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Consumption-based asset pricing with rare disaster risk : a simulated method of moments approach ; conference paper
Grammig, Joachim; Sönksen, Jantje - 2014
The rare disaster hypothesis suggests that the extraordinarily high postwar U.S. equity premium resulted because investors ex ante demanded compensations for unlikely but calamitous risks that they happened not to incur. While convincing in theory, empirical tests of the rare disaster...
Persistent link: https://www.econbiz.de/10010491152
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Der Preis des Risikos
Brodbeck, Karl-Heinz (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003719610
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Selected papers of the Fourth Canadian International Futures Conference and Research Seminar : [held in Toronto, Ont., Oct. 31 - Nov. 1, 1988]/ Canadian Securities Institute
Besant, Lloyd (contributor) - Canadian International Futures Conference and Research … - 1989
Persistent link: https://www.econbiz.de/10000999483
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Valuta-opties in theorie en praktijk : symposium op 5 november 1987, Amsterdam
1987
Persistent link: https://www.econbiz.de/10000757514
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Currency risk management : selected research papers : conference conducted by Department of Finance, GITAM Institute of Management, GITAM - Deemed to be University, Visakhapatnam,...
Prasad, M. S. V. (ed.); Sekhar, G. V. Satya (ed.) - Conference on "Currency Risk Management" <2017, …; … - 2019
Risk Management Strategy -- A Passive Hedge / Dr. K. Bhanu Prakash, Dr. Chowdary Venu Gopal -- A Study on Price Discovery … of Currency Futures at NSE / Satyanarayana Koilada, Haniefuddin Sk -- Exchange Rate Risk in the Foreign Exchange Market … Assessment of Operational Risk Management -- Global vs Local Banking Sector / Dr. G.V. Satya Sekhar, Dr. N.R. Mohan Prakash …
Persistent link: https://www.econbiz.de/10012036950
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Research in financial derivatives : commodity, equity, currency, interest rate
Velmurugan, P. S. (contributor);  … - International Conference on Financial Derivatives … - 2011
Papers presented at the International Conference on Financial Derivatives, held at Pondicherry University during 17-19 December 2010; organized by Dept. of Commerce, Pondicherry University in association with Multi Commodity Exchange of India, Forward Markets Commission, Govt. of India, and NABARD
Persistent link: https://www.econbiz.de/10009383803
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Sovereign bond market reactions to fiscal rules and no-bailout clauses : the Swiss experience ; conference paper
Feld, Lars P.; Kalb, Alexander; Moessinger, Marc-Daniel; … - 2013 - This version: March 2013
We investigate the political determinants of risk premiums which sub-national governments in Switzerland have to pay … contribute significantly to lower cantonal bond spreads. Second, we study the impact of a credible no-bailout regime on the risk … break lead to a reduction of cantonal risk premia by about 25 basis points. Moreover, it cut the link between cantonal risk …
Persistent link: https://www.econbiz.de/10010340959
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Sovereign default risk premia and state-dependent twin deficits : conference paper
Hürtgen, Patrick; Rühmkorf, Ronald - 2013 - This version: August 7, 2013
This paper studies the impact of the state-dependent risk of a government default on the correlation of the scal … balance and current account. We use a small open economy model where nonlinear risk premia arise endogenously when the …
Persistent link: https://www.econbiz.de/10010341080
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Does austerity pay off? : conference paper
Born, Benjamin; Müller, Gernot J.; Pfeifer, Johannes - 2014
Austerity measures are frequently enacted when the sustainability of public finances is in doubt. Such doubts are reflected in high sovereign yield spreads and put further strain on government finances. Is austerity successful in restoring market confidence, bringing about a reduction in yield...
Persistent link: https://www.econbiz.de/10010481328