ZoomFromMar 18, 1999ToOct 31, 2024in %Implied Market-risk-premia (IMRP): GermanyEquity marketImplied Market Return (ICOC)Implied Market Risk Premium (IMRP)Risk free rate (Rf)20002004200820122016202020240.0 %10.0 %-2.5 %2.5 %5.0 %7.5 %12.5 %15.0 %200020052010201520201m3m6mYTD1yAllFenebris.com...
Market Risk Premia of international stock markets as of 31 Oktober 2024 Austria Australia Belgium Brazil Canada Swiss China Germany Denmark Estland Spain Finnland France United Kingdom Greece Hongkong Indonesia India Italy Japan South Korea Mexico ...
Average Market Risk Premia (by 选择语言:从中文简体中文翻译英语日语韩语俄语德语法语阿拉伯文西班牙语葡萄牙语意大利语荷兰语瑞典语希腊语捷克语丹麦语匈牙利语希伯来语波斯语挪威语乌尔都语罗马尼亚语土耳其语波兰语到中文简体中文翻译英语日语韩语俄语德语法语阿拉伯文西班牙语葡萄牙语意大利语荷兰语瑞典语希腊语捷克语丹麦...
Li, Junye, (2012), "Option-implied volatility factors and the cross-section of market risk premia", Journal of Banking and Finance 36 (No. 1, January) pp. 249-260.Li, J. (2012). Option-implied volatility factors and the cross-section of market risk premia. Journal of Banking & ...
Mordecai;Kurz;Hehui;Jin;Maurizio;Motolese.Determinants of stock market volatility and risk premia.Annals of Finance.2005Mordecai Kurz,Hehui Jin,Maurizio Motolese.Determinants of stock market volatility and risk premia[J]. Annals of Finance . 2005 (2)...
“Estimating risk premia in money market rates” by - Durré, Evjen, et al. - 2003 () Citation Context ...2005 onwards for longer maturities. For an in-depth presentation of EONIA swaps, see Barclays (2008) [13]. For a comparison between Euribor and Eonia swaps, see e.g. Pilegaard,...
来自 ideas.repec.org 喜欢 0 阅读量: 51 作者: JD Amato 摘要: Credit default swap (CDS) spreads compensate investors for expected loss, but they also contain risk premia because of investors' aversion to default risk. We e 被引量: 167 年份: 2005 ...
Time-varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment, Comments Evidence suggests that expected excess stock market returns vary over time, and that this variation is much larger than that of expected real interest rate... M Lettau,S ...
ZoomFromMar 18, 1999ToOct 31, 2024in %Implied Market-risk-premia (IMRP): HongkongEquity marketImplied Market Return (ICOC)Implied Market Risk Premium (IMRP)Risk free rate (Rf)20002004200820122016202020240.0 %10.0 %-2.5 %2.5 %5.0 %7.5 %12.5 %200020052010201520201m3m6mYTD1yAllFenebris.com, ...
Liquidity risk premia in unsecured interbank money markets Unsecured interbank money market rates such as the Euribor increased strongly with the start of the financial market turbulences in August 2007. There is c... J Tapking,J Eisenschmidt - 《Working Paper》 被引量: 211发表: 2009年 On the...