Relevant bibliographies by topics / Risk-free rate

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Risk-free rate'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Risk-free rate"

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Gadidov, Anda, and M. C. Spruill. "Drift and the Risk-Free Rate." Journal of Probability and Statistics 2011 (2011): 1–19. http://dx.doi.org/10.1155/2011/595741.

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It is proven, under a set of assumptions differing from the usual ones in the unboundedness of the time interval, that, in an economy in equilibrium consisting of a risk-free cash account and an equity whose price process is a geometric Brownian motion on , the drift rate must be close to the risk-free rate; if the drift rate and the risk-free rate are constants, then and the price process is the same under both empirical and risk neutral measures. Contributing in some degree perhaps to interest in this mathematical curiosity is the fact, based on empirical data taken at various times over an
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Mayordomo, Sergio, Juan Ignacio Peña, and Eduardo S. Schwartz. "Towards a common Eurozone risk free rate." European Journal of Finance 21, no. 12 (2014): 1005–22. http://dx.doi.org/10.1080/1351847x.2014.912670.

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KERIMOV, Pavlo. "Features of risk-free rate estimation in Ukraine." Fìnansi Ukraïni 2019, no. 285 (2019): 61–74. http://dx.doi.org/10.33763/finukr2019.08.061.

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Cecchetti, Stephen G., Pok-sang Lam, and Nelson C. Mark. "The equity premium and the risk-free rate." Journal of Monetary Economics 31, no. 1 (1993): 21–45. http://dx.doi.org/10.1016/0304-3932(93)90015-8.

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Yu, Han. "Research on Stock Return Rate." Frontiers in Business, Economics and Management 2, no. 1 (2021): 8–15. http://dx.doi.org/10.54097/fbem.v2i1.28.

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There is a certain relationship among stock return rate, market return rate and risk-free interest rate, which is worth discussing, and it is helpful for us to analyze stocks and evaluate their prices. I have found that the market return rate and risk-free rate have correlation through multiple regression, and other stock's return rate can affect the target stock to some extent. The stock return rate is positively related to the market interest rate and inversely related to the risk-free interest rate.
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GHAZARYAN, Amasya, Satine ASOYAN, and Vahagn MELIK-PARSADANYAN. "The Credit Spread: Risk-Free Rate in the Model." Theoretical and Practical Research in Economic Fields 15, no. 3 (2024): 647. http://dx.doi.org/10.14505/tpref.v15.3(31).11.

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This paper proposes a parsimonious credit spread estimation model for valuation of corporate bonds in data-scarce markets. We emphasize the importance of incorporating the risk-free rate directly into credit spread determination. Our model aligns with established literature and demonstrates the ability to capture the observed influence of risk-free rates on credit spreads across economies. We posit that models omitting the risk-free rate component may underestimate credit spreads, particularly impactful in emerging markets with elevated default probabilities and high risk-free rates. Finally,
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Elul, Ronel. "Financial innovation, precautionary saving and the risk-free rate." Journal of Mathematical Economics 27, no. 1 (1997): 113–31. http://dx.doi.org/10.1016/0304-4068(95)00768-7.

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Tang, Yitian. "The Impact of Population Aging on Risk-free Rate." Advances in Economics, Management and Political Sciences 65, no. 1 (2023): 53–59. http://dx.doi.org/10.54254/2754-1169/65/20231582.

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This study delves into the relationship between the long-term trend of population aging and the risk-free rate against the backdrop of China's diminishing demographic dividend and declining birth rate. It further examines the mechanisms via which population aging affects the risk-free rate. The phenomenon of population aging is distinguished by a rise in the percentage of older individuals and a decline in the percentage of younger individuals, hence exerting a diverse range of effects on the economy. The demographic transition holds significant influence over savings, investment, labor supply
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Martinka, Jozef, Peter Rantuch, Igor Wachter, and Karol Balog. "Fire Risk of Halogen-Free Electrical Cable." Research Papers Faculty of Materials Science and Technology Slovak University of Technology 26, no. 42 (2018): 21–27. http://dx.doi.org/10.2478/rput-2018-0002.

