Results 111 to 120 of about 441,620 (312)
Cost of Capital in the Energy Sector, in Emerging Markets, the Case of a Dollarized Economy
EnergiesThis article estimates the weighted average cost of capital (WACC) for the energy sector in Ecuador, a country with a dollarized economy and illiquid stock markets.
Victor Aguilar +2 more
doaj +1 more source
Global Bond Risk Premiums [PDF]
SSRN Electronic Journal, 2011 This paper examines time-varying measures of term premiums across ten developed economies. It shows that a single factor accounts for most of the variation in expected excess returns over time, across the maturity spectrum, and across countries. I construct a global return forecasting factor that is a GDP-weighted average of each country’s local return
openaire +3 more sources
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
A Theoretical Extension of the Consumption-based CAPM Model [PDF]
We extend the Consumption-based CAPM (C-CAPM) model for representative agents with different risk attitudes. We introduce the concept of expectation dependence and show that for a risk averse representative agent, it is the first-degree expectation ...
Georges Dionne, Jingyuan Li
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Adaptive filtering for stochastic risk premia in bond market [PDF]
, 2012 We consider the adaptive filtering problem for estimating the randomly changing risk premium and its system parameters for zero-coupon bond models. The term structure model for a zero-coupon bond is formulated including the stochastic risk-premium factor.
Aihara, ShinIchi, Bagchi, Arunabha
core +2 more sources
Agribusiness, EarlyView.ABSTRACT Market‐based solutions are increasingly tested to address aflatoxin issues in peanuts in developing countries. Although previous studies have found that Haitian grocery store shoppers are willing to pay a 21% premium for peanut butter with levels of aflatoxin that meet international standards, no information is available for the much larger ...
Phendy Jacques +2 more
wiley +1 more source
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model
Croatian Economic Survey, 2017 We use data for 24 European countries, spanning from 1994 to 2015, in order to examine how changes in macroeconomic conditions influence country risk premium volatility proxied by sovereign spreads variance.
Petra Palić +2 more
doaj +1 more source
Agribusiness, EarlyView.ABSTRACT Sustainability labels can help support consumers select more socially and environmentally friendly options, thereby enhancing returns for conscientious producers and promoting the transition to a more sustainable food system. However, consumer confusion regarding labels' meaning undermines their effectiveness.
Monika Hartmann +4 more
wiley +1 more source
Unbiasedness Hypothesis and Efficiency Test of Thai Stock Index Futures
SAGE Open, 2017 Theoretically, futures prices are unbiased predictors of subsequent cash prices only if a market is efficient and there is no risk premium. This research empirically tests both market efficiency hypothesis and unbiasedness of futures price hypothesis in ...
Piyapas Tharavanij
doaj +1 more source
Why Do Emerging Economies Borrow Short Term? [PDF]
We argue that emerging economies borrow short term due to the high risk premium charged by bondholders on long-term debt. First, we present a model where the debt maturity structure is the outcome of a risk sharing problem between the government and ...
Fernando Broner +2 more
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