Results 131 to 140 of about 441,620 (312)
Shall We Tax the Risk Premium? [PDF]
Should the realized risk premium be taxed – or not? In a simple two asset portfolio model we analyze the optimal taxation rule when the economy faces aggregate risk.
Bodo Hilgers, Dirk Schindler
core
Alternative Policy Designs to Help Farmers Select Profitable Conservation Practices
Agribusiness, EarlyView.ABSTRACT Voluntary private carbon initiatives (VPCIs) promote the implementation of agricultural conservation practices that mitigate emissions of greenhouse gases (GHGs) via financial incentives to participating farmers. Simultaneously, an array of public policies supports the adoption of conservation practices through technical and financial ...
Oranuch Wongpiyabovorn +1 more
wiley +1 more source
Risk Premium and Central Bank Intervention [PDF]
This study examines the relation between the risk premium and central bank intervention. Forward rates are calculated for the Turkish Lira-USD exchange market and then the effect of central bank intervention on the risk premium is estimated.
Pinar Ozlu
core
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source
Common factors of the exchange risk premium in emerging European markets [PDF]
Existing empirical evidence suggests that the Uncovered Interest Rate Parity (UIRP) condition may not hold due to an exchange risk premium. For a panel data set of eleven emerging European economies we decompose this exchange risk premium into an ...
Byrne, Joseph P, Nagayasu, Jun
core +1 more source
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
Variance Swaps and Intertemporal Asset Pricing [PDF]
This paper proposes an ICAPM in which the risk premium embedded in variance swaps is the factor mimicking portfolio for hedging exposure to changes in future investment conditions. Recent empirical evidence shows that the fears by investors to deviations
Alfonso Novales Cinca +2 more
core
Agribusiness, EarlyView.ABSTRACT In May 2020, China abruptly suspended imports from several major Australian beef processors, escalating a diplomatic dispute between the two countries. This trade measure disrupted one of the largest beef export relationships in the world almost overnight.
K. Aleks Schaefer, Youngjune Kim
wiley +1 more source
Algumas Considerações Sobre o Mercado de Taxa de Juros Brasileiro
Revista de Economia Mackenzie, 2007 The existence and magnitude of risk premiums in the Brazilian term structure is not clear, particularly because it’s a market in the process of development.
Rodrigo Cabral
doaj
Relevância de Prêmio por Risco País no Custo de Capital das Empresas
RAC: Revista de Administração Contemporânea, 2015 A common practice in business valuation and the determination of fair rates of return by regulatory agencies is to use the capital asset pricing model (CAPM) with the ad hoc addition of a country risk premium.
Antonio Zoratto Sanvicente
doaj +1 more source