Results 181 to 190 of about 7,199,199 (374)
ABSTRACT This study examines the interplay between social media sentiment (SMS) and corporate reputation (CR) in shaping the relationship between corporate environmental performance (CEP) and corporate financial performance (CFP). Using a dataset of S&P 500 companies from 2017 to 2022, the results indicate that both CR and SMS positively influence the ...
Tiasha Islam+3 more
wiley +1 more source
Algumas Considerações Sobre o Mercado de Taxa de Juros Brasileiro
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
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
Macroeconomic Sources of Equity Risk [PDF]
There are very few estimates of a time-varying equity risk premium based on models that satisfy a no-arbitrage condition. The main aim of this paper is to estimate the US and UK equity risk premia implied by a number of well-known asset pricing models ...
M R Wickens, P N Smith, S Sorensen
core
The Impact of Climate Change on the Income of Wine Producers in the Bordeaux Region
ABSTRACT In the Bordeaux region, climate change has a very significant impact on wine production, with an increase in vineyard area, but a decrease in yield and income. We use a Ricardian approach to assess the magnitude of these changes. We combine very detailed individual, structural and financial data at the farm level with weather data to measure ...
Geoffroy Enjolras+1 more
wiley +1 more source
The Equity Risk Premium: Emerging versus Developed Markets [PDF]
Roelof Salomons, Henk Grootveld
openalex +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
From Diversity to Confusion? The Challenge of Biodiversity Footprint Quantification
ABSTRACT This study documents a significant disagreement between the biodiversity footprints of three major providers. This disagreement mainly stems from fundamental disagreement on the underlying methods and data (measurement), while providers agree to a large part on which firm operations contribute to a loss in biodiversity and how they are ...
Raphaela Roeder, Sebastian Utz
wiley +1 more source
Monetary Convergence and Risk Premiums in the EU Candidate Countries [PDF]
Lucjan T. Orłowski
openalex +1 more source
Does hedging tell the full story? Reconciling differences in US aggregate and industry-level exchange rate risk premia [PDF]
While the importance of currency movements to industry competitiveness is theoretically well established, there is little evidence that currency risk impacts US industries.
Francis, Bill B+2 more
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