Found 31 results for your keywords: subject="Risk premium"
Hal. Awal Sebelumnya 1 2

Model misspecification, the equilibrium natural interest rate, and the equity premium

1
(Tristani, Oreste)

First-order risk aversion, heterogeneity, and asset market outcomes

1
(Chapman, David A.) (Polkovnichenko, Valery)

Cash flow, consumption risk, and the cross-section of stock returns

1
(Da, Zhi)

The Price of correlation risk: evidence from equity options

1
(Driessen, Joost) (Maenhout, Pascal J.) (Vilkov, Grigory)

Canonical term-structure models with observable factors and the dynamics of bond risk premia

1
(Pericoli, Marcello) (Taboga, Marco)

Default and recovery implicit in the term structure of sovereign CDS preads

1
(Pan, Jun) (Singleton, Kenneth J.)

The Term structure of real rates and expected inflation

1
(Bekaert, Geert) (Ang, Andrew) (Wei, Min)

Ambiguity, information quality, and asset pricing

1
(Epstein, Larry G.) (Schneider, Martin)

Heterogeneous beliefs, speculation, and the equity premium

1
(David, Alexander)

Model specification and risk premia: evidence from futures options

1
(Johannes, Michael) (Broadie, Mark) (Chernov, Mikhail)

Why is long-horizon equity less risky? a duration-based explanation of the value premium

1
(Lettau, Martin) (Wachter, Jessica A.)

Does loan commitment increase the risk exposure of depositors?

1
(Utama, Siddharta)

Analisis pergerakan nilai tukar rupiah

1
(Djoni Hartono (Pembimbing/Promotor)) (Djoni Hartono)

Estimasi risk premium faktor kurs, harga minyak, dan jumlah uang beredar menggunakan arbitrage pr…

1
(Irwan Adi Ekaputra (Pembimbing/Promotor)) (Rosalina Megawati)

Does loan commitment increase the risk exposure of depositors?

1
(Utama, Siddharta)

Estimating the equity risk premium : the case of greater China

1
(Jie, Zhu)

Equity risk premium puzzle : evidence from Indonesia and Sri Lanka

1
(Morawakage, Prabath S.) (Nimal, Pulukkuttige D.) (Kuruppuarachchi, Duminda)

Dekomposisi komponen risiko dalam yield spread obligasi korporasi : discrete barrier option appr…

1
(Wibowo, Buddi)

Pengaruh depth to relative spread dan risk premium terhadap imbal hasil saham

1
(Fitriana Aghita Pratama) (Irwan Adi Adi Ekaputra (Pembimbing/Promotor))

Analisis pengaruh speculative bubbles dan risk premium terhadap pergerakan nilai tukar rupiah den…

1
(Mahyus Ekananda (Pembimbing/Promotor)) (Rasbin)
Hal. Awal Sebelumnya 1 2