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Abstract This paper deals with the fire risk of a selected halogen-free electrical cable. The research was objected to a three-core power electric cable for a fixed installation CHKE J3x1.5 (cross section of each copper core was 1.5 mm2) with a declared class of reaction to fire B2ca, s1, d1, a1. The electrical cable was manufactured and supplied by VUKI, a. s., Slovakia. The fire risk of the electric cable was evaluated based on the heat release rate, total heat release, smoke release rate, total smoke release and effective heat of combustion. These parameters were measured using a cone calor
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Boskovska, Diana. "Some problems in determining the free risk rate of return." IOSR Journal of Business and Management 14, no. 2 (2013): 70–73. http://dx.doi.org/10.9790/487x-1427073.

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Dissertations / Theses on the topic "Risk-free rate"

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Burger, Johannes. "An analysis of the risk free rate in the South African capital market /|cJohann Burger." Thesis, North-West University, 2012. http://hdl.handle.net/10394/10192.

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The current research was undertaken to assess if the prices in the South African capital market imply a risk free rate that is not equal to the theoretical risk free rate. The research was conducted by means of a literature review and desktop-research-based analysis of the market price based yield curve. The literature review was conducted to establish the importance of the risk free rate in the financial systems dynamics. The literature review highlighted that all the portfolio theories and performance-measure indicators have the risk free rate at the core of their methodology. This implies t
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Sousa, João Beleza Teixeira Seixas e. "Machine learning Gaussian short rate." Doctoral thesis, Faculdade de Ciências e Tecnologia, 2013. http://hdl.handle.net/10362/12230.

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Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco<br>The main theme of this thesis is the calibration of a short rate model under the risk neutral measure. The problem of calibrating short rate models arises as most of the popular models have the drawback of not fitting prices observed in the market, in particular, those of the zero coupon bonds that define the current term structure of interest rates. This thesis proposes a risk neutral Gaussian short rate model based on Gaussian processes for machine learning regression using the Vasicek short rate model as pr
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Pettersson, Pernilla. "Equity Premium Puzzle : teori och empiri." Thesis, Uppsala University, Department of Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-6401.

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<p>Syftet med uppsatsen är att diskutera det så kallade equity premium puzzle. Jag</p><p>analyserar teoretiskt den intertemporala konsumtionsbaserade CAPM (C-CAPM),</p><p>sammanställer en del av litteraturdiskussionen som finns på området samt empiriskt</p><p>testar C-CAPM på svensk data. Fenomenet equity premium puzzle innebär att</p><p>överavkastningen på aktier är så stor att det inte stämmer med den ekonomiska teorin.</p><p>Enligt teorin beror C-CAPMs riskpremie på kovariansen mellan konsumtionen och</p><p>aktieavkastningen. Litteraturen visar att forskare inte har lyckats förklara equity<
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Adamec, Tomáš. "Bezriziková výnosová míra pro výnosové ocenění podniku." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-16743.

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This diploma thesis analyses various approaches to calculate risk-free interest rate. In the beginning it deals with the term risk-free asset a various types of bases we could start calculating from. The paper suggests using spot rates and searches for alternative interest rates on the market. These are subsequently applied to real data coming from Czech market. Specifically they are the bootstrapping method and also the method of deriving risk-free interest rate from interest swap rate. Closing thoughts are dealing with various problems an appraiser may encounter while calculating risk-free r
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Grammenidis, Ackis, and Anna Fattor. "Zero impact or zero reliability? : An empirical test of Capital Asset Pricing Model during periods ofzero risk-free rate." Thesis, Umeå University, Umeå School of Business, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-25631.

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<p>1.3. Research Questions.</p><p>With this in mind, the research questions of this work are:</p><p>1. Is the Capital Asset Pricing Model still applicable despite the heavy impact of the financial crisis on the financial systems?</p><p>2. What happens to this model when the risk free rate approaches zero?</p><p>3. Is there a relationship between the riskiness of an asset and the risk-free interestrate when the latter is approaching the zero level?</p>
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Viberg, Robert, and Kristin Åberg. "The future of equity risk premiums : A study of equity risk premium in the Swedish market." Thesis, Jönköping University, JIBS, Business Administration, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-535.

