Results 91 to 100 of about 777,510 (311)
Identifying Volatility Risk Premium from Fixed Income Asian Options [PDF]
We provide approximation formulas for at-the-money asian option prices to extract volatility risk premium from a joint dataset of bonds and option prices. The dynamic model generates stochastic volatility and a time-varying volatility risk premium, which
Caio Ibsen R. Almeida +1 more
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Occupationa pensions, wages and tenure wage profiles [PDF]
, 2004 Using data from the BHPS, we estimate the impact of occupational pensions on wages and on the tenure profile of wages of male private sector workers in the UK.
Andrietti, Vincenzo +1 more
core +1 more source
The Bitter Taste of Brazil's Temporary Import Ban on Robusta Coffee
Agribusiness, EarlyView.ABSTRACT Brazil, a leading Robusta coffee producer and exporter, faced a significant drought in 2016–2017, which drastically reduced production and depleted stocks. Consequently, Brazil temporarily permitted the import of one million 60‐kg bags of Robusta coffee in the spring 2017. An import ban was imposed shortly afterward due to lobbying by domestic
Hanifi Otgun +2 more
wiley +1 more source
Equity premium: Historical, expected, required and implied [PDF]
Equity premium designates four different concepts: Historical Equity Premium (HEP); Expected Equity Premium (EEP);Required Equity Premium (REP); and Implied Equity Premium (IEP).
Fernandez, Pablo
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Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT Social tensions and resource depletion pose significant challenges to the agri‐food sector, highlighting the need for coordinated strategies to ensure sustainability in supply chains. Despite its critical importance, the relationship between coordination mechanisms and sustainability performance remains underexplored.
Carlos Moreno‐Miranda, Liesbeth Dries
wiley +1 more source
TERM PREMIUM AND EQUITY PREMIUM IN ECONOMIES WITH HABIT FORMATION [PDF]
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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Misallocation, Education Expansion and Wage Inequality [PDF]
, 2018 This study offers a unified explanation for the perplexing fact that the education premium rises more for low-experienced workers, while the experience premium increases mainly for low-educated labor. The interaction of signaling, employer learning and
Koutmeridis, Theodore
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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
Trade, Wages, and Specific Factors [PDF]
In this paper, we use a multi-sector specific factors model with sector-specific capital and two mobile factors, production and non-production labor, to examine the effects of globalization on the skill premium in U.S.\ manufacturing industries.
Indro Dasgupta, Thomas Osang
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