Results 31 to 40 of about 273,667 (338)
Cogent Economics & FinanceA significant body of literature has examined the role of traditional macroeconomic and institutional factors in determining the equity risk premium.
Josua O. Oluwafemi Akinyemi +1 more
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Risk Premium for Loss of Employment in Polish Regions
Zeszyty Naukowe Wyższej Szkoły Finansów i Prawa w Bielsku-Białej, 2016 On the basis of the income-based valuation method of intellectual capital of the region in the previous papers, the author discovers a need for a valuation of the risk premium which should be included in the rate that discounts income from work ...
Jan Ostoj
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Ex-ante equity risk premia: Expectational estimates using stock market returns forecasts in the emerging equity market [PDF]
Panoeconomicus, 2018 We estimated the ex-ante equity risk premium for the Republic of Macedonia, which is a young, small and open emerging market. We polled academics and practitioners for their expectations on the stock market index MBI10 as a proxy for market portfolio ...
Naumoski Aleksandar +1 more
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The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets
Journal of business & economic statistics, 2019 We explore the pricing of tail risk as manifest in index options across international equity markets. The risk premium associated with negative tail events displays persistent shifts, unrelated to volatility.
Torben G. Andersen +2 more
semanticscholar +1 more source
TERM PREMIUM AND EQUITY PREMIUM IN ECONOMIES WITH HABIT FORMATION [PDF]
, 2006 In this paper we investigate the size of the risk premium and the term premium in an representative agent exchange model economy where households preferences are subject to habit formation.
Antonia Diaz, Santiago Budria
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Out-of-Sample Predictability of the Equity Risk Premium
MathematicsA large set of macroeconomic variables have been suggested as equity risk premium predictors in the literature. Acknowledging the different predictability of the equity premium in expansions and recessions, this paper proposes an approach that combines ...
Daniel de Almeida +2 more
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Temperature Changes & The Cost of Equity Capital; Evidence from Tracking Portfolio Approach [PDF]
فصلنامه بورس اوراق بهادارTemperature Changes & The Cost of Equity Capital; Evidence from Tracking Portfolio Approach AbstractTemperature fluctuations resulting from climate change can be considered as one of the factors causing uncertainty, causing investors to worry about their
Maryam Davallou, Maryam amouei
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Agribusiness, EarlyView.ABSTRACT The Cordillera Administrative Region in the Philippines is home to terraced rice embedded in centuries of cultural heritage. However, weak market incentives threaten sustained production, jeopardizing indigenous communities' cultural heritage and the in situ biodiversity of rice genetic resources.
Kofi Britwum, Matty Demont
wiley +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
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Agribusiness, EarlyView.ABSTRACT The origin of a product, if associated with good quality, can contribute to building a positive collective reputation, leading to a potential price premium. However, it is conceivable that a producer markets a product by evoking symbols, images, words, and values typical of places other than where it was designed or produced, creating a ...
Annalisa Caloffi +2 more
wiley +1 more source