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<p>Bakgrund: Marknadens riskpremie kan förklaras som den förväntade avkastning en investerare kräver för att acceptera en viss risk. Hur riskpremien skall bestämmas har stått i fokus för omfattande debatter de senaste åren men fortfarande har ingen ultimat lösning infunnit sig. Det finns två huvudsakliga tillvägagångssätt för att uppskatta riskpremien. Det ena att använda historisk data över aktieutvecklingen och därefter förvänta sig att en framtida utveckling kommer att vara likvärdig. Den andra är att göra uppskattningar av den framtida utvecklingen, så som framtida utdelningar, framtida vi
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Zhao, Bo. "Overview of Financial Risk Assessment." Kent State University Honors College / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=ksuhonors1399203159.

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Dubihlela, Jobo. "Barriers, determinants and enablers of market orientation :|bimpact on business performance for small to medium enterprises in South Africa / Jobo Dubihlela." Thesis, North-West University, 2012. http://hdl.handle.net/10394/10191.

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Small and medium enterprises (SMEs) are recognised as important for the economic success of countries all over the world because of their contribution to the gross domestic product (GDP), to innovation, to export revenue, to the provision of goods and services to society and large enterprises, to social stability, to employment creation, and to the improvement of economic welfare. These organisations operate within an economic environment characterised by volatility, highly demanding dynamism and tough competition, which often seriously threaten their performance and their survival. The South
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Agca, Senay. "The Performance Of Alternative Interest Rate Risk Measures And Immunization Strategies Under A Heath-Jarrow-Morton Framework." Diss., Virginia Tech, 2002. http://hdl.handle.net/10919/26655.

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The Heath-Jarrow-Morton (HJM) model represents the latest in powerful arbitrage-free technology for modeling the term structure and managing interest rate risk. Yet risk management strategies in the form of immunization portfolios using duration, convexity, and M-square are still widely used in bond portfolio management today. This study addresses the question of how traditional risk measures and immunization strategies perform when the term structure evolves in the HJM manner. Using Monte Carlo simulation, I analyze four HJM volatility structures, four initial term structure shapes, three hol
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Fraletti, Paulo Beltrão. "Ensaios sobre taxas de juros em reais e sua aplicação na análise financeira." Universidade de São Paulo, 2004. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-26072004-110952/.

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A solução da maioria dos problemas práticos enfrentados por administradores financeiros passa pela identificação prévia do custo de oportunidade para investimentos de diferentes prazos e riscos. Este trabalho busca, no conjunto de seus capítulos, realizar uma avaliação crítica das propriedades da estrutura temporal de taxas de juros em reais e de sua utilização como variável exógena fundamental na análise financeira. Sem a pretensão de esgotar qualquer dos temas abordados, procurou-se estabelecer a curva de juros para investimentos livres de riscos em moeda nacional e, através de um conjunto d
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Books on the topic "Risk-free rate"

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Huggett, Mark. The risk-free rate in heterogeneous-agent, incomplete-insurance economies. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1990.

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Cecchetti, Stephen G. The equity premium and the risk free rate: Matching the moments. National Bureau of Economic Research, 1991.

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Huggett, Mark. The risk-free rate in heterogeneous-agent, incomplete-insurance economies--revised. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1991.

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Canova, Fabio. The equity premium and the risk free rate: A cross country, cross maturity examination. Centre for Economic Policy Research, 1995.

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Canova, Fabio. The equity premium and the risk free rate: A cross country, cross maturity examination. Centre for Economic Policy Research, 1995.

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Schneider, Jörg, and Ton Vrouwenvelder. Introduction to safety and reliability of structures. 3rd ed. International Association for Bridge and Structural Engineering (IABSE), 1997. http://dx.doi.org/10.2749/sed005.

