Results 91 to 100 of about 730,581 (311)

The exchange rate and purchasing power parity in arbitrage-free models of asset pricing. [PDF]

Exchange; Purchasing; Purchasing power; Power; Models; Model; Asset pricing; Pricing;
Sercu, Piet
core  

Return and Volatility Spillovers Among Major Cotton Markets

Agribusiness, EarlyView.
ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source

Aging and asset prices [PDF]

, 2005
This study quantifies the potential effects of aging on asset prices using a sophisticated overlapping generations (OLG) model with international diversification reflecting the global nature of capital markets. We show that the expected decline in the returns to capital will depend on the degree of international diversification.
Börsch-Supan, Axel, Ludwig, Alexander, Sommer, Mathias   +2 more
openaire   +2 more sources

Essays on Rational Asset Pricing. [PDF]

Essays on Rational Asset Pricing is a collection of essays demonstrating the ability of rational asset pricing theory to explain differences in expected returns across assets.
Szymanowska, M.
core  

Empirical investigation of nonlinear asset pricing kernel with human capital and housing wealth [PDF]

, 2011
In a traditional framework, asset returns are captured by simple linear asset pricing models. They include Capital Asset Pricing Model (CAPM) and Fama-French threefactor model.
Wang, Qing Mei
core   +1 more source

Heterogeneity in Food Price Inflation Convergence Across the EU: Evidence From Club Dynamics and Structural Breaks

Agribusiness, EarlyView.
ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley   +1 more source

Intertemporal Asset Pricing Without Consumption Data [PDF]

This paper proposes a new way to generalize the insights of static asset pricing theory to a multi-period setting. The paper uses a loglinear approximation to the budget constraint to substitute out consumption from a standard intertemporal asset pricing
John Y. Campbell
core  

Alternative Policy Designs to Help Farmers Select Profitable Conservation Practices

Agribusiness, EarlyView.
ABSTRACT Voluntary private carbon initiatives (VPCIs) promote the implementation of agricultural conservation practices that mitigate emissions of greenhouse gases (GHGs) via financial incentives to participating farmers. Simultaneously, an array of public policies supports the adoption of conservation practices through technical and financial ...
Oranuch Wongpiyabovorn, Alejandro Plastina   +1 more
wiley   +1 more source

ASSET PRICING, MARKET INTEGRATION, AND CONTAGION: A BIBLIOMETRIC PERSPECTIVE [PDF]

Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
This paper provides a comprehensive bibliometric analysis of the existing literature concerning the broader asset pricing literature, with a particular focus on the topics of market integration, financial contagion, risk transmission, and ...
BUDRIȘ CRISTIAN-ANDREI
doaj  

Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange [PDF]

This study examines the Capital Asset Pricing Model of Sharpe (1964) Lintner (1965) and Black (1972) as the benchmark model in the asset pricing theory.
Attiya Y. Javid, Eatzaz Ahmad
core