African swine fever (ASF) is a disease with a devastating impact on economy, affecting seriously the pig industry production and trade, discouraging farmers to restock their farms and continuing their business, overall changing policies and markets. In the last five years the ASF has badly...

This study uses a large increase in US Federal crop insurance subsidies as a natural experiment to identify the importance of risk for farm operator labour supply. Subsidy increases induced greater crop insurance coverage, which in turn reduced farmers' financial risks. Crop insurance...

The purpose of this chapter is to examine the relative risk of exposure of different human populations to food-borne aflatoxins; the types of health impact that may be incurred by dietary exposure to aflatoxins; and possible strategies likely to mitigate risks to human health. Risk of exposure...

This paper examines the determinants of stock returns in a small open economy using an APT framework. The analysis is conducted for the Swiss stock market which has the particularity of including a large proportion of firms that are exposed to foreign economic conditions.

This paper contributes to the dynamic portfolio choice and transaction cost literatures by considering a multiperiod CRRA individual who faces transaction costs and who has access to multiple risky assets, all with predictable returns.(...)

This paper reveals that the class of affine term structure models introduced by Duffie and Kan (1996) is much larger than it has been usually considered in the literature. We study "fundamental" risk factors, which represent multivariate risk aversion of the consumer volatility matrix of the...

We explore the determinants of yield differentials between long-term sovereigen bonds in Europa area. There is a common trend in yield differentials, which is correlated with the measure of tghe international risk factor. In contrast, liquidity differentials display sizeable hetrogeneity and no...

The aim of the research was to find some of the most often occurred risk events in sheep farms in Bulgaria. 22 sheep farms in Bulgaria were surveyed and questionnaire information was collected from them in 2020.As a result of the study, it was found that the number of farms in which a risk event...

In this paper, we analyze the determinants of coupon rates of contingent convertible bonds (CoCos). We construct a data set of additional Tier 1 (AT1) CoCos issued by banks in the European Economic Area between 2014 and 2020. Following elements of the standard asset pricing model with additional...