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&lt;p&gt;Society expects that buildings and other structures are safe for the people who use them or who are near them. The failure of a building or structure is expected to be an extremely rare event. Thus, society implicitly relies on the expertise of the professionals involved in the planning, design, construction, operation and maintenance of the structures it uses.&lt;p&gt;Structural engineers devote all their effort to meeting society’s expectations effi ciently. Engineers and scientists work together to develop solutions to structural problems. Given that nothing is absolutely and etern
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The End Of The Risk Free Rate Investing When Structural Forces Change Government Debt. McGraw-Hill Education - Europe, 2013.

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Back, Kerry E. Explaining Puzzles. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0011.

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Various models proposed to explain the equity premium or risk‐free rate puzzle are explained: external habits (Abel’s “catching up with the Joneses” model and the Campbell‐Cochrane model), rare disasters, Epstein‐Zin‐Weil utility, long run risks, and idiosyncratic uninsurable labor income risk. External habits allow the SDF to be variable without requiring high variability of consumption. The SDF for a representative investor with Epstein‐Zin‐Weil utility depends on consumption and the market return. It is most useful when the world is not IID, as in the long‐run risks model. With uninsurable
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Back, Kerry E. Representative Investors. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0007.

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There is a representative investor at any Pareto optimal competitive equilibrium. If investors have linear risk tolerance with the same cautiousness parameter, then there is a representative investor with the same utility function. When there is a representative investor, there is a factor model with the representative investor’s marginal utility of consumption as the factor. If the representative investor has constant relative risk aversion, then the risk‐free return and log equity premium can be calculated in terms of moments of aggregate consumption. The equity premium and risk‐free rate pu
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Back, Kerry E. Dynamic Asset Pricing. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0010.

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The distinction between conditional and unconditional factor pricing models is explained. The conditional CAPM implies that unconditional risk premia are linear in the expected beta and the beta of the beta. The CCAPM and ICAPM are derived as approximate relations in discrete time. Testing conditional models is equivalent to unconditional tests of pricing for managed portfolios. The Gordon growth model is derived, assuming that dividend growth and the single‐period SDF are IID over time. The equity premium and risk‐free rate puzzles are derived from the Gordon growth model with a CRRA investor
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Book chapters on the topic "Risk-free rate"

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Jopp, Thomas. "The Relationship between Risk Premium and Risk-Free Interest Rate: Evidence from Sovereign CDS Spreads." In Finanzwirtschaft und Kapitalmärkte. Springer Fachmedien Wiesbaden, 2024. http://dx.doi.org/10.1007/978-3-658-46173-7_3.

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von Weizsäcker, Carl Christian, and Hagen M. Krämer. "The Natural Rate of Interest and the Optimal Rate of Interest in the Steady State." In Saving and Investment in the Twenty-First Century. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-75031-2_2.

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AbstractThe “natural rate of interest” is the hypothetical, risk-free real rate of interest that would obtain in a closed economy, if net public debt were zero. It is considerably less than the optimal steady-state rate of interest, which is equal to the system’s growth rate. This holds for a very general “meta-model.” The fundamental equation of capital theory holds on the optimal steady-state path: T = Z − D, where T is the overall economic period of production, Z is the representative private “waiting period” of consumers and D is the public debt ratio. Prosperity is at least 30% lower at t
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Schoenmaker, Dirk, and Willem Schramade. "Valuing Bonds." In Springer Texts in Business and Economics. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-35009-2_8.

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AbstractThis chapter introduces the basic types of bonds and considers their valuation. Bonds are an important source of funding for corporations. And even government bonds are relevant to companies, since the yield on government bonds serves as the risk-free rate discussed in Chap. 4. We explain the drivers of bond yields and the term structure of interest rates. Subsequently, we discuss the liquidity and credit risk of corporate bonds, including the role of ratings.Social and environmental factors are increasingly being integrated in the valuation of corporate bonds. Studying the company’s b
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Di Zio, Simone, and Luigi Fabbris. "Repression of the future-oriented disposition of Italians by a never-ending pandemic." In Proceedings e report. Firenze University Press and Genova University Press, 2023. http://dx.doi.org/10.36253/979-12-215-0106-3.47.

