查询词典 risk premium

According to the model, an asset's or stock's return equals risk-free return plus risk premium.

即资产或股票的收益等于无风险收益加风险溢价。

The second and more important qualification is that , for reasons explained in our earlier papers , it is inappropriate to use t-tests for the individual slope coefficients derived from the second-stage cross-section analysis as a measure of the significance of individual factor risk premia , A joint test , which can be used to determine whether the risk premia vector is null , is the appropriate one to use , although neither it nor the t-tests can indicate whether an individual factor-risk premium is significant .

第二的和更多的重要资格是那，对于理由在我们的较早文件中解释，使用 t 是不适当的-测试对于起源于如对个别因素危险 premia 的重要性的衡量第二个阶段的跨区段分析的个别倾斜系数，一个关节能用来决定危险 premia 矢量是否是无效力的测试是使用的一个适当的，虽然既不是它也不是 t-测试能指出个别的因素-危险的额外费用是否是重要的。

Bond excess returns reflect a premium for ambiguity, which is observationally distinct from the risk premium of affine yield curve models.

债券超额回报率反映了对模糊的溢价，与仿射收益率曲线模型是不同的。

Regression results of EGARCH (1,1)-M indicate that market exists the positive risk premium, but expected returns has low compensation to expected risk.

EGARCH(1，1)-M模型回归结果表明，市场存在正的风险溢价，但是预期条件波动对预期收益仅有微弱补偿。

First of all, when lack of historic market data, country relative risk adjustment method is a new method to estimate stock risk premium for Chinese stock market.

首先，在缺乏历史市场数据的的情况下，国家相对风险调整法是估算中国市场股权风险溢价的新的思路。

This paper is based on previous studies of value premium. The sample is from Shanghai and Shenzhen Stock Market, all the A stocks issued before 1999 are included. The paper tries to answer three questions:(1) whether there is value premium in Chinas stock market;(2) whether the value premium is caused by risk premium;(3) whether the value premium is caused by investor sentiment.

在这种背景下，本文在借鉴前人已有研究成果的基础上，选取上海证券交易所和深圳证券交易所1999年1月1日以前上市的全部A股为研究对象，试图研究三个问题：第一，中国股票市场是否存在价值溢价现象；第二，价值溢价是否是由风险补偿引起的；第三，价值溢价是否是由投资者情绪引起的。

Credit risk premium is the differences between the yields of corporate bonds with credit risk and Treasury bill relatively with no credit risk.

信用风险溢价是指具有信用风险的企业债券的收益与相对无信用风险的国债的收益之间的差异。

As for corporate bonds in the highest yielding 08 new Lake debt (122,009 quotes, data), after-tax yield to maturity fell to 5.36 percent has also been taking into account the unsecured debt, the risk premium rate is too low, is not worth investing in . Secondly, the future of the bond market faces the risk of major expansion, it will suppress the formation of bond prices.

至于公司债券的收益最高的08新湖债（122009行情，资料），税后到期收益率下降至5.36百分之也考虑到抵押债务的风险溢价率太低，是不值得投资英寸其次，债券市场的未来面临着大发展的风险，它会抑制债券价格的形成。

According to Meese's exchange rate model in 1986, in this paper, we modified Meese's (1986) model and suppose the Interest Rate Parity is untenable, the risk premium factor and real exchange rate parameter are considered, and the Purchasing Power parity doesn't follow random walk, we derive our modified equilibrium model. Base on the State Space Model, we try to estimate bubbles and risk premium which are unobservable variables by Kalman Filter to test which one is or both are the main factors that to cause the real assets price biased from the market fundamental price.

本文是以Meese(1986)所决定的汇率模型为基础，但Messe一文并未讨论到风险溢酬的问题，故本文为了克服此一缺憾，而假设未抛捕的利率平价说(uncovered interest parity，UIP)不成立，以加入风险溢酬因子，且更进一步假设偏离购买力平价理论(purchasing power parity，PPP)不服从随机漫步，若如此则顺利将实质汇率变数纳入於模型中，重新建立均衡汇率模型，为了验证本文所创立的模型，实证方法以状态空间模型为基础，运用卡门滤波器递回法来估计不可观察的变数，以观察台湾的外汇市场上是因泡沫现象还是风险溢酬造成资产价格偏离市场基要价值或是两者皆是造成实际资产价格偏离市场机要价格的因素。

War Risk premium is calculated at 0.1%, if it is higher than 0.1% after the conclusion of the contract, the excess premium shall be for the Buyer's account and if War Risk insurance is not obtainable, The Seller may be exempted from providing such insurance.

战争险的保险费按0.1%计算，成交后如果保险费超过0.1%，那么超过部分应由买方负担，如不能投保战争险，那么卖方可以要求不保此险。

We are interested in your suggestions about appointing us to be the single dealer.

对贵方建议由我方担任独家经销商一事，我们颇感兴趣。

Three types of empty-shell marriages have been identified. In a devitalized relationship husband and wife lack excitement or any real interest in their spouse or their marriage.

一种是死气沉沉的婚姻：在这种婚姻关系中夫妻俩对于配偶或婚姻缺乏激情，或者缺乏真正的兴趣。