| ERM Resource |
17/05/2019 |
Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update |
cost of equity, Crisis, default spreads, equity risk, Equity Risk, Equity Risk Premiums, Valuation |
| ERM Resource |
17/05/2019 |
The Equity Risk Premium: Empirical Evidence from Emerging Markets |
Equity Premium Puzzle, equity risk, Equity Risk, Equity Risk Premium, Stock Market Returns |
| ERM Resource |
17/05/2019 |
Corporate Governance and Equity Risk |
Corporate Governance, Equity Risk, equity risk, Implied Volatility, M&A Delay Provisions, Regression Discontinuity Design |
| ERM Resource |
17/05/2019 |
Investors' Risk Appetite and Global Financial Market Conditions |
Default Risk, equity risk, Equity Risk, Liquidity Risk, Market Risk, Risk appetite, Volatility risk |
| ERM Resource |
17/05/2019 |
A wavelet-based assessment of market risk: The emerging markets case |
equity risk, Equity Risk, Market risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets. |
| ERM Resource |
17/05/2019 |
Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information |
Ambiguity, Asset Dynamics, Asset Pricing, Bayesian inference, Correntropy, equity risk, Equity Risk, Uncertainty |
| ERM Resource |
17/05/2019 |
Entropy-Based Financial Asset Pricing |
Asset Pricing, Entropy, Equity Risk, equity risk, Equity Risk, Portfolio theory |
