Results 201 to 210 of about 7,199,199 (374)
Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options [PDF]
We use a novel pricing model to filter times series of diffusive volatility and jump intensity from S&P 500 index options. These two measures capture the ex-ante risk assessed by investors.
Pedro Santa-Clara, Shu Yan
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Business Strategy and the Environment, EarlyView.ABSTRACT The planetary crisis, stemming from overconsumption and unsustainable production patterns, necessitates a shift towards balanced economic, environmental and social growth. The circular economy presents a promising solution by promoting material recirculation.
Agnes Toth‐Peter +3 more
wiley +1 more source
The Risk Premium, Exchange Rate Expectations, and the Forward Exchange Rate: Estimates for the Yen–Dollar Rate [PDF]
, 2003 Stuart Landon, Constance Smith
openalex +1 more source
EVALUATION OF CROP INSURANCE PREMIUM RATES FOR GEORGIA AND SOUTH CAROLINA PEACHES [PDF]
We estimate actuarially fair premium rates for yield insurance for Georgia and South Carolina peaches for comparison to the premium rates established by the Risk Management Agency (RMA) for the 1999 crop.
Kahl, Kandice H. +2 more
core +1 more source
Corporate Climate Risk and Membership of Emission Trading Schemes
Business Strategy and the Environment, EarlyView.ABSTRACT Using a sample of 5364 firms from 65 countries, we demonstrate that membership in the scheme increases firm climate risk. Further analysis reveals that the positive impact of membership on climate risk is pronounced among firms in carbon‐intensive industries. Our findings demonstrate that continental differences and legal origin could moderate
Gbenga Adamolekun +4 more
wiley +1 more source
Public Investment and the Risk Premium for Equity [PDF]
, 2003 Simon Grant, John Quiggin
openalex +1 more source
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
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Restoring Food System Resilience in a Turbulent World: Supply Chain Actors' Shared Responsibility
Business Strategy and the Environment, EarlyView.ABSTRACT Ecological and economic crises increasingly affect the long‐term resilience of the food supply chain. This qualitative study draws on semistructured interviews and public evidence to analyse the perspectives of British supply chain actors. Asking which pathways towards food system resilience arise and which forms of social and environmental ...
Steffen Hirth +6 more
wiley +1 more source
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM [PDF]
This article investigates the evolution of the US risk premium in periods of crisis. First, we estimate a conditional CAPM with time-varying systematic risk and price of risk using a multivariate GARCH-in-Mean model.
Fredj Jawadi, Mohamed El Hedi Arouri
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