Suchergebnisse - "RISK premiums"

The term structure of the price of variance risk.

Autoren: Andries, Marianne Eisenbach, Thomas M Kahn, R Jay et al.

Quelle: Review of Finance. Nov2025, Vol. 29 Issue 6, p1699-1720. 22p.

Schlagwörter: *RISK premiums, *RISK aversion, *MARKET volatility, *SHARPE ratio, *OPTIONS (Finance), *YIELD curve (Finance)

Lottery Preference and Skewness Risk Premium: Evidence From the Chinese Market.

Autoren: Zhou, Xianjing Roh, Tai‐Yong Xu, Yahua

Quelle: Journal of Futures Markets. Oct2025, Vol. 45 Issue 10, p1818-1851. 34p.

Schlagwörter: *INDIVIDUAL investors, *RISK premiums, *RISK-taking behavior, *EXPECTED returns, *MARKET sentiment, *FINANCIAL markets, *BEHAVIORAL economics

Firma/Körperschaft: SHANGHAI Stock Exchange

How does country-specific macro uncertainty affect international debt securities denominated in local currency?

Autoren: Zhang, Qi Sun, Xue Wang, Weining

Quelle: Review of World Economics. Nov2025, Vol. 161 Issue 4, p1255-1278. 24p.

Schlagwörter: *NATIONAL currencies, *RISK premiums, *BONDS (Finance), *DEVELOPMENT economics, *SYSTEMIC risk (Finance), *FOREIGN exchange rates

Auctioning Long-Term Projects under Financial Constraints.

Autoren: Arve, M Martimort, D

Quelle: Review of Economic Studies. Oct2025, Vol. 92 Issue 5, p2793-2827. 35p.

Schlagwörter: *MORAL hazard, *RISK premiums, *LETTING of contracts, *BIDDING strategies, *BIDS, ECONOMIC uncertainty

Predicting Market Returns Using Covariance Asymmetry Risk Premium.

Autoren: Li, Zhenxiong Ruan, Xinfeng Yao, Xingzhi

Quelle: Journal of Futures Markets. Nov2025, p1. 28p. 10 Illustrations.

Schlagwörter: *RISK premiums, *ECONOMIC forecasting, *FINANCIAL risk management, *FORECASTING, *RATE of return on stocks, *ECONOMIC impact, *PORTFOLIO management (Investments), *ABNORMAL returns

Deep Learning‐Based Network Relationship Construction Method and Its Impact on Futures Risk Premiums.

Autoren: Chuanglian, Chen Huanheng, Lin Yuting, Lin

Quelle: Journal of Futures Markets. Oct2025, p1. 22p. 6 Illustrations.

Schlagwörter: *FUTURES market, *RISK premiums, *FINANCIAL markets, CONVOLUTIONAL neural networks, COMMUNICATION network analysis, DEEP learning

Extreme‐weather risk and the cross‐section of stock returns.

Autoren: Braun, Alexander Braun, Julia Weigert, Florian

Quelle: Journal of Risk & Insurance. Oct2025, p1. 36p. 5 Illustrations.

Schlagwörter: *RISK premiums, *MARKET capitalization, *REGRESSION analysis, *RATE of return, *STORM damage, *RATE of return on stocks, EXTREME weather, CLIMATE change

Geografische Kategorien: UNITED States

Unsolicited justice: the impact of FCPA enforcement on corruption and investment.

Autoren: Xu, Jian¹ (AUTHOR) jianxu@nus.edu.sg

Quelle: Review of International Political Economy. Oct2025, Vol. 32 Issue 5, p1285-1310. 26p.

Schlagwörter: *RISK premiums, *INTERNATIONAL business enterprises, *EMERGING markets, *BRIBERY, FOREIGN Corrupt Practices Act of 1977 (U.S.), PUBLIC officers, RULE of law

The informativeness of dividend ratios and their economic predictive value towards equity premium.

Autoren: Awad, Ali A. Al-Hamadeen, Radhi Alsharairi, Malek

Quelle: Journal of Financial Reporting & Accounting (Emerald Group Publishing Limited). 2025, Vol. 23 Issue 4, p1587-1608. 22p.

Schlagwörter: *DIVIDEND yield, *RISK premiums, *REGRESSION analysis, *STANDARD & Poor's 500 Index, *FINANCIAL markets, PREDICTIVE tests

Geografische Kategorien: UNITED States, UNITED Kingdom

A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction.

Autoren: Goyal, Amit Welch, Ivo Zafirov, Athanasse

Quelle: Review of Financial Studies. Nov2024, Vol. 37 Issue 11, p3490-3557. 68p.

