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 ...

Barclays (LON:BARC) strategists took note of a notable shift in risk premiums, with the S&P 500 equity risk premium (ERP) nearing record lows, just a few basis points below zero. This level is close ...

The rapid rise of the 10-year U.S. Treasury yield could have significant implications for active bond manager performance, as ...

"Our high-frequency fair value model now shows EUR/USD undervaluation (i.e. tariff-related risk premium) having rewidened from 1% to 1.8% since yesterday morning. That undervaluation peaked at 3.0 ...

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 ...

“Our short-term fair value model still returns a 1.3-1.5% risk premium in EUR/USD, which is above the 1.5 standard deviation and in theory a buy signal. But the strong US macro story is fighting ...

Stone Ridge Alternative Lending Risk Premium Fund (LENDX) stock price is 45.91 and Stone Ridge Alternative Lending Risk Premium Fund (LENDX) 10-day simple moving average is 45.85. Stone Ridge ...

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 ...

U.S. pension risk transfer premiums rose slightly in December, a study by actuarial and consulting firm Milliman showed. The ...

Strong inflows into credit funds have compressed spreads — the premium for buying corporate ... measure that compares investment returns with risk known as the Sharpe ratio.

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