Results 81 to 90 of about 22,320 (216)
On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market [PDF]
The purpose of this paper is to characterize the changes in risk premium in the 1980s. A five-variable vector autoregressive model (VAR) is constructed to calculate a risk premium series in the foreign exchange market. The risk premium series is volatile
Takatoshi Ito, Fabio Canova
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Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
World Equity Premium Based Risk Aversion Estimates [PDF]
The equity premium puzzle holds that the coefficient of relative risk aversion estimated from the consumption based CAPM under power utility is excessively high. Moreover, estimates in the literature vary considerably across countries.
Jorn Zenhorst +2 more
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Agribusiness, EarlyView.ABSTRACT In May 2020, China abruptly suspended imports from several major Australian beef processors, escalating a diplomatic dispute between the two countries. This trade measure disrupted one of the largest beef export relationships in the world almost overnight.
K. Aleks Schaefer, Youngjune Kim
wiley +1 more source
Linking credit risk premia to the equity premium [PDF]
Although the equity premium is - both from a conceptual and empirical perspective - a widely researched topic in finance, there is still no consensus in the academic literature about its magnitude.
Berg, Tobias, Kaserer, Christoph
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Agribusiness, EarlyView.ABSTRACT European agriculture is increasingly exposed to economic instability driven by extreme weather events, market volatility, and geopolitical tensions. To manage these growing risks, farmers are encouraged to adopt innovative risk management strategies such as the Income Stabilization Tool (IST), which offers protection against severe income ...
Alice Stiletto +5 more
wiley +1 more source
The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model. [PDF]
Based on the Tobin’s q principle this paper shows that earnings per unit of capital and the output capital ratio are excellent measures of the required share returns because they are only temporarily affected by earnings shocks but are driven permanently
Jakob B. Madsen
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Equity Risk Premium Puzzle: Evidence from Indonesia and Sri Lanka
, 2019 This paper investigates the equity risk premium puzzle in the Indonesian and Sri Lankan stock markets in order to identify the relationship between the volatility of excess returns and the equity risk premium.
Kuruppuarachchi, Duminda +2 more
core +1 more source
Agribusiness, EarlyView.ABSTRACT Brazil and the United States account for more than 40% of global poultry exports, with China and South Korea among their major destination markets. This study examines price transmission and market linkages between Brazil and the United States using monthly poultry export price data from January 1990 to December 2024. It also assesses which of
Khondoker Abdul Mottaleb +2 more
wiley +1 more source
Market risk premium used in 2010 by professors: A survey with 1,500 answers [PDF]
The average Market Risk Premium (MRP) used in 2010 by professors in the United States (6.0%) was higher than the one used by their colleagues in Europe (5.3%).
Fernandez, Pablo, del Campo, Javier
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