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We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility,... risk premiavariancestocksbonds https://ifp.nyu.edu/2017/journal-article-abstracts/financial-crises-and-risk-premia/ Financial Crises and Risk Premia * - information for practice financial crisesrisk premiainformation forpractice https://researchconnect.buffalo.edu/en/publications/style-induced-return-comovement-and-risk-premia/ Style-Induced Return Comovement and Risk Premia - SUNY University at Buffalo risk premiastyleinducedreturn https://atlas.kpmg.com/de/en/deal-advisory-services/cost-of-capital-and-multiples/country-risk-premium Latest country risk premia and country ratings Here we provide you with the country ratings for different selected countries and their country risk premia over time. country risklatestpremiaratings https://ideas.repec.org/p/fip/fedgfe/2004-56.html Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and... Downloadable! This paper proposes a method for constructing a volatility risk premium, or investor risk aversion, index. The method is intuitive and simple to... risk premia https://mpra.ub.uni-muenchen.de/21302/ Properties of Foreign Exchange Risk Premia Munich Personal RePEc Archive foreign exchange riskpropertiespremiamunichpersonal https://mpra.ub.uni-muenchen.de/247/ Risk Premia, diverse belief and beauty contests Munich Personal RePEc Archive risk premiadiversebelief https://markets.businessinsider.com/funds/aqr-alternative-risk-premia-fund-class-i-us00203h1804 AQR ALTERNATIVE RISK PREMIA FUND CLASS I | Markets Insider AQR ALTERNATIVE RISK PREMIA FUND CLASS I- Performance charts including intraday, historical charts and prices and keydata. alternative riskaqrpremiafundclass https://www.bis.org/publ/work527.htm Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve We investigate the movements of the yield curve after the release of major U.S. macroeconomic announcements through the lenses of an arbitrage-free dynamic... risk premia https://econpapers.repec.org/paper/utsrpaper/298.htm?ref=nep EconPapers: Stochastic Correlation and Risk Premia in Term Structure Models By Carl Chiarella, Chih-Ying Hsiao and Thuy-Duong To; Abstract: This paper proposes and analyses a term structure model that allows for both stochastic... risk premiaterm structureeconpapersstochasticcorrelation https://discovery.fiu.edu/display/pub131595 Risk premia in forward foreign exchange rates: a comparison of signal extraction and regression... https://ideas.repec.org/p/nbr/nberwo/11703.html Macro Factors in Bond Risk Premia Downloadable! Empirical evidence suggests that excess bond returns are forecastable by financial indicators such as forward spreads and yield spreads, a... in bondmacrofactorsriskpremia https://econpapers.repec.org/paper/agsualbsp/24131.htm EconPapers: Investment Analysis of Agri-Food Ventures: What Risk Premia are Appropriate? The... By Jim Unterschultz and Kwamena Quagrainie; Abstract: Financial principles of project investment analysis deal with the cost and benefit flows over time.... https://www.bankofengland.co.uk/working-paper/2009/extracting-inflation-expectations-and-inflation-risk-premia-from-the-term-structure Extracting inflation expectations and inflation risk premia from the term structure: a joint model... This paper analyses the nominal and real interest rate term structures in the United Kingdom over the fifteen-year period that the UK monetary authorities have... https://www.journals.ue.poznan.pl/ebr/article/view/507?articlesBySimilarityPage=2 The Polish stock market : risk and risk premia | Economics and Business Review This paper analyzes issues related to the pricing of equity in an Eastern European emerging capital market, the Warsaw Stock Exchange (WSE), with the purpose... stock market riskpolishpremiaeconomicsbusiness https://ideas.repec.org/p/bis/biswps/191.html Explaining the level of credit spreads: option-implied jump risk premia in a firm value model Downloadable! Prices of equity index put options contain information on the price of systematic downward jump risk. We use a structural jump-diffusion firm...