Essays about: "political risk premium"

Showing result 1 - 5 of 10 essays containing the words political risk premium.

  1. 1. The effects of political uncertainty on options: An empirical study of S&P 500, Euro Stoxx 50, and S&P sectors around political events

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gabriel Wannes; Nihat Anwar; [2021]
    Keywords : Political uncertainty; Options; Implied volatility; Sectors;

    Abstract : We study options spanning political events and examine whether a price premium, associated with the political uncertainty from events, exists. First, we use recent data and replicate parts of Kelly, Pastor, and Veronesi (2016) by analysing how the price risk, variance risk, and tail risk associated with political events, affect equity options on the S&P 500 and Euro Stoxx 50 indices. READ MORE

  3. 2. Social Movement Effects on the Market Economy : The Impacts of Anti-Extradition Law Amendment Bill movement on Hang Seng Properties index

    University essay from KTH/Fastigheter och byggande

    Author : Junyuan Guo; [2020]
    Keywords : Hang Seng Properties index; political turmoil; market performance; Effekter av sociala rörelser på marknadsekonomin;

    Abstract : The aim of this thesis is to analyze the effects of political instability on the market performance. The Anti Extradition movement in Hong Kong will be the study object and its impact on the Hang Seng Properties Index will be tested. The market performance will be measured with the parameters market risk and risk premium. READ MORE

  4. 3. INTERGRATION OF EUROPEAN EQUITY MARKETS

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Manne Ringström; Victor Tennby; [2016-02-02]
    Keywords : Intergration; equity markets; euro; indices; AEX; BEL20; CAC40; DAX30; LuxX; STOXX EUROPE; MSCI; risk premium seasonality; financial crisis;

    Abstract : This thesis analyses the integration levels of European equity markets towards a regional market and the world market. In addition, we test for seasonality and unit root presence in the equity market indices. We use the returns of national equity indices of five euro-countries. READ MORE

  5. 4. Barriers to convert to organic farming and the role of risk : an empirical application on Swedish data

    University essay from SLU/Dept. of Economics

    Author : Åsa Sterte; [2011]
    Keywords : Organic farming; profitability; income risk; price risk; yield risk; barriers;

    Abstract : To understand the motives, and perhaps more importantly the barriers, for farmers to convert from conventional to organic farming is of great interest for policy makers as well as for academics. In Sweden and in other EU countries, proposed targets of the area in organic farmland have failed to be reached in spite of different kinds of policy measures. READ MORE

  6. 5. The assured’s post-formation duty of utmost good faith in marine insurance

    University essay from Lunds universitet/Juridiska institutionen

    Author : Sebastian Magnusson; [2011]
    Keywords : Master in Maritime Law; marine insurance; utmost good faith; uberrimae fidei; Law and Political Science;

    Abstract : The doctrine of utmost good faith in insurance contracts has long been a part of English law. It was codified with the Marine Insurance Act 1906. In the pre-formation stage the doctrine consists of a duty to avoid non-disclosure and misrepresentation. READ MORE