The risk premium on the Australian dollar in the 30-day forward marketcoordination gamelanguageN-player gamefocal pointA GARCH (1,1)-M model of the 30-day forward rate error reveals the following: a constant, but not time varying risk premium; evidence of market inefficiencies; a well ...
The Risk Premium and Cost-of-Carry models regarding the pricing of Australian dollar futures contracts traded on the International Monetary Market of the C... JM Sequeira,M Mcaleer,YF Chow - 《Mathematics & Computers in Simulation》 被引量: 8发表: 1999年 THE DISCRETE VARIATION OF THE RISK P...
For example, Al-Mudhaf and Goodwin (1993) investigated a two-factor version of the APT, using a market and an oil price change factor. Based on a sample of 29 NYSE-listed oil companies covering the period 1970–1978, they found that the oil price risk premium was highly unstable. Specif...
This paper investigates the behavior of the risk premium on the Swiss stock market. The risk premium consists of two components, which are estimated separa... C Jochum - 《Empirical Economics》 被引量: 30发表: 1999年 Rationality and the Risk Premium on the Australian dollar A Model of the ...
Australian stock marketIlliquidity PremiumIlliquidity levelilliquidity risksIlliquidity measuresPositive illiquidity premium is documented to be linked with the illiquidity effect across global markets. This evidence is generally suggested through some asset pricing model, such as Acharya and Pedersen (2005) ...
Purpose - Extensive studies have investigated the relation between risk and return in the stock and major asset markets, whereas little studies have been done for housing, particularly the Australian housing market. This study aims to determine the relationship between housing risk and housing return ...
In addition, the short-term ΔCoVaR is significantly higher than the medium- and long-term ΔCoVaRs. Finally, institution-specific characteristics and market-wide variables explain the cross-sectional and time-series variation in systemic risk, and their explanatory power varies across frequencies....
We interview and study famous financial billionaires, including Warren Buffett, Ray Dalio, and Howard Marks, and teach you what we learn and how you can apply their investment strategies in the stock market. We Study Billionaires is the largest stock investing podcast show in the world with 180...
risk to the resource base given the highly successful exploration program to date. We estimate a relatively low capital expenditure to restart the project with the potential to generate significant free cash flow annually and generate cash levels to equal the current market capitalisation by 2028/29...
clients and only require signup to participate. BDSwiss also offers Trading Talks is a 10-course recurring educational webinar that is held every two weeks. Once completed, webinars are added to the video library and combined with other educational videos about aspects of trading and market ...