Search Results - subject:"RISK PREMIUM"

Dordal i Carreras, Marc; Lee, Seung Joo - 2025

This paper introduces a business cycle model that integrates financial markets and endogenous financial volatility at the Zero Lower Bound (ZLB). We derive three key insights: first, central banks can mitigate excess financial volatility at the ZLB by credibly committing to future economic...

Persistent link: https://www.econbiz.de/10015438578

On the relationship between geopolitical risks and euro area sovereign bond yields

Papavassiliou, Vassilios G. - In: Finance research letters 75 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015408524

Liquidity risk and currency premia

Söderlind, Paul; Somogyi, Fabricius - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 518-537

Persistent link: https://www.econbiz.de/10015410141

Forward selection Fama-MacBeth regression with higher-order asset pricing factors

Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2025

Persistent link: https://www.econbiz.de/10015417540

Sovereign risk premium and macroeconomy : causal relationship

Botey-Fullat, Maria; Marín-Palacios, Cristina; … - In: Contemporary economics 19 (2025) 1, pp. 18-45

significant increase in interest in understanding the factors that determine the risk premium, becoming a key indicator of the … the risk premium and various macroeconomic variables, as well as external factors that could influence its evolution. To … influence between the variables considered. The results obtained show that, although the risk premium has an autoregressive …

Persistent link: https://www.econbiz.de/10015338584

Adaptive risk preferences : unraveling the impact of monetary policy on output

Berndt, Antje; Helwege, Jean - In: Journal of financial econometrics 23 (2025) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10015339167

Using futures prices and analysts' forecasts to estimate agricultural commodity risk premiums

Cortazar, Gonzalo; Ortega, Hector; Pérez, José Antonio - In: Risks : open access journal 13 (2025) 1, pp. 1-21

critical role, especially in the case of wheat. As speculators in the financial markets demand a positive risk premium, its …

Persistent link: https://www.econbiz.de/10015331232

The U.S. Dollar and variance risk premia imbalances

Kjær, Mads Markvart; Posselt, Anders Merrild - In: The financial review : the official publication of the … 60 (2025) 1, pp. 173-200

Persistent link: https://www.econbiz.de/10015166669

Sovereign risk and stock market response to natural disasters in emerging economies

Bermúdez-Cespedes, Juan Pablo; Melo-Velandia, Luis Fernando - 2025

Persistent link: https://www.econbiz.de/10015326234

Measuring the time-varying market efficiency in the prewar and wartime Japanese stock market, 1924-1943

Hirayama, Kenichi; Noda, Akihiko - In: Asia-Pacific economic history review : a journal of … 65 (2025) 1, pp. 131-159

Persistent link: https://www.econbiz.de/10015397061