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Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update Submitted by Catherine McBride on Fri, 23/11/2018 - 09:24 This paper looks at the economic determinants of equity risk premiums, including investor risk aversion, …

The Equity Risk Premium: Empirical Evidence from Emerging Markets Submitted by Catherine McBride on Fri, 23/11/2018 - 09:29 The purpose of this paper is to show that differences in the ERP between developed and emerging markets lead to many empirical …

Corporate Governance and Equity Risk Submitted by Catherine McBride on Fri, 23/11/2018 - 09:31 This paper studies the influence of corporate governance on equity risk equity risk Corporate Governance Regression Discontinuity Design Implied Volatility M&A …

Investors' Risk Appetite and Global Financial Market Conditions Submitted by Catherine McBride on Fri, 23/11/2018 - 09:32 A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing …

A wavelet-based assessment of market risk: The emerging markets case Submitted by Catherine McBride on Fri, 23/11/2018 - 09:35 A novel approach is proposed to measure market risk based on the mathematical technique of wavelets. Noteworthy heterogeneity …

Entropy-Based Financial Asset Pricing Submitted by Catherine McBride on Fri, 23/11/2018 - 09:37 This paper gives an alternative to the capital asset pricing model beta based on the entropy concept of statistical mechanics. This measure is shown to have a …