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The Variation of Economic Risk Premiums
Journal of Political Economy, 1990This paper provides an analysis of the predictable components of monthly common stock and bond portfolio returns.
Ferson, Wayne E, Harvey, Campbell R
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Endogenous risks and the risk premium
Theory and Decision, 1989This note tries to correct a deficiency of the microeconomic literature on decision making under uncertainty. Indeed, when considering meaningful comparative statics results in situations where risks are at least partially controllable (endogenous), this literature has mostly relied upon the traditional Arrow-Pratt risk aversion functions and has paid ...
Eric Briys +2 more
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Risk of Liquidity Risk Premium
SSRN Electronic Journal, 2014Most of the empirical and theoretical work on liquidity and asset pricing focuses on the determination and quantification of the liquidity risk premium. During the last decade however, the interest of many researchers has been attracted by the risk of the liquidity risk premium.
Yuping Huang, Vasilios I. Sogiakas
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The Forward Premium Puzzle And Risk Premiums [PDF]
, 2012 This paper re-evaluates the forward premium puzzle using the Euro/US dollar exchange rate. Unlike previous studies, a state-space model is used to measure the significance of this puzzle by estimating the time-specific parameter. Then we provide evidence that the forward premium puzzle became more prominent around the time of the Lehman Shock, and this
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Estimating the Market Risk Premium
SSRN Electronic Journal, 1999This paper provides a methodology for estimating the market risk premium based on the underlying process governing the level of market volatility. My model provides a test for a structural shift in the historical risk premium and an unbiased estimate of its value.
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American Cancer Society nutrition and physical activity guideline for cancer survivors
Ca-A Cancer Journal for Clinicians, 2022Cheryl L Rock +2 more
exaly