Results 131 to 140 of about 435,179 (262)

Pricing Currency Risk: Facts and Puzzles from Currency Boards [PDF]

Hard pegs, such as currency boards, intend to reduce or even eliminate currency risk. This paper investigates the patterns and determinants of the currency risk premium in two currency boards -- Argentina and Hong Kong.
Luis Serven, Sergio L. Schmukler
core  

The Profitability Premium: Macroeconomic Risks or Expectation Errors?

, 2015
FY Eric C Lam, Shujing Wang, K.C. John Wei   +2 more
openalex   +1 more source

Uncovered Interest Parity and the Risk Premium [PDF]

The aim of this study is to analyze the potential risk premium inherent in the uncovered interest parity (UIP) condition. In this approach the GARCH class models, including Component GARCH are used to measure the time-varying risk premium and the results
Ghoshray, Atanu, Li, Dandan, Morley, Bruce   +2 more
core  

Cross-Section of Option Returns and the Volatility Risk Premium

, 2021
Simon Fritzsch, Felix Irresberger, Gregor Weiß   +2 more
openalex   +1 more source

Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks [PDF]

This paper studies comparative risk aversion between risk averse agents in the presence of a background risk. Although the literature covers this question extensively, our contribution differs from most of the literature in two respects.
Georges Dionne, Jingyuan Li
core  

Does the Risk Premium Differ Between Women Engaging in Commercial and Transactional Sex? Evidence From Urban Cameroon. [PDF]

Health Econ
Njuguna RG, Cust H, POWER Team, Lépine A.   +3 more
europepmc   +1 more source

The Risk Premium and Long-Run Global Imbalances [PDF]

Our paper investigates whether the valuation effect caused by a large risk premium and a low risk-free rate can help to explain the enormous US current account and trade deficit observed in the past decade. To answer this question, we set up an endowment
Kanda Naknoi, YiLi Chien
core  

How does negative new media coverage impact audit fees, cost cover, or risk premium? Based on the data from WeChat official account by Crawler Technology. [PDF]

PLoS One
Feng T, Zhang C, Liu L, Lin X.
europepmc   +1 more source

Risk Aversion, Sovereign Bonds and Risk Premium [PDF]

This paper analyzes the risk premium associated with sovereign bonds. We use the Generalized Method of Moments to estimate the level of risk aversion that is implied by the demand for such bonds.
Ferhan Salman
core  

Volatility of Volatility and Tail Risk Premiums

, 2013
Yang‐Ho Park
openalex   +1 more source