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Deriving equity risk premium using dividend futures
Časta, Martin - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013449236
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Movements in yields, not the equity premium : Bernanke-Kuttner redux
Nagel, Stefan; Xu, Zhengyang - 2024
premium. We reach this conclusion based on a new model-free method that uses dividend futures prices to obtain the …
Persistent link: https://www.econbiz.de/10015052545
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Risk and return of short-duration equity investments
Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
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Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
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Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min - In: International review of economics & finance : IREF 62 (2019), pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
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Equilibrium equity price with optimal dividend policy
Yamazaki, Akira - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
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The pricing of digital art
Chen, Yi-Hsuan; Kräussl, Roman; Verwijmeren, Patrick - 2023
The intersection of recent advancements in generative artificial intelligence and blockchain technology has propelled digital art into the spotlight. Digital art pricing recognizes that owners derive utility beyond the artwork's inherent value. We incorporate the consumption utility associated...
Persistent link: https://www.econbiz.de/10014455255
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Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
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Intermeeting rate cuts as a response to rare disasters
Miller, David S. - 2020
Persistent link: https://www.econbiz.de/10012389445