The Risk Premium on Mediterranean Emerging Stock Markets
, 2023 Fatma Khalfallah
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Foreign Exchange Risk Premium: Does Fiscal Policy Matter?: Evidence from Italian Data
, 1997 Lorenzo Giorgianni
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Simultaneous determination of market value and risk premium in the valuation of firms [PDF]
Valuing a firm using the discounted cash flow method (DCF) requires the joint determination of the market value of its equity (MVE) together with the equity risk premium (ERP) the firm should earn, since the latter is part of the discount rate used in ...
Stefan Lutz
core
R&D Expenditures and Implied Equity Risk Premium
, 2011 Xiaofeng Peng, Pervaiz Alam
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Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations [PDF]
Survey data on exchange rate expectations are used to divide the forward discount into expected depreciation and a risk premium. Our starting point is the common test oh whether the forward discount is an unbiased predictor of future changes in the spot ...
Jeffrey A. Frankel, Kenneth A. Froot
core
The Price Puzzle in Emerging Markets : Evidence from the Turkish Economy Using Model Based Risk Premium Derived from Domestic Fundamentals [PDF]
The recent studies by Blanchard (2004) and Favero and Giavazzi (2004) imply that a tight monetary policy consistent with an inflation-targeting framework in emerging market economies could actually increase the price level due to the lack of fiscal ...
Neslihan Kaya, Umit Ozlale, Zelal Aktas
core
Historical and future projected costs of capital for ten energy technologies across 176 countries. [PDF]
Sci DataHatton L +4 more
europepmc +1 more source
Investigating the Expectation Hypothesis and the Risk Premium Dynamics: New Evidence for Brazil
, 2018 João F. Caldeira
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Monetary Policy and External Shocks in a Dollarized Economy with Credit Market Imperfections [PDF]
This paper analyses the transmission of monetary and external shocks in a dollarized economy by making use of a small, static analytical model, which dwells on Agénor and Montiel (2006, 2007).
Koray Alper
core
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
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