Results 71 to 80 of about 441,620 (312)
Impacts of Credit Default Swaps on Volatility of the Exchange Rate in Turkey: The Case of Euro
International Journal of Financial Studies, 2016 In this study, we aim to investigate the impacts of credit default swaps (CDS) premium as a risk financial indicator on the fluctuations of value of the Turkish lira against the Euro.
Muhsin Kar, Tayfur Bayat, Selim Kayhan
doaj +1 more source
Equity Premium Puzzle and Bubble Risk and Epstein- Zin Recursive Preferences Function in Iran’s Securities Market [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2017 The present study aims to interpret equity premium puzzle based on the bubble risk approach in Iran’s securities market for the period 1996:09-2016:10.
Madjid Hatefi Madjumerd +2 more
doaj +1 more source
Why Didn't I Get a Payout? Understanding Farmer Choices, Index Insurance, and Basis Risk
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Index insurance, while heralded as a potential solution to alleviate poverty and food insecurity among agricultural households, has its own set of challenges, notably basis risk. Basis risk is the discrepancy between the insurance payout and losses incurred, posing a significant deterrent to the adoption of index insurance.
S. Lucille Blakeley +4 more
wiley +1 more source
Eigenkapitalrisikopremien i Noreg 1914–2024
MagmaEg underviser i verdivurdering og må jamleg lage prognosar på kva risikofri rente og risikopremien vil vere i framtida. I denne studien prøver eg å navigere meg fram til gode estimat.
Kjell Henry Knivsflå
doaj +1 more source
Fair trade in insurance industry: Premium determination of Taiwan automobile insurance [PDF]
, 2007 This paper examines premium determination of voluntary automobile insurance policy and risk classification under a heavily regulated rating system in Taiwan. We investigate the distribution of actual premium and pure premium, based on unique data to test
Li, Chu-Shiu +3 more
core
Bond Variance Risk Premiums [PDF]
Review of Finance, 2017 Abstract This paper studies variance risk premiums in the Treasury market. We first develop a theory to price variance swaps and show that the realized variance can be perfectly replicated by a static position in Treasury futures options and a dynamic position in the underlying. Pricing and hedging is robust even in the underlying jumps.
Choi, Hoyong, Mueller, P, Vedolin, A
openaire +2 more sources
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Increased frequency of extreme weather events, particularly droughts, threatens grassland farming by destabilizing yields and farms' economic viability. We examine, theoretically and through numerical simulations, how sown plant diversity (natural insurance) influences the attractiveness of indemnity and drought index insurance (formal ...
Nicolas Alou +3 more
wiley +1 more source
Market risk premium: Required, historical and expected [PDF]
The market risk premium is one of the most important but elusive parameters in finance. It is also called equity premium, market premium and risk premium.
Fernandez, Pablo
core
Understanding Egg Price Volatility and Policy Implications in the U.S. With Machine Learning
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Eggs are an inexpensive and sustainable source of proteins, but volatility in the U.S. egg prices has intensified in recent years, raising concerns over food affordability and market stability. This study examines the drivers of U.S. egg price dynamics over 2004–2025 using a two‐stage framework that combines LASSO‐based variable selection with
Xuemei Zhao +3 more
wiley +1 more source
Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium. [PDF]
In this paper we provide a framework that explains how the market risk premium, defined as the difference between forward prices and spot forecasts, depends on the risk preferences of market players and the interaction between buyers and sellers.
Benth, Fred Espen +2 more
core +3 more sources