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André Giudice de Oliveira,Vinicius Mothé Maia,Antonio Carlos Figueiredo Pinto,Marcelo Cabús Klotzle,Luiz Felipe Jarques da Motta
Pág. 44 - 64
This paper compares the BM&FBovespa reference option premiums with the Garman-Kohlhagen model, Corrado-Su modified model, Merton's jump-diffusion model, and Black modified model for skewness and kurtosis for pricing dollar options and Ibovespa futures. T...
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Nicola Ciccarelli
Pág. 89 - 127
We analyze the effect of employer-sponsored health insurance premiums on employment and annual wages in the US using a county-level panel dataset for the period 2005-2010. Using variation in medical malpractice payments and variation in medical malpracti...
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Mohammad Sharik Essa and Evangelos Giouvris
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 202...
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Ayodeji Michael Obadire, Vusani Moyo and Ntungufhadzeni Freddy Munzhelele
The core function of a commercial bank is the provision of credit facilities to its customers and to keep the flow and cycle of economic and financial resources balanced. Banks can only perform these functions if they are well regulated and efficient. Th...
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Ukpong Mfon Sampson
Pág. 9 - 17
This study is an investigation into the relationship between premiums received and claims paid in the Nigerian insurance industry over the period 2000-2017. Data on gross premiums received and gross claims paid over the period were gotten from the Centra...
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Laura Catalina Timiras
This paper seeks to highlight how the EU advertising market has evolved in recent years, as well as the link between the macroeconomic outcomes of the analyzed countries and the size of this market. According to the analyzed statistical data provided by ...
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Rian Dani, Romadhon Romadhon, Anzu Elvia Zahara, Usdeldi Usdeldi
Pág. 218 - 224
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Nessrine Hamzaoui,Boutheina Regaieg
Pág. 694 - 702
This paper empirically examines the interdependence between the foreign exchange forward premiums and the spot exchange return through a Multivariate GARCH type framework. The purpose of this study is to test the correlation sensitivity to shocks a...
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Marzieh Motallebi, Caela O?Connell, Dana L. Hoag, Deanna L. Osmond
Pág. 1 - 13
Over half of lakes, reservoirs, and ponds in the United States are threatened or impaired, mostly by nutrients. One policy to improve water quality is water quality trading (WQT). While the concept is appealing, adoption of conservation practices in thes...
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Marzieh Motallebi, Caela O?Connell, Dana L. Hoag and Deanna L. Osmond
Over half of lakes, reservoirs, and ponds in the United States are threatened or impaired, mostly by nutrients. One policy to improve water quality is water quality trading (WQT). While the concept is appealing, adoption of conservation practices in thes...
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S. Hammar
AbstractNumerous studies have identified both value and size effects existing in international markets. Fewer studies have been conducted that document the same effects in the South African market. In this study, portfolios were constructed based on four...
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Kalfin, Sukono, Sudradjat Supian and Mustafa Mamat
Climate change that occurs causes the risk of natural disasters to continue to increase throughout the world. Economic losses are unavoidable, leading to the need for continuous innovation in post-disaster economic recovery efforts. Insurance is one of t...
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Laura Catalina Timiras
The purpose of this paper is to highlight the evolution of the market research and public opinion polling business in the EU countries in recent years (after 2010). Using the Turnover or gross premiums written indicator, it was found that the analyzed bu...
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Nessrine Hamzaoui,Boutheina Regaieg
Pág. 1608 - 1615
This paper empirically investigates the volatility dynamics of the EUR/USD forward premium via GARCH-M (1,1) and GJR-GARCH(1,1) and GJR-GARCH(1,1)-M models. Our empirical analysis is based on daily data related to the EUR/USD forward premiums. Our daily ...
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Kemal YAMAN
Pág. 960 - 970
Health insurance companies are confronted with various tasks in order to offer life-long health care services to their customers. Increasing health expenditures and growing life expectancy necessitates doing annual calculations. At this point triggering ...
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Andrés Mauricio Gómez Sánchez,José Gabriel Astaiza Gómez
Pág. 109 - 129
This article investigates the relationship between ex-post Equity Risk Premium (ERP) on the Colombian stock market and the economic cycles observed in the country using methodologies based on the Hodrick-Prescott and Kalman filters. Accordingly, a short-...
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William J. Smith, Tania A. Celis, Bruce M. Bird
For most doctors, obtaining medical malpractice insurance coverage each year represents a significant expense. During the past three decades, researchers have developed several competing theories to explain changes in the cost of obtaining medical ...
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Alan D. Eastman, Kevin L. Eastman
The Patient Protection and Affordable Care Act of 2010 (ACA) includes many changes to the U.S. Federal Tax Code. The tax penalty imposed on individuals who choose to remain uninsured received extraordinary attention while the Supreme Court determined the...
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Hülya Yilmaz,Bülent Ilhan
Pág. 26 - 38
This paper investigates the dynamic relationship between the stock market index and a set of macroeconomic variables in four emerging countries. The dependent variable measures monthly stock exchange points of respective markets from January 2010 to Marc...
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Jieting Chen and Yuichiro Kawaguchi
This paper proposes a Markov regime-switching asset-pricing model and investigates the asymmetric risk-return relationship under different regimes for the Chinese stock market. It was found that the Chinese stock market has two significant regimes: a per...
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