Results 41 to 50 of about 7,199,199 (374)

The Fundamental Equity Premium and Ambiguity Aversion in an International Context

Risks, 2018
Stocks are riskier than bonds. This causes a risk premium for stocks. That the size of this premium, however, seems to be larger than risk aversion alone can explain the so-called “equity premium puzzle”.
Minh Hai Ngo, Marc Oliver Rieger, Shuonan Yuan   +2 more
doaj   +1 more source

Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets

, 2016
We develop an econometric methodology to infer the path of risk premia from a large unbalanced panel of individual stock returns. We estimate the time-varying risk premia implied by conditional linear asset pricing models where the conditioning includes ...
P. Gagliardini, Elisa Ossola, O. Scaillet, O. Scaillet   +3 more
semanticscholar   +1 more source

Sol–Gel Thin Films for the Protection of Ancient Glass Artifacts: A Performance Comparison Between Inorganic and Hybrid Silica Compositions

Advanced Materials Interfaces, EarlyView.
This study explores the development of sol–gel coatings for archaeological glass conservation. By formulating silica‐based solutions with low acid concentrations and applying them via dip coating, protective films are prepared at room temperature. Analysis reveals that hybrid coatings with methyl and octyl groups provide superior protection against ...
Stefano Centenaro, Elti Cattaruzza, Antonella Glisenti, Leonardo Puppulin, Giulia Franceschin, Arianna Traviglia   +5 more
wiley   +1 more source

Explaining the Default Risk Premium Anomaly Using Two Beta Model [PDF]

Journal of Asset Management and Financing, 2019
Objective: Given some failures of the Capital Asset Pricing Model in explaining the default risk anomaly, some researchers have claimed the two-beta model, established by Campbell and Vulteenaho (2004), is functionally able to explain this peculiarity ...
Daryoosh Forooghi, Hadi Amiri, Ebrahim Sadreddin   +2 more
doaj   +1 more source

US Equity Risk Premiums during the COVID-19 Pandemic [PDF]

arXiv, 2020
We study equity risk premiums in the United States during the COVID-19 pandemic.
arxiv  

The Risk Premium of Gold

Journal of International Money and Finance, 2017
This paper examines the properties of the gold risk premium. We estimate a parsimonious model for the gold risk premium and uncover important time variations in the dynamics of the risk premium.
Duc Binh Benno Nguyen, Marcel Prokopczuk, Chardin Wese Simen   +2 more
semanticscholar   +1 more source

Exploration of Half‐Cycle Length of Converging Circular Wavy Duct with Diverging‐Outlet: Turbulent Water Dynamics

Advanced Theory and Simulations, EarlyView.
Increasing half‐cycles intensifies turbulence due to enhanced vortex interactions and flow separation at the diverged‐outlets. Longer wavy ducts are shown to increase flow acceleration, resulting in greater output velocities and more turbulent‐kinetic‐energy production. Wave‐period plays a crucial role in determining turbulent intensity, with amplitude
I. L. Animasaun, Taseer Muhammad, Se‐Jin Yook   +2 more
wiley   +1 more source

Exchange Rates, Interest Rates, and the Risk Premium

, 2015
The well-known uncovered interest parity puzzle arises from the empirical regularity that, among developed country pairs, the high interest rate country tends to have high expected returns on its short term assets. At the same time, another strand of the
C. Engel
semanticscholar   +1 more source

Bilirubin Targeting WNK1 to Alleviate NLRP3‐Mediated Neuroinflammation

Advanced Science, EarlyView.
At physiological concentrations, bilirubin binds to the kinase domain of WNK1, thereby augmenting its activity and facilitating the phosphorylation of downstream SPAK/OSR1. This phosphorylation inhibits KCC2 activity, leading to elevate intracellular chloride levels in neurons.
Linfei Mao, Jiayu Lu, Quanjun Yang, Zhenqi Liu, Cuiping Wu, Bingbing Ke, Kaiyan Su, Haolin Yuan, Yaqi Cui, Yao Wang, Richard Salvi, Guang Yang, Shankai Yin, Feng Liu, Chunyan Li   +14 more
wiley   +1 more source

Integrating Peak Ground Acceleration as a Damage Factor in Risk-Based Premium Rate Assessment using K-medoids Bayesian networks

Journal of Applied Science and Engineering
In the insurance market, determining fair and acceptable premium rates requires an accurate evaluation of risk. In the context of earthquake damage, the Peak Ground Acceleration (PGA) level is essential for assessing the intensity of ground shaking and ...
Devni Prima Sari, Dedi Rosadi, Adhitya Ronnie Effendi, Danardono, Media Rosha   +4 more
doaj   +1 more source