. 1772, doi. 10.1287/mnsc.2013.1838

By:

Neely, Christopher J.;
Rapach, David E.;
Jun Tu;
Guofu Zhou

Publication type:

Article

Forward-Looking Market Risk Premium.

Published in:

Management Science, 2014, v. 60, n. 2, p. 521, doi. 10.1287/mnsc.2013.1758

By:

Jin-Chuan Duan;
Weiqi Zhang

Publication type:

Article

Information Environment and Equity Risk Premium Volatility Around the World.

Published in:

Management Science, 2012, v. 58, n. 7, p. 1322, doi. 10.1287/mnsc.1110.1488

By:

Lau, Sie Ting;
Ng, Lilian;
Zhang, Bohui

Publication type:

Article

FORECASTING FORWARD EXCHANGE RATE RISK PREMIUM IN SINGAPORE DOLLAR/US DOLLAR EXCHANGE RATE MARKET.

Published in:

Singapore Economic Review, 2009, v. 54, n. 2, p. 283, doi. 10.1142/S0217590809003288

By:

KIANI, KHURSHID M.

Publication type:

Article

Methods for risk premium: Application for agriculture companies in Czech Republic.

Published in:

Journal of International Studies (2071-8330), 2022, v. 15, n. 3, p. 82, doi. 10.14254/2071-8330.2022/15-3/6

By:

Machová, Veronika;
Kučera, Jiří;
Kašparová, Sandra

Publication type:

Article

Sovereign Risk Premium and Macroeconomy: Causal Relationship.

Published in:

Contemporary Economics, 2025, v. 19, n. 1, p. 18, doi. 10.5709/ce.1897-9254.552

By:

Botey-Fullat, Maria;
Marín-Palacios, Cristina;
Garcia Garcia-Doncel, Jesús

Publication type:

Article

Oil Prices and Government Bond Risk Premiums.

Published in:

Lahore Journal of Business, 2012, v. 1, n. 1, p. 1, doi. 10.35536/ljb.2012.v1.i1.a1

By:

Alexandre, Hervé;
de Benoist, Antonin

Publication type:

Article

Can technical indicators predict the Chinese equity risk premium?

Published in:

International Review of Finance, 2022, v. 22, n. 1, p. 114, doi. 10.1111/irfi.12344

By:

Sun, Mingwei;
Glabadanidis, Paskalis

Publication type:

Article

Determinants of the implied equity risk premium in Brazil.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2020, v. 18, n. 1, p. 69, doi. 10.12660/rbfin.v18n1.2020.80038

By:

Sanvicente, Antonio Zoratto;
Carvalho, Mauricio R. A.

Publication type:

Article

Sustainability and risk premium estimation in property valuation and assessment of worth.

Published in:

Building Research & Information, 2012, v. 40, n. 2, p. 174, doi. 10.1080/09613218.2012.655069

By:

d'Amato, Maurizio;
Kauko, Tom

Publication type:

Article