Schlagwörter: *RISK premiums, *STOCKS (Finance), *FINANCIAL services industry forecasting, *RATE of return on stocks, REPRODUCIBLE research

High-Frequency Tail Risk Premium and Stock Return Predictability.

Autoren: Almeida, Caio Ardison, Kym Freire, Gustavo et al.

Quelle: Journal of Financial & Quantitative Analysis. Dec2024, Vol. 59 Issue 8, p3633-3670. 38p.

Schlagwörter: *INVESTMENT risk, *RISK premiums, *MARKET capitalization, *RATE of return on stocks, MEASUREMENT, PREDICTION models

Continuous-Time Fama-MacBeth Regressions.

Autoren: Aït-Sahalia, Yacine Jacod, Jean Xiu, Dacheng

Quelle: Review of Financial Studies; Dec2025, Vol. 38 Issue 12, p3542-3579, 38p

Schlagwörter: ASYMPTOTIC analysis, CONTINUOUS time models, FINANCIAL economics, MATHEMATICAL models of investments, RISK premiums, MATHEMATICAL models of rate of return

How to Dominate the Historical Average.

Autoren: Li, Kai Li, Yingying Lyu, Changlei et al.

Quelle: Review of Financial Studies; Oct2025, Vol. 38 Issue 10, p3086-3116, 31p

Schlagwörter: FORECASTING, ABNORMAL returns, RISK premiums, STOCKS (Finance)

A disaster explanation of equity term structures.

Autoren: Wu, Di^1,2 (AUTHOR)

Quelle: Review of Finance. Sep2025, Vol. 29 Issue 5, p1437-1465. 29p.

Schlagwörter: *RISK premiums, *CAPITAL assets pricing model, *CATASTROPHE modeling, *BETA (Finance)

Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures.

Autoren: Etienne, Xiaoli Li, Bingxin Liu, Rui

Quelle: Journal of Futures Markets. Sep2025, Vol. 45 Issue 9, p1409-1427. 19p.

Schlagwörter: *RISK premiums, *FINANCIALIZATION, *COMMODITY futures, *PRICE fluctuations, *MACROECONOMICS, CORN, BIOMASS energy, PETROLEUM

The Variance Risk Premium Over Trading and Nontrading Periods.

Autoren: Papagelis, Lucas Dotsis, George

Quelle: Journal of Futures Markets. Jul2025, Vol. 45 Issue 7, p752-770. 19p.

Schlagwörter: *RISK premiums, *MARKET volatility, *EXPECTED returns, *FORECASTING

Geografische Kategorien: UNITED States

Big Swings in the Data and Perceived Changes in the Risk Premia.

Autoren: Sola, Martin Spagnolo, Fabio Terfi, Francisco

Quelle: Studies in Nonlinear Dynamics & Econometrics. Jul2025, p1. 21p. 4 Illustrations.

Schlagwörter: *RISK premiums, *CAPITAL assets pricing model, *FINANCIAL markets, *PORTFOLIO management (Investments), *FINANCIAL databases, *MARKET volatility, UNITED States economy

Geografische Kategorien: UNITED States

On Systematic Currency Management.

Autoren: Konstantinov, Gueorgui S.¹ (AUTHOR) gueorgui.konstantinov@deka.de

Quelle: Journal of Portfolio Management. 2025 Portfolio Manager Perspectives, Vol. 51 Issue 8, p154-163. 10p.

Schlagwörter: *EXPECTED returns, *RISK premiums, *ASSET allocation, *MONETARY policy, *PORTFOLIO diversification, *RISK management in business, *ASSETS (Accounting)

Price Formation in Markets with Trading Delays.

Autoren: Pintér, Gábor Üslü, Semih

Quelle: Management Science. Jul2025, Vol. 71 Issue 7, p6131-6154. 24p.

Schlagwörter: *RISK premiums, *CORPORATE bonds, *MICROECONOMICS, ACQUISITION of data

Türkiye'de Finansal Risk ve Güvenli Liman Davranışı: CDS-Altın Etkileşimi.

Alternate Title: Financial Risk and Safe-Haven Behavior in Turkey: The CDS-Gold Nexus.

Autoren: Duyar, Metin¹ metinduyar@gmail.com

Quelle: Efil Journal of Economic Research / Efil Ekonomi Araştırmaları Dergisi. Sep2025, Vol. 8 Issue 3, p29-55. 27p.

Schlagwörter: *FINANCIAL risk, *RISK premiums, *MACROECONOMICS, *RISK aversion, *ECONOMIC impact, GOLD sales & prices, TURKISH history, CRISES

Geografische Kategorien: TURKEY