ERM Resource |
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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 |
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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 |
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Entropy-Based Financial Asset Pricing |
Asset Pricing, Entropy, Equity Risk, equity risk, Equity Risk, Portfolio theory |
ERM Resource |
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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 |
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The Equity Risk Premium: Empirical Evidence from Emerging Markets |
Equity Premium Puzzle, equity risk, Equity Risk, Equity Risk Premium, Stock Market Returns |
ERM Resource |
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Corporate Governance and Equity Risk |
Corporate Governance, equity risk, Equity Risk, Implied Volatility, M&A Delay Provisions, Regression Discontinuity Design |
ERM Resource |
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Investors' Risk Appetite and Global Financial Market Conditions |
Default Risk, equity risk, Equity Risk, Liquidity Risk, Market Risk, Risk appetite, Volatility risk |