The craze for junk-rated debt of some of the world’s riskiest countries has sent an emerging-market risk premium to the ...

As highlighted by market analysts on November 14, the S&P 500 equity risk premium has significantly shrunk, reaching near-zero lows. This new level is the lowest since 2000 when the value went ...

Second, following Feunou, Fontaine and Krohn (2022), we decompose the exchange rate into yield differential and risk premium components. We then analyze the extent to which the three systematic risk ...

ING's FX analyst Francesco Pesole notes. Expect EUR/USD stability around 1.0300 "That is a level that embeds a 2.5-3% risk premium (i.e. undervaluation), which we suspect will not be materially ...

Earnings yields are, therefore, normally higher than Treasury yields — what finance wonks call an equity risk premium. But the equity risk premium turned negative late last year for the first ...

If the so-called U.S. 'equity risk premium' (ERP) can be considered a useful indicator, that point may soon be upon us. The ERP can be measured in various ways, but it is essentially the ...

a term premium that measures bond investor aversion to the risk of holding longer-maturity bonds, and a model residual. It is important to note that the CR model is Gaussian and does not enforce a ...

BofA strategists highlighted the current state of the US dollar, noting that while there is no trade deficit emergency prompting immediate tariffs, a partial reduction in the risk premium implied ...

U.S. pension risk transfer premiums rose slightly in December, a study by actuarial and consulting firm Milliman showed. The estimated average premium among the most competitive rates was 101.4% ...

If the so-called U.S. 'equity risk premium' (ERP) can be considered a useful indicator, that point may soon be upon us. The ERP can be measured in various ways, but it is essentially the ...