Incompetent government policy toward trade and finances can lead investors to demand a greater risk premium on sovereign debt ...

the daily log changes in the FXRP, or the FXRP’s two components—the term premium differential and the expected carry risk component—which we obtain from the present-value decomposition in equation (1) ...

Maturity risk premiums increase with bond term length, influencing interest rates. Investors require higher premiums for longer-term bonds due to increased risk. Calculate maturity risk premium by ...

As highlighted by market analysts on November 14, the S&P 500 equity risk premium has significantly shrunk, reaching near-zero lows. This new level is the lowest since 2000 when the value went ...

We sell different types of products and services to both investment professionals and individual investors. These products and services are usually sold through license agreements or subscriptions ...

a term premium that measures bond investor aversion to the risk of holding longer-maturity bonds, and a model residual. It is important to note that the CR model is Gaussian and does not enforce a ...