Zobrazeno 1 - 10
of 239
pro vyhledávání: '"Risikoprämie"'
Foreign investors' changing appetite for risk-taking has been shown to be a key determinant of the global financial cycle. Such fluctuations in risk sentiment also correlate with the dynamics of uncovered interest parity (UIP) premia, capital flows,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::691b24f17a6fa257a592465e10aef264
https://hdl.handle.net/10419/266100
https://hdl.handle.net/10419/266100
Autor:
Koeppel, Christian
This doctoral thesis focuses on the e?ects of investor sentiment on asset pricing and the challenges of portfolio optimization under parameter uncertainty. The ?rst essay Sentiment risk premia in the cross-section of global equity applies a recently
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_________2::2c07c1cb880db8a29935a6567ab4db26
http://www.alexandria.unisg.ch/264393/
http://www.alexandria.unisg.ch/264393/
This paper studies external sovereign bonds as an asset class. It compiles a new database of 266,000 monthly prices of foreign-currency government bonds traded in London and New York between 1815 (the Battle of Waterloo) and 2016, covering up to 91 c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf67236d13bf359a904deda6e34b7282
https://hdl.handle.net/10419/250078
https://hdl.handle.net/10419/250078
Economic Memo is a new publication series from Danmarks Nationalbank. Please, update your News service settings if you want to receive a notification when the next Economic Memo is available. The first Economic Memo shows that the equity risk premium
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d1939e0e8f6da9ad8f377508fa9a3e65
https://hdl.handle.net/10419/261802
https://hdl.handle.net/10419/261802
Risk-free rates have been falling since the 1980s while the return on capital has not. We analyze these trends in a calibrated OLG model with recursive preferences, designed to encompass many of the "usual suspects" cited in the debate on secular sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::0af0389a117676489651afa2e1a4a4a2
https://hdl.handle.net/10419/200571
https://hdl.handle.net/10419/200571
Autor:
Nippel, Peter
Mit diesem Beitrag soll ein grundlegender Zugang zur investitionsrechnerischen Bewertung von riskanten, ausfallgefährdeten Krediten geschaffen werden. Gegenübergestellt werden die Diskontierung von vereinbarten Zahlungen mit der Effektivverzinsung
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::c684d5557d8c7e75c03bd5a45f35b67a
https://hdl.handle.net/10419/126257
https://hdl.handle.net/10419/126257
We explore the term structures of claims to a variety of cash flows: U.S. government bonds (claims to dollars), foreign government bonds (claims to foreign currency), inflation-adjusted bonds (claims to the price index), and equity (claims to future
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::aa0c0de7cc0b32b36304cc6a78cf606a
https://hdl.handle.net/10419/146673
https://hdl.handle.net/10419/146673
Autor:
Makovšek, Dejan, Moszoro, Marian
There is a drive towards delivering and operating public infrastructure through public-private partnerships as opposed to traditional approaches. The assessment of the value for money achieved by the two alternative approaches rests on both the cost
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::1b179fa215d150ebf421e05b167d30b4
https://hdl.handle.net/10419/173915
https://hdl.handle.net/10419/173915
Autor:
Christian Aßmann, Jens Boysen-Hogrefe
Publikováno v:
Empirica. 39:341-356
Government bond spreads increased rapidly during the financial turmoil in the euro area. In general, government bond spreads in the euro area are attributed to solvency and liquidity risks and determinants thereof. This paper proposes the use of late
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7e41f69d195ed4726a5a6a98922b786b
https://doi.org/10.1007/s10663-011-9171-6
https://doi.org/10.1007/s10663-011-9171-6
Publikováno v:
Economics : the Open-Access, Open-Assessment e-Journal (2011)
Energy Review Quarterly
Energy Review Quarterly
Reducing greenhouse gas emissions not only lowers expected damages from climate change but also reduces the risk of catastrophic impacts. However, estimates of the social cost of carbon, which measures the marginal value of carbon dioxide abatement,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6af8851ba07a9989d81175f5f769601e
https://www.econstor.eu/bitstream/10419/54197/1/682075493.pdf
https://www.econstor.eu/bitstream/10419/54197/1/682075493.pdf