Equity risk
Estimating the Equity Risk Premium for Economies in the Asian Region
... the risk appetite of the members of that ...the risk preferences of individuals, save that they regard risk as ...that risk preferences of individuals remain constant over time, or are the ...
11
What Explains The Equity Risk Premium In ASEAN Countries?
... This paper aims to mainly investigate the impact of the selected macroeconomic variables such as inflation (INF), gross domestic product (GDP), foreign direct investment (FDI) and stocks traded turn-over ratio (STTR) on ...
16
ESTIMATING EQUITY RISK PREMIUM: THE CASE OF GREATER CHINA
... the equity risk premium is estimated from realized historical stock returns and Treasury bond yields, assuming that the ex post risk premium can promptly reflect the forward-looking expected ...
18
Strategic Default and Equity Risk Across Countries
... Örmsí equity risk across ...the risk of equity should be lower for Örms that operate in countries where the insolvency procedure favors debt ...the equity risk becomes less ...
99
On equity risk prediction and tail spillovers
... of risk measurement and extreme risk ...a risk management application, we illustrate the economic value and the practical implications of risk control ability of the models in terms of ...
34
Shipping equity risk behavior and portfolio management
... price risk to market news, the likelihood of extreme stock price fluctuations and systemic risk or interconnectedness among different segments of the shipping stock markets are of eminent practical ...
48
Value Preservation through Risk Management A Shariah Compliant Proposal for Equity Risk Management
... : Risk Management & Islamic Finance the Current State of Affairs If there is one conclusion that we can draw from our discussion it is that, Muslim businesses face just the same risk exposures that ...
35
The implied equity risk premium an evaluation of empirical methods
... When looking at the DDM-results, these findings provide a mixed picture in view of standard asset pricing theory: On the on hand, the mainly positive beta coefficient is in line with the CAPM. Moreover, the Fama-French ...
33
Howard_unc_0153D_16180.pdf
... Given that empirical observations of being at the ZLB are rare, it is important to appeal to structural models to help guide economists and policy makers’ assessment of the these extreme times. The model makes two ...
67
Analysis Of The Effect Of Risk Profile, Earning, and Capital on Profit Management in Indonesia Persero Bank
... is risk in balance sheet and administrative account positions including derivative transactions, due to changes in market conditions, including the risk of changes in option ...rate risk, exchange ...
11
Enterprise Risk Management in the US Banking Sector Following the Financial Crisis
... credit risk; liqt: liquidty risk; intretrt: interest rate risk; exchg: exchange rate risk; equity: equity risk; opert: operational risk; complc: compliance ...
20
Financial Performance Analysis of Distressed Banks in Ghana: Exploration of Financial Ratios and Z-score
... take risk are very central to arguably determine if they are capable of generating income to meet fixed ...to equity and equity multiplier was ...
16
Does risk explain persistence in private equity performance?
... measure risk at the fund ...in risk explain the fund performance persistence puzzle in private equity? Moreover, in addition to performance persistence, can we observe persistence in risk over ...
57
Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns
... distress risk ignore the fact that firm defaults are correlated and that some defaults are more likely to occur in bad ...use risk premium computed from corporate credit spreads to measure a firm’s exposure ...
50
INVESTIGATE THE RELATIONSHIP BETWEEN RISK AND SIZE OF THE PORTFOLIO IN IRANIAN INSURANCE COMPANIES
... credit risk are most widely ...model risk and volatility of returns and volatility is measured by the variance of ...the risk of low growth figures, the lack of understanding of the variance in front ...
7
Liu_unc_0153D_16803.pdf
... The prior literature on conditional tail risk in the Chinese stock market mostly relied on models capturing conditional volatilities. For example, Wei and Wang (2008) produced daily volatility forecasts of the ...
234
Exchange rate risk and the equity performance of financial intermediaries
... According to the “flight to quality” hypothesis, changes in currency values can be treated as an alternative measure of investors’ preferences. The value of a country’s currency is related to the investors’ willingness ...
27
The risk management within European equity asset managers
... If an investor’s entire portfolio is invested in just one stock, they are not only highly vulnerable to the firm specific risk, and they take on market risk as well. As mentioned above, by expanding our ...
308
Default risk and equity value: forgotten factor or cultural revolution?
... Our results corroborate those previously produced by the Merton model, but using an entirely different approach. Unlike so-called structural approaches, the one we use in this report is a direct descendant of the CAPM, ...
48
A STUDY OF RETAIL INVESTORS BEHAVIOR AND LEVEL OF AWARENESS ABOUT EQUITY FUTURES AND OPTIONS
... Behavioural finance with regard to investor behaviour is creating a revolution in financial theory. The combination of financial theory with other social sciences resulted in the appearance of behavioural finance. This ...
20