Risk premium factors

Факторы формирования премии за риск

Gadiy, Ludmila (Гадий, Людмила) (), Drobyshevskiy, Sergey (Дробышевский, Сергей) (), Kiyutsevskaya, Anna (Киюцевская, Анна) (), Pavel Trunin and Sherbustanova, Maria (Шербустанова, Мария)
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Gadiy, Ludmila (Гадий, Людмила): The Russian Presidential Academy of National Economy and Public Administration
Drobyshevskiy, Sergey (Дробышевский, Сергей): The Russian Presidential Academy of National Economy and Public Administration
Kiyutsevskaya, Anna (Киюцевская, Анна): The Russian Presidential Academy of National Economy and Public Administration
Sherbustanova, Maria (Шербустанова, Мария): Gaidar Institute for Economic Policy

Working Papers from Russian Presidential Academy of National Economy and Public Administration

Abstract: While developed countries have been tightening their monetary policy, the importance of a risk premium as a factor that determins investment attractiveness of a recipient country and, accordingly, the direction of financial flows in the global economy significantly increases. In this context, the choice of an indicator allowing us to compare risk levels in different countries and segments of a financial market, and then identification of the risk premium’s determinants enable us to characterize the role of global and country-specific factors. Such a separation of these factors for the Russian economy will make it possible to determine the main directions of investment attractiveness’ increasing.

Pages: 76 pages
Date: 2019-04
New Economics Papers: this item is included in nep-cis, nep-fmk and nep-tra
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