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Tarek Eldomiaty, Islam Azzam, Mostafa Fouad and Yasmeen Said
The progress of financial markets depends on the way world investors foresee the market potential of the country of choice. Countries that are associated with favorable economic incentives are able to motivate investments in their respective stock market...
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Tarek Eldomiaty, Marina Apaydin, Mona Yusuf and Mohamed Rashwan
Purpose: This paper examines the interrelatedness between countries? stock market development and competitiveness and the equity risk premium (hereinafter, ERP). In addition, this paper examines the length of time that stock market development takes to h...
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Rafaela Dezidério dos Santos Rocha and Márcio Laurini
The multifactor asset pricing model derived from the Fama?French approach is extensively used in asset risk premium estimation procedures. Even including a considerable number of factors, it is still possible that omitted factors affect the estimation of...
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Junmo Park and Deokseok Seo
Disputes due to defects in newly built houses are increasing worldwide. A house builder is responsible for repairing any defects in a newly built house. However, since house builders? risk of closure and bankruptcy are increasing due to aggravated disput...
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Zaenal Arifin
Pág. 152 - 159
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Spyridon Karytsas, Dimitrios Mendrinos, Theoni I. Oikonomou, Ioannis Choropanitis, Attila Kujbus and Constantine Karytsas
Geothermal project development entails a number of risks, the most significant of which is the geological risk. The introduction of a risk mitigation scheme (RMS) might enable project developers to shift some of the geological risk to public or private e...
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Kalfin, Sukono, Sudradjat Supian and Mustafa Mamat
Climate change that occurs causes the risk of natural disasters to continue to increase throughout the world. Economic losses are unavoidable, leading to the need for continuous innovation in post-disaster economic recovery efforts. Insurance is one of t...
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Hira Aftab and A. B. M. Rabiul Alam Beg
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model al...
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Crina Pungulescu
Pág. 29 - 40
This paper investigates whether small markets offer higher risk-adjusted expected returns using a large set of developed and emerging markets over a time span of up to four decades. The results show that expected returns are significantly lower in larger...
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Anders Bondemark, Erik Johansson, Fredrik Kopsch
Pág. 463 - 477
Are there option values for transport services? A few studies have tried to answer this question through various stated preference methods, but we do not know much about its magnitude in different contexts. In this paper, we summarize the theory on optio...
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