风险溢价

CDS投机可能推高风险溢价。

Speculation in CDS may drive the risk premium higher .

随机折现因子方法与CAPM关于风险溢价的实证比较

An Empirical Study on the SDF and CAPM about Risk Premium

巴克莱资本（BarclaysCapital）对1999年初以来，投资者持有美元资产所要求的风险溢价的分析，就证明了这一点。

Indeed , Barclays Capital demonstrates this by analysing the risk premium investors have demanded for holding dollar assets since the beginning of 1999 .

基于CAPM的黄金风险溢价研究

The analysis of risk premium of gold based on CAPM

第二种假设条件CAPM模型成立，即贝塔值与市场风险溢价随时间改变而改变。

The second hypothesis conditions , namely beta CAPM model and the market risk premium changes over time .

基于经典的资本资产定价（CAPM）理论，得到了企业家的期望收益率、企业的贝塔系数和风险溢价。

Based on CAPM , the authors obtained the expected return rate of entrepreneurs , the beta coefficient and risk premium of enterprises .

我们对“股票风险溢价”的研究似乎表明，由于“欧元尾部风险”，市场可能正给gdp“灾难情形”赋予并非微不足道的几率。

Our research into the " equity risk premium " suggests that markets may be assigning a non-trivial probability to a " disaster scenario " for GDP as a result of " Euro tail risk " .

本文应用GARCH-M模型对期限风险溢价进行了预测。

At last , this paper forecasts the time - varying term premium by the GARCH-M model .

DCC架构下相关性和特质波动性的风险溢价中国人群survivinC-31G多态性和胃癌风险相关性研究

Study on Risk Premiums of Correlation and Idiosyncratic Volatility Using DCC The association between the survivin C-31G polymorphism and gastric cancer risk in Chinese population

作为一位长线机构投资者，utahretirementsystems的文件辩称，“基金经理应在长时期内抚平允许进行的最大赎回压力，以确保长线投资者不会使流动性风险溢价下降”。

As a long-term institutional investor , the Utah retirement systems document argues that " managers should smooth maximum allowable redemption pressure over a long period of time to ensure that the liquidity risk premium is not subsidised by long-term investors " .

美国国际集团（aig）和花旗集团（citigroup）出售数十亿美元债务的交易，上周引发美国突然出现一轮债券交易高潮，导致美国的企业信贷风险溢价全面上涨，与欧洲的缓和局势形成鲜明对比。

Multi-billion dollar debt sales from AIG and Citigroup led a sudden wave of US bond deals last week that lifted corporate credit risk premiums across the market in contrast to an improving picture in Europe .

APT认为证券收益为K个因素（风险溢价）的线性函数，这些因素为描述经济体系变量的基本因子，但APT并未明确指出因素的具体数目和内容。

APT believes that the Securities gains for the K factor ( risk premium ) is a linear function of these factors to describe the basic economic system variable factor , but the APT is not clear that the specific number of factors and content .

因此，将Shibor利率作为短期融资券发行定价的重要参考指标有利于量化信用风险溢价，增强短期融资券利率确定的合理性。

Therefore , Shibor is made as important reference index for CP pricing , which is in favor of quantitative credit risk premium and enhances the rationality of determine the CP interest .

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。

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

要实现这一点，可以将大多数主权债务转化为欧元债券；这样一来，各国将不得不发行自己的附带集体行动条款的债券，仅对超过《马斯特里赫特条约》（maastricht）标准的债务支付风险溢价。

That could be accomplished by converting most sovereign debt into Eurobonds ; countries would then have to issue their own bonds with collective action clauses and pay the risk premium only on the amounts exceeding the Maastricht criteria .

野村（Nomura）驻香港亚洲策略师、全球股票策略主管库尔茨（MichaelKurtz）指出，股权风险溢价目前远高于长期均值。股权风险溢价是股票收益率与国债等风险较低的资产收益率的差额。

Michael Kurtz , Asia strategist and head of global equity strategy at Nomura in Hong Kong , points out that the equity risk premium , which measures the return offered by stocks compared with less-risky assets such as Treasurys , is far higher than its long-term average .

中国股票市场的三因子时变风险溢价模型研究

Three-Factor Model With Time-Varying and Risk Premium in Chinese Stock Market

那样就会影响到与所有新债务问题有关的风险溢价。

That will affect risk premium around all new debt issues .

基于最优清算策略的流动性风险溢价测算

The Quantification of Liquidity Premium Based on an Optimal Liquidation Strategy

第一种是市场常见的收益类型，带有风险溢价性质。

The first is market type returns with a risk premium .

治理不力和政治不稳定意味着较高的风险溢价。

Weak governance and political instability mean high risk premiums .

我国时变风险溢价潜变量模型研究

The Research of Latent Variable Model with Time-Varying Risk Premiums in China

为此，本文将研究中国股权风险溢价问题。

This paper will study the Chinese equity risk premium .

信用风险溢价通常被认为是对信用风险的补偿。

Credit risk premium is generally considered to be compensation for credit risk .

利率期限结构理论实证检验与期限风险溢价研究

An Empirical Test of Interest Rate Term Structure and Research of Term Premium

A股市场股权风险溢价的历史及启示

Enlightenment of Equity Risk Premium of A - shares

对我国是否存在股票风险溢价问题进行实证检验；

An empirical study on equity premium in China .

股权风险溢价是股票价格水平的决定性因素。

An Empirical Analysis of Influencing Factors of Listed Company Equities Transfer Premium ;

巴西债券的风险溢价一路飙升。

The risk premium on brazil 's bonds soared .

能够成功将退出（欧元区）的风险溢价降至可以忽略的水平。

That could successfully reduce the risk premium on exit back to negligible levels .