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Likely, the after-pandemic world won’t be as it used. To properly imagine and build our future, we should forget the progressive growth of past times and even the concept of “normality” of pre-pandemic years is going to change inasmuch as a new social concept is coming true ("surprise free" scenarios are no longer contemplated). The disposition of Italians towards their future was surveyed with three indicators: 1) the depression rate as measured with PHQ9, a standard psychological test for clinical depression measurement; 2) the pro-activeness orientation, as measured with an 8-item psycholog
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Bossi, Paolo, and Erika Stucchi. "Treatment of OPMD and First Results of Immune Checkpoint Inhibitors." In Critical Issues in Head and Neck Oncology. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-84539-0_3.

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Abstract Oral potentially malignant diseases (OPMDs) are a group of oral mucosal lesions that have a higher chance of turning into cancer. They show up in different ways, have different causes, and look differently on a microscopic level. To date, there are no clinical or histological factors that could predict the OPMDs’ malignant transformation to oral squamous cell carcinoma (OSCC), except for previous OSCC and WHO classification. Early diagnosis appears to be essential in these lesions in order to identify the risk of malignant progression and treat them accordingly. The standard treatment
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Notter, M., A. R. Thomsen, A. L. Grosu, K. Münch, and Peter Vaupel. "Thermography-Controlled, Contact-Free wIRA-Hyperthermia Combined with Hypofractionated Radiotherapy for Large-Sized Lesions of Unresectable, Locally Recurrent Breast Cancer." In Water-filtered Infrared A (wIRA) Irradiation. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-92880-3_6.

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AbstractUnresectable locally recurrent breast cancers (LRBCs) lead to life-threatening situations and a tremendous loss of quality of life. Most patients have received radiotherapy (RT) during primary treatment and re-irradiation (re-RT) using standard doses might be denied due to the risk of unacceptable cumulative toxicity. Therefore, an effective tumor control is often abandoned.Mild hyperthermia (39–43 °C), allows for significant reductions in re-RT dose and effective tumor responses with acceptable toxicity even after heavy pretreatment. More than 280 patients have been treated with super
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ten Have, Henk. "5. Color and Bioethics." In Color, Healthcare and Bioethics. Open Book Publishers, 2025. https://doi.org/10.11647/obp.0443.05.

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This chapter elaborates the connections between colors and bioethics. Colors have often been associated with normative judgments. In Medieval moral theology colors represent the seven deadly sins. Color historians argue that the Protestant Reformation introduced a moralistic approach to colors in public life, distinguishing worthy from unworthy colors. That colors have a moral value is clear in the hierarchy which many societies apply to colors. Cultures often oppose colors with white, regarded as colorless. White is associated with innocence and purity, cleanliness and hygiene. The moral valu
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"The Risk-free Rate." In Market Consistency. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119207184.ch5.

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Smithers, Andrew. "The Risk-free Short-term Rate of Interest." In The Economics of the Stock Market. Oxford University Press, 2022. http://dx.doi.org/10.1093/oso/9780192847096.003.0008.

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Short-term interest rates have not historically been risk-free as banks defaulted and depositors were not insured. The apparent long-term fall in real short-term interest rates does not therefore necessarily indicate that this has been the trend for risk-free rates. As they are affected independently by exogenous changes in the fiscal balance and demographics, neither short- nor long-term interest rates, nor the yield curve are mean reverting. While volatile over short periods, short- and long-term rates have varied within quite narrow limits over longer time spans, as has the shape of the yie
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Wesner, Nicolas. "Extracting Market-Implied Bitcoin's Risk-Free Interest Rate." In Handbook of Digital Currency. Elsevier, 2015. http://dx.doi.org/10.1016/b978-0-12-802117-0.00011-4.

