Results 291 to 300 of about 19,787,344 (336)

MARKET VALUE AND SYSTEMATIC RISK

The Journal of Finance, 1977
ONE OF THE CENTRAL ISSUES in the theory of finance is the relationship between expected risk and expected return required by individuals investing in assets. The Capital Asset Pricing Model (CAPM)' provides such a theoretical relationship under conditions of market equilibrium.
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Risk premia in option markets

Annals of Finance, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Bond market risk

, 2021
M. Dempsey
semanticscholar   +1 more source

Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach

Energy Economics, 2022
Zhifeng Dai, Fenghua Wen
exaly  

Risk spillover from energy market uncertainties to the Chinese carbon market

Pacific-Basin Finance Journal, 2021
Yingying Xu
exaly  

Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach

International Review of Economics and Finance, 2020
Liqing Huang
exaly  

From Systematic Risk to Systemic Risk: Analysis Over Day-Ahead Market Operation Under High Renewable Penetration by CoVaR and Marginal CoVaR

IEEE Transactions on Sustainable Energy, 2021
Qiwei Zhang, Fangxing Li
exaly  

Asymmetric risk spillover between financial market uncertainty and the carbon market: A GAS–DCS–copula approach

Journal of Cleaner Production, 2020
Lu Yang
exaly  

Risk reporting and stock return in the UK: Does market competition Matter?

North American Journal of Economics and Finance, 2022

exaly  

A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies

Journal of Industrial and Business Economics, 2019
Dean Fantazzini, S. Zimin
semanticscholar   +1 more source