Results 71 to 80 of about 12,595 (305)
American Journal of Agricultural Economics, EarlyView.Abstract This study examines the impact of soil erosion on agricultural land values in the United States (US) Midwest. Based on a novel county‐level panel data set with information on soil erosion levels and agricultural land values covering five census years (1997, 2002, 2007, 2012, and 2017), we separately investigate the direct effect of two types ...
Le Chen +3 more
wiley +1 more source
Corrigendum to "An augmented capital asset pricing model using new macroeconomic determinants" [Volume 6, Issue 10 (October 2020) e05185]. [PDF]
Heliyon, 2023 Pham CD, Phuoc LT.
europepmc +1 more source
Capital Asset Pricing for Markets with Intensity Based Jumps [PDF]
This paper proposes a unified framework for portfolio optimization, derivative pricing, modeling and risk measurement in financial markets with security price processes that exhibit intensity based jumps.
Eckhard Platen
core
Measures of national export price volatility based on the capital asset pricing model [PDF]
, 2004 As is the case with most small open economies, volatility in Australia’s export prices is an important source of national macroeconomic disturbance largely out of its control given its choice of export bundle. The Capital Asset Pricing Model of portfolio
Valadkhani, Abbas, Layton, Allan P.
core
Food inflation pass‐through from agricultural imports in a small open economy
American Journal of Agricultural Economics, EarlyView.Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley +1 more source
Evaluating Asset Pricing Implications of DSGE Models [PDF]
This paper conducts an econometric evaluation of structural macroeconomic asset pricing models. A one-sector dynamic stochastic general equilibrium model (DSGE) with habit formation and capital adjustment costs is considered.
Kevin L. Reffett, Frank Schorfheide
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American Journal of Agricultural Economics, EarlyView.Abstract Large‐scale land reforms constitute a substantial redistribution of wealth and reallocation of agricultural land, which is a major form of asset and production input in developing countries. While land redistribution (from the rich to the poor) remains a highly controversial issue, extensive evidence on its effect is limited.
Devashish Mitra +3 more
wiley +1 more source
Lost in aggregation? On the importance of local food price data for food poverty estimates
American Journal of Agricultural Economics, EarlyView.Abstract This paper explores within‐country variations in food price dynamics and food poverty estimates by employing local market price data and national consumer price index (CPI) data. Our results show that national CPI data may be useful for approximating national trends but they fail to detect and identify spatial variations in local trends, which
Stephan Dietrich +4 more
wiley +1 more source
ANALISIS SAHAM PT INDOSAT Tbk TERKAIT RENCANA BUY BACK PEMERINTAH
MIX: Jurnal Ilmiah Manajemen, 2015 .The study aims to analyze the value of buyback stock plan related to the acquisition of PT Indosat Tbk (ISAT). Counting reasonable price stock carried method Capital Asset Pricing Models (CAPM), Free Cash Flow to Equity (FCFE), Relative Valuation, and ...
A Zaenal Abidin
doaj
A Skeptical Appraisal of Asset-Pricing Tests [PDF]
It has become standard practice in the cross-sectional asset-pricing literature to evaluate models based on how well they explain average returns on size- and B/M-sorted portfolios, something many models seem to do remarkably well.
Stefan Nagel +2 more
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