capital asset pricing, as one of the basic theories in finance and investment area, develop a model for estimation of expected rate of return and equity cost of capital. this model has many applications in the field of finance. one of anomalies in the capital asset pricing model is the value premium that its proponents believe this risk premium is compensation for a risk not mentioned in origin...

This study characterises the exchange rate risk premium in context of a small open economy with controlled floating regime. The empirical analysis applies time-varying coefficients Bayesian structural vector autoregressive (TVC-BSVAR) model on data from Vietnamese over sample period February 2012 to 2019. evidence shows that varies time, and increases inflation foreign direct investment capital...

We investigate the conditional interest rate risk premium in Treasury bill futures returns. A one-factor model predicts that the premium depends on the conditional variance. An Intertemporal CAPM based two-factor model predicts that it also depends on conditional covariance with the equity premium. Univariate and bivariate Integrated GARCH-in-Mean models suggest that the premium relates positiv...

the adverse effect of climate change on agriculture has increased the importance of weather index insurance, particularly in developing countries. by using several econometric models, this study estimated the price and evaluated its effectiveness in rainfall index insurance for rice and wheat in nepal. crop yields associated with seasonal rainfall in three crop reporting districts were applied ...