riskpremiumsvolatilitysmileWe study the pricing of equity options in India which is one of the world's largest options markets. Our findings are supportive of market efficiency: A parsimonious smile鈥恆djusted Black model fits option prices well, and the implied volatility (IV) has incremental ...
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Debt ULIPS invest the premiums that you pay into bonds and treasury bills. These include long-term bonds, short-term bonds, commercial papers, and money market products. Both government bonds and corporate bonds are chosen as part of the investment strategy. This means that debt ULIPS could b...
Last year’s series of disturbing shocks to the global economy and to the willingness of global investors to take on risk were particularly unkind to the equity markets of the so-call BRICs, the four largest emerging-market economies: Brazil, Russia, India, and China. The combined equity mark...
Related to Equity market:Capital market stock exchange n. 1.A place or system in which stocks, bonds, or other securities are bought and sold. 2.An association of stockbrokers who meet to buy and sell stocks and bonds according to fixed regulations. ...
RegisterLog in Sign up with one click: Facebook Twitter Google Share on Facebook equity warrant (redirected fromEquity Warrants) Awarrantin which theunderlying securityis astock. That is, an equity warrant is a certificateissuedwith asecuritygiving the holder the option ofbuyinga stock at a cer...
Purpose - This paper aims to investigate the effect of economic policy uncertainty (EPU) shocks on Indian equity market sectors. The effect of domestic (Indian) and foreign (USA) EPU shocks is examined on ten major Bombay Stock Exchange sectors. Design/methodology/approach - The study uses data...
First, it created pricing pressure on private buyers; indeed, India is one of the few markets where private valuations meet and often exceed public-market comparables. Second, some argue it created an adverse selection of private companies, as companies that could access public markets did. With...
Global tail risk Option-implied equity tail risk Currency returns Carry trade Currency momentum JEL classification G12 G15 F31 1. Introduction Rare disaster models that emphasize the role of tail events have been shown to explain a variety of financial market anomalies, including exchange rate puzzl...
Company risk premium is RiT−RifT and market risk premium is RimT−RifT. An SEO increases the company's free cash flow, and a ROC reduces the company's free cash flow. The first step is to check whether SEOs do increase the free cash flow in the next period and whether a ROC act...