, including the level of policy rates at the time of the release, and risk conditions: government bond yields increase in response … to "good news", but less so when risk is elevated. Risk conditions matter since they can capture the effects of … objectives of central banks, and the effect of news announcements on the risk premium. …

In this paper we decompose nominal interest rates into real risk-free rates, inflation expectations and risk premia … countries currently involved in convergence towards EMU. The evidence indicates that inflation expectations and risk premia … using an affine model that takes as factors the observed inflation rate and the parameters generated in the zero yield curve …

study, quantifies the size and dynamics of two such premiums: one is related to the inflation uncertainty in a nominal risk …This paper sets out to quantify, with the use of a consumption-based CAMP, the risk premiums inherent in the Israeli …-free bond, and the other is related to the inflation uncertainty in an index-linked bond, caused by indexation lag. …

Index (Indice de la Bolsa de Bogota, IBB). The index is analyzed from January, 1930 to December, 1998. The inflation rate … covers the same period; the inflation rate as measured by the Consumer Price Index. This exploratory paper does not intend to … in terms of economic return. Also it can be said that inflation is negative to the return at the stock market, thus: the …

inflation in South Africa and the amount of FDI eventually received by the country. It also attempts to provide insight into the … purported macroeconomic benefits of the policy of ‘inflation targeting’, by ascertaining whether any causality exists between … stable inflation levels and improved FDI inflows from a South African perspective. Utilising annual data ranging from 1970 to …

inclusion of even a small proportion of Bitcoins, say 3%, may dramatically improve the risk-return trade-off of welldiversified …

which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …

We measure the loss potential of Hedge Funds by combining three market risk measures: VaR, Draw-Down and Time Under … results clearly state that market risk may be substantially underestimated by those models which assume Normality or, even … considering Non-Normality, neglect to model time- dependence. Moreover, VaR is an incomplete measure of market risk whenever the …