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 |