Adaptive expectations and commodity risk premiums

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2021.104078 ◽

2021 ◽

Vol 124 ◽

pp. 104078 ◽

Author(s):

Daniele Bianchi

Keyword(s):

Adaptive Expectations ◽

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"Adaptive expectations" of Milton Friedman and monetarists and Phillips curve; and the comparison of them with other macroeconomic schools

PsycEXTRA Dataset ◽

10.1037/e582692013-012 ◽

2013 ◽

Author(s):

Özlen Hic Birol

Keyword(s):

Phillips Curve ◽

Adaptive Expectations ◽

Milton Friedman

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Emerging Market Risk Premiums

CFA Magazine ◽

10.2469/cfm.v16.n2.2920 ◽

2005 ◽

Vol 16 (2) ◽

pp. 38-39

Author(s):

Cynthia Harrington

Keyword(s):

Emerging Market ◽

Market Risk ◽

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Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns

10.2469/dig.v31.n1.835 ◽

2001 ◽

Vol 31 (1) ◽

pp. 79-80

Author(s):

Frank T. Magiera

Keyword(s):

Exchange Rate ◽

Equity Returns ◽

Inflation Risk ◽

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Estimating Risk Premiums of Individual Hedge Funds

10.2469/dig.v36.n4.4291 ◽

2006 ◽

Vol 36 (4) ◽

pp. 6-8

Author(s):

Keith H. Black

Keyword(s):

Hedge Funds ◽

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Variance Risk Premiums and Volatility Forecasting: Evidence from Korean, Taiwan and US Markets

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2018.17.3.002 ◽

2018 ◽

Vol 17 (3) ◽

pp. 29-52

Author(s):

윤선중

Keyword(s):

Volatility Forecasting ◽

Risk Premiums ◽

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Equity Risk Premiums (ERP): Determinants, Estimation and Implications - A Post-Crisis Update

SSRN Electronic Journal ◽

10.2139/ssrn.1492717 ◽

2009 ◽

Author(s):

Aswath Damodaran

Keyword(s):

Risk Premiums ◽

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Time-Varying Risk and Risk Premiums in Frontier Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1947412 ◽

2011 ◽

Author(s):

Galin Todorov ◽

Prasad V. Bidarkota

Keyword(s):

Time Varying ◽

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Risk Premiums, Risk-Adjusted Excess Returns and Health Care Premiums

SSRN Electronic Journal ◽

10.2139/ssrn.2055554 ◽

2012 ◽

Author(s):

Vichet Sum

Keyword(s):

Health Care ◽

Excess Returns ◽

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Funding Liquidity and its Risk Premiums

SSRN Electronic Journal ◽

10.2139/ssrn.2240028 ◽

2013 ◽

Author(s):

Jaehoon Lee

Keyword(s):

Risk Premiums ◽

Funding Liquidity

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Risk Premiums in Interconnected Australian Electricity Futures Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2279945 ◽

2013 ◽

Author(s):

Rangga Handika ◽

Stefan Trueck

Keyword(s):

Futures Markets ◽

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