Results 291 to 300 of about 7,235,641 (360)
Association between prescription patterns and primary care clinic closures in South Korea: A longitudinal retrospective cohort study. [PDF]
Kim HJ, Cho B, Yun JM.
europepmc +1 more source
Oil prices and government bond risk premiums
Hervé Alexandre, Benoist Antonin De
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Recovering the FOMC Risk Premium
Journal of Financial Economics, 2020The Federal Open Market Committee (FOMC) meetings have significant impact on market returns. We propose a methodology to recover the risk premium associated with FOMC meetings from option prices. We also estimate the sizes of upward/downward market price
Hong Liu, Xiaoxiao Tang, Guofu Zhou
semanticscholar +2 more sources
The Real Response to Uncertainty Shocks: the Risk Premium Channel
Management Sciences, 2019Uncertainty shocks are also risk premium shocks. With countercyclical risk aversion (RA), a positive shock to uncertainty increases risk and elevates RA as consumption growth falls.
Lorenzo Bretscher, Alex Hsu, A. Tamoni
semanticscholar +1 more source
The Bitcoin VIX and Its Variance Risk Premium
The Journal of Alternative Investments, 2019The authors acquire a unique dataset of high-frequency traded prices for bitcoin call and put options from the Deribit cryptocurrency derivatives exchange, by 15-minute sampling via the application programming interface.
C. Alexander, Arben Imeraj
semanticscholar +1 more source
Risk Premium in the Era of Shale Oil
Social Science Research Network, 2019The boom in the production of shale oil in the United States has triggered a structural transformation of the oil market. We show, both theoretically and empirically, that this process has significant consequences for oil risk premium.
Fabrizio Ferriani +3 more
semanticscholar +1 more source
The Globalization Risk Premium
The Journal of Finance, 2019ABSTRACTIn this paper, we investigate how globalization is reflected in asset prices. We use shipping costs to measure firms' exposure to globalization. Firms in low shipping cost industries carry a 7% risk premium, suggesting that their cash flows covary negatively with investors' marginal utility.
Jean-Noel Barrot +2 more
openaire +2 more sources
SSRN Electronic Journal, 2020
This paper studies quantile-based moment premiums. The quantile-based approach delivers robust and flexible alternatives to premiums for variance, skewness and kurtosis risk and enhances our understanding of the pricing of risks in derivatives markets.
Felix Brinkmann +2 more
openaire +1 more source
This paper studies quantile-based moment premiums. The quantile-based approach delivers robust and flexible alternatives to premiums for variance, skewness and kurtosis risk and enhances our understanding of the pricing of risks in derivatives markets.
Felix Brinkmann +2 more
openaire +1 more source