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Conference papers on the topic "Risk-free rate"

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Fairuzov, Yuri, and Victor Fairuzov. "Detecting and Preventing Internal Corrosion Damage in Unpiggable, Intermittently-Operated, Crude-Oil Pipelines." In CORROSION 2020. NACE International, 2020. https://doi.org/10.5006/c2020-14673.

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Abstract According to a survey of corrosion releases in hazardous liquids pipelines, of the 52 internal corrosion releases reported in 2009-2012, 31 occurred in intermittently operated lines. Pigging operations cannot be performed in many of these pipelines for a number of reasons, such as limitations imposed by pipeline design features, pigging cost, risk of the pig getting stuck in solids or sludge accumulated in front of it. For unpiggable pipelines, direct assessment using the liquid petroleum internal corrosion direct assessment (LP-ICDA) method is a widespread industry practice that help
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Parker, Keith, Christophe Baete, and Trey Johnston. "Validating Digital Twin Model of a Complex Pipeline System." In CONFERENCE 2023. AMPP, 2023. https://doi.org/10.5006/c2023-18958.

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Abstract Operating a pipeline requires regular field surveys for controlling external corrosion threats. Surveys are typically performed at rectifiers and test stations, and occasionally a close interval survey between test stations is performed. Pipeline surveys provide only an indirect measure of the corrosion threat and are either labor intensive or do not provide sufficient granularity and accuracy to pinpoint corrosion features in a timely manner. A computational model of the primary and third party (crossing) pipelines and associated cathodic protection systems is built and further calib
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Rogne, Trond, John M. Drugli, Torgeir Wenn, Roy Johnsen, and Stein Olsen. "The Influence of Some Environmental Factors on the Corrosion of Stainless Steel Weldments Exposed to Simulated Well Flow." In CORROSION 1989. NACE International, 1989. https://doi.org/10.5006/c1989-89470.

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Abstract The risk for initiation of corrosion has been determined for stainless steel weldments exposed to simulated well fluid. The influence of temperature, partial pressure of CO2 and O2 concentration were investigated. Evaluations were based on mesurements of free potential and critical potential for initiation of corrosion, Ec. Increased temperature from 80 to 120°C reduces Ec and increases the risk for initiation of corrosion, while partial pressure of CO2 in the range 2.5 to 10 bar do not have significantly effect neither on free potential nor Ec. Oxygen in the system has a detrimental
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Baeté, Christophe. "The Role of Mechanistic Modeling in Corrosion Management Strategy for Buried Pipelines." In CORROSION 2018. NACE International, 2018. https://doi.org/10.5006/c2018-10952.

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Abstract The key point of pipeline integrity management with regard to external corrosion is the control of the corrosion activity at coating defects. In practice pipeline integrity management often results in the execution of intensive field surveys and monitoring programs leading to high operational cost. The general approach is to apply external corrosion direct assessment techniques and to use in-line inspection tools to gather as much information as possible on the corrosion status. Correlating different field data like wall thickness measurements, pipe-to-soil potentials, soil characteri
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Lamsaddak, Karima, and Driss Mentagui. "Modeling of the Moroccan risk-free interest rate curve by the Smith-Wilson method." In 2019 Third International Conference on Intelligent Computing in Data Sciences (ICDS). IEEE, 2019. http://dx.doi.org/10.1109/icds47004.2019.8942317.

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Xiaoyang, Zheng, та Zhang Yuanyuan. "Binary option pricing model with the underlying stock price driven by OrnsteinᾯUhlenbeck process under risk-free rate as a stochastic interest rates". У 2013 International Conference of Information Science and Management Engineering. WIT Press, 2013. http://dx.doi.org/10.2495/isme133493.

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Riders, Armands, Brit Elisabeth Böse, Daria Rometsch, Claudia Rudack, and Maximilian Oberste. "Analysis of the progression-free survival rate of patients with high-risk HPV DNA-positive oropharyngeal carcinomas depending on the detected HPV type." In 95th Annual Meeting German Society of Oto-Rhino-Laryngology, Head and Neck Surgery e. V., Bonn. Georg Thieme Verlag KG, 2024. http://dx.doi.org/10.1055/s-0044-1784770.

