risk premium
Top PDF risk premium:
An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies*
... VIX-only shock) during the same period; and finally a “Copper price bust” scenario, which required to estimate a specification with the price of copper, combines shocks to the price of copper and the EMBI China. Under ...
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Determinants of forward risk premium : an empirical analysis of the spanish electricity market
... As a result, it encouraged the development of financial markets for electricity to contribute to the market completeness together with physical markets. Future or forward markets play an important role as a mechanism for ...
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Analysis of the Risk Premium for Auditor Women: The Spanish Case
... a risk premium in Spanish audit firms of SME companies as a hedging ...female risk premium. This premium in fees may exist due to gender differences existing when perceiving and ...
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The impact of investor sentiment on the stock market risk premium : unveling information through the use of information technologies
... to risk premium modelling, addresses the need to incorporate behavioral factors into the risk premium estimation ...estimate risk premium by including information on agents’ ...
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Business Cycle and Risk Premium in the Colombian Stock Market
... post risk premium of the stock market and business cycles observed in ...post risk premium follow a countercyclical behavior in tune with existing research conducted about the United States ...
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Las primas de riesgo de renta variable ex post y los ciclos económicos en colombia: una investigación empírica utilizando los filtros de kalman y hodrick prescott
... equity risk premium and the business cycles in Colombia, Gómez & Astaiza (2013), under the methodology of the mechanical Hodrick-Prescott filter, showed that the fluctuations of the ex-post equity ...
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Assessment of irrigators’ preferences for different water supply risk management tools: option contract and insurance.
... the risk premium for each case are calculated; section 3 contains an analysis of the farmers’ preferences for the proposed instruments; section 4 shows the results of a comparative statics analysis to ...
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POLITICAL UNCERTAINTY AND THE PESO PROBLEM
... country risk) and national output under the second government given the decision to leave an exchange rate peg when external shocks reach a critical level of x E , known to the ...country risk ...
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Application of a coherent risk measure in the price calculation of an income insurance (annuities) = Aplicación de una medida de riesgo coherente para el cálculo de la prima de riesgo en un seguro de rentas
... greater risk for the insurance ...adjusted premium obtained for the two survival laws used in the income insurance is the same as the one derived from another random variable, which follows the same ...
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Analyzing the role of mutual guarantee societies on bank capital requirements for small and medium-sized enterprises
... credit risk premium that banks should charge on SME loans if (i) SMEs are not guaranteed by an MGS and if (ii) SMEs are guaranteed by an ...credit risk premium for commercial loans as the sum ...
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Financial Flows and Open Economy Macroeconomics
... With static price and exchange rate expectations, with an interest rate that already includes a risk premium to compensate for country and currency risks, and with government expenditu[r] ...
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A country-risk approach to the business cycle. With an application to Argentina
... country risk premium is the triggering factor of the business cycle in a small, financially open and highly volatile economy like that of ...the premium determines a capital outflow, an aggregate ...
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Una versión del libro de Eeckhoudt et al. (2005) puede encontrarse aquí
... A risk-averse agent is an agent who dislikes zero-mean ...A risk-averse agent may like risky lotteries if the expected payoffs that they yield is large ...enough. Risk-averse agents may want to ...
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Analysis of the efficiency of the Iberian power futures market.
... regarding price efficiency of energy and other commodity markets; Section 4 Definition of the Ex-post Forward Risk Premium, builds that premium as the difference between the average s[r] ...
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What explains the returns in the mexican stock market
... Characteristic or Beta-Loading In order to determine whether expected returns are described by a multifactor model with time varying factor and risk premium or a characteristics model, D[r] ...
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Unraveling the value premium: a reward for risk or mispricing?
... lower risk premium to growth stocks, as they are willing to ac- cept more ...required risk premium, driving prices even lower and expected future returns even ...
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The equity premium puzzle with 2 different rates of return definitions : the stochastic nature of their solutions
... equity premium and the risk-free rate puzzle under two di¤erent de…nitions of the rate of return of a risky ...equity premium of 5.8% and a risk-free rate of ...relative risk aversion ...
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Innovation premium in digital economy
... Several factors have been analyzed in order to look for something that might have a correlation with the metric applied to measure innovation premium. The traditional factors like Research and Development ...
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Adverse Selection vs Discrimination Risk with Genetic Testing. An Experimental Approach
... We develop a theoretical analysis of two widely used regulations of genetic tests, disclosure duty and consent law, and we run several experiments in order to shed light on both the take-up rate of genetic testing and on ...
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Plan de negocio para la factibilidad de un servicio de velatorio premium
... Cuando se investiga un fenómeno social en una población, en la inmensa mayoría de ocasiones siempre vamos a encontrar el problema de que no se puede preguntar a todos los sujetos que forman parte de esa población esto es ...
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