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On commodity market risk premiums: Additional evidence

✍ Scribed by Jennefer Baxter; Thomas E. Conine Jr.; Maurry Tamarkin


Publisher
John Wiley and Sons
Year
1985
Tongue
English
Weight
310 KB
Volume
5
Category
Article
ISSN
0270-7314

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Asymmetric impacts of global risk appeti
✍ Δ°brahim Burak KanlΔ± πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 373 KB

This paper analyzes the impact of global risk appetite on the risk premium utilizing high-frequency data. Taking the Turkish economy as our laboratory, we find that the risk premium volatility responds only to a worsening in the risk appetite for the Turkish economy, which is a result that we do not