Forecasting the Equity Risk Premium: The Role of Foreign Exchange Market Technical Indicators

2013 ◽  
Author(s):  
Jun Tu ◽  
Yuchen Wang
Keyword(s):  
Foreign Exchange ◽  
Risk Premium ◽  
Foreign Exchange Market ◽  
Exchange Market ◽  
Equity Risk Premium ◽  
Technical Indicators ◽  
Equity Risk

scholarly journals Forecasting the Equity Risk Premium: The Role of Technical Indicators

2011 ◽  
Author(s):  
Christopher J. Neely ◽  
David E. Rapach ◽  
Jun Tu ◽  
Guofu Zhou
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Technical Indicators ◽  
Equity Risk

scholarly journals Forecasting The Equity Risk Premium: The Role Of Technical Indicators,

2010 ◽  
Author(s):  
Christopher J. Neely ◽  
Guofu Zhou ◽  
David E. Rapach ◽  
Jun Tu
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Technical Indicators ◽  
Equity Risk

scholarly journals Forecasting the Equity Risk Premium: The Role of Technical Indicators

2014 ◽  
Vol 60 (7) ◽  
pp. 1772-1791 ◽  
Author(s):  
Christopher J. Neely ◽  
David E. Rapach ◽  
Jun Tu ◽  
Guofu Zhou
Keyword(s):  
Risk Premium ◽  
Equity Risk Premium ◽  
Technical Indicators ◽  
Equity Risk

Risk Premium Estimation in the Colombian Foreign Exchange Market

2016 ◽  
Author(s):  
Javier Orlando Pantoja ◽  
Federico Mejja-Posada ◽  
Sebastiin Bedoya-RRos
Keyword(s):  
Foreign Exchange ◽  
Risk Premium ◽  
Foreign Exchange Market ◽  
Exchange Market

scholarly journals The Role of the International Monetary Fund After the 2008 Crisis

2019 ◽  
Vol 10 (1) ◽  
pp. 60
Author(s):  
Marco Mele ◽  
Floriana Nicolai
Keyword(s):  
Foreign Exchange ◽  
United Arab Emirates ◽  
International Monetary Fund ◽  
Foreign Exchange Market ◽  
Exchange Market ◽  
Governance Reform ◽  
Extensive Introduction ◽  
The 2008 Financial Crisis ◽  
The International Monetary Fund

The purpose of this paper is to analyze the changes in the functions of the International Monetary Fund after the 2008 financial crisis. Following an extensive introduction concerning the subject of the study and which covers part of the economic literature, the focus was on governance reform and surveillance in the foreign exchange market. Finally, the empirical analysis was carried out concerning the manipulation of exchange rates in a period ranging from 2008-2016 and 15 countries (Taiwan, South Korea, Israel, China, Thailand, Macao, Switzerland, Hong Kong, Singapore, Norway, Qatar, United Arab Emirates, Kuwait, Trinidad and Tobago and Saudi Arabia) that in the period considered massively intervened in the foreign exchange market, keeping their respective currencies undervalued and acquiring an unfair competitive advantage to the detriment of partner economies. The results would tend to confirm that the manipulation of the exchange rate is a persistent and lasting element of the currency policies of the new millennium, highlighting an active insufficiency of the IMF’s action in the exercise of the oversight function on the currency policies of the Members.

scholarly journals On the Timing and Pricing of Dividends: Comment

2016 ◽  
Vol 106 (10) ◽  
pp. 3185-3223 ◽  
Author(s):  
Florian Schulz
Keyword(s):  
Term Structure ◽  
Risk Premium ◽  
Risk Premia ◽  
Equity Returns ◽  
Equity Risk Premium ◽  
Short Term ◽  
Equity Risk ◽  
Market Portfolio ◽  
Show Evidence

I present novel empirical evidence on the term structure of the equity risk premium. In contrast to previous research that documented high discount rates for the short-term component of the market portfolio, I show evidence for an unconditionally flat term structure of equity risk premia. The tension with previous literature arises largely as a result of differential treatments of heterogeneous investment taxes, manifested in micro evidence on abnormal equity returns on ex-dividend days, and liquidity. The results not only help resolve an important recent “puzzle” but provide further important insights on the role of investment taxes in asset pricing. (JEL G11, G12, G35)

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