Content type Date Title Tags
ERM Resource Modelling the liquidity premium on corporate bonds bid-ask spread.corporate bondscredit spreadliquidity premiumSpread RiskSpread riskSpread Risk
ERM Resource Credit Risk in the Euro Area credit risk.Spread RiskSpread riskSpread Risk
ERM Resource The Myth of the Credit Spread Puzzle Black-Cox modelcorporate bond spreadsCredit Riskcredit spreaddefault probabilities;Spread RiskSpread riskSpread Riskstructural models
ERM Resource Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update cost of equityCrisisdefault spreadsEquity Riskequity riskEquity Risk PremiumsValuation
ERM Resource The Equity Risk Premium: Empirical Evidence from Emerging Markets Equity Premium Puzzleequity riskEquity RiskEquity Risk PremiumStock Market Returns
ERM Resource Corporate Governance and Equity Risk Corporate Governanceequity riskEquity RiskImplied VolatilityM&A Delay ProvisionsRegression Discontinuity Design
ERM Resource Investors' Risk Appetite and Global Financial Market Conditions Default Riskequity riskEquity RiskLiquidity RiskMarket RiskRisk appetiteVolatility risk
ERM Resource A wavelet-based assessment of market risk: The emerging markets case equity riskEquity RiskMarket risk; Variance; CAPM; Beta coefficient; Continuous wavelet transform; Emerging markets.
ERM Resource Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information AmbiguityAsset DynamicsAsset PricingBayesian inferenceCorrentropyequity riskEquity RiskUncertainty
ERM Resource Entropy-Based Financial Asset Pricing Asset PricingEntropyEquity RiskEquity Riskequity riskPortfolio theory
ERM Resource Quantitative risk management in gas injection project: a case study from Oman oil and gas industry Monte Carlo simulationProject ManagementProject Risk Quantitative AssessmentQuantitative analysisRisk analysisRisk Management
ERM Resource Project managers’ overconfidence: how is risk reflected in anticipated project success? OverconfidenceProject ManagementProject Manager RiskProject RiskProject SuccessRisk analysisRisk awareness
ERM Resource Effects of Risk Management Practice on the Success of IT Project Project Risk ManagementProject Risk Managementrisk management; information technology; project success; project management
ERM Resource An integrated management approach of the project and project risks Dynamic Project Risk ManagementInnovation and System concepts.modelProject ManagementProject Risk Managementrisk
ERM Resource Awareness, Determinants and Value of Reputation Risk Management: Empirical Evidence from the Banking and Insurance Industry Case studyEnterprise Risk ManagementReputational Riskreputational riskRisk Management