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Frasson, Antônio Luiz, Ana Beatriz Falcone, Isabela Miranda, Betina Vollbrecht, and Mônica Adriana Rodriguez Martinez Frasson. "NIPPLE-SPARING MASTECTOMY WITH IMMEDIATE IMPLANT-BASED RECONSTRUCTION FOR PATIENTS WITH PURE DUCTAL CARCINOMA IN SITU." In Scientifc papers of XXIII Brazilian Breast Congress - 2021. Mastology, 2021. http://dx.doi.org/10.29289/259453942021v31s1064.

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Introduction: The presence of extensive intraductal component is strongly associated to the increasing risk of nippleareola complex (NAC) relapse. Most of the studies focusing on the outcomes of patients diagnosed with pure ductal carcinoma in situ (DCIS) who underwent nipple-sparing mastectomy (NSM) available in the literature performed immediate breast reconstruction using prosthetic implants (saline-filled implant or tissue expander) and autologous tissue flap. Objectives: The aim of our study was to evaluate the outcomes of patients diagnosed with DCIS who underwent NSM with immediate impl
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Mihell, James N., and Cameron Rout. "Risk Assessment of Modern Pipelines." In 2012 9th International Pipeline Conference. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/ipc2012-90072.

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Proponents of new pipeline projects are often asked by regulators to provide estimates of risk and reliability for their proposed pipeline. On existing pipelines, the availability of operating and assessment data is generally considered to be essential to the task of performing an accurate and defendable risk or reliability assessment. For proposed or new pipelines, the absence of these data presents a significant challenge to those performing the analysis. The reliance on industry incident data presents problems, since the vast majority of loss-of-containment incidents relate to older pipelin
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Paranjothy, Sai Sudharsanan, Ganesh Subbarayan, Dae Young Jung, and Bahgat G. Sammakia. "An Inverse Procedure for Estimating the Anand Viscoplastic Constitutive Model Parameters for Copper Free-Air Ball." In ASME 2015 International Technical Conference and Exhibition on Packaging and Integration of Electronic and Photonic Microsystems collocated with the ASME 2015 13th International Conference on Nanochannels, Microchannels, and Minichannels. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/ipack2015-48653.

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Due to its superior mechanical and electrical properties, as well as low cost, Cu is gradually replacing Au as wire bonding material. However, since copper is a stiffer material, it requires greater bonding force, which in turn increases risk of bond pad cratering and inter-layer dielectric (ILD) fracture. A critical challenge to numerically modeling the pad cratering or ILD fracture is the availability of appropriate constitutive models for the Cu free-air balls (FAB). In this work we first present rate and temperature dependent force-displacement response of micron-sized Cu FAB characterized
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Reports on the topic "Risk-free rate"

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Mayordomo, Sergio, Juan Ignacio Peña, and Eduardo Schwartz. Towards a Common European Monetary Union Risk Free Rate. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15353.

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Cecchetti, Stephen, Pok-sang Lam, and Nelson Clark. The Equity Premium and the Risk Free Rate: Matching the Moments. National Bureau of Economic Research, 1991. http://dx.doi.org/10.3386/w3752.

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Ferreyra, Maria Marta, Carlos Garriga, Juan D. Martin-Ocampo, and Angélica María Sánchez Díaz. Raising College Access and Completion: How Much Can Free College Help? Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/be.1155.

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Free college proposals have become increasingly popular in many countries of the world. To evaluate their potential effects, we develop and estimate a dynamic model of college enrollment, performance, and graduation. A central piece of the model, student effort, has a direct effect on class completion, and an indirect effect in mitigating the risk of not completing a class or not remaining in college. We estimate the model using rich, student-level administrative data from Colombia, and use the estimates to simulate free college programs that differ in eligibility requirements. Among these, un
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Nuño, Galo. Three Theories of Natural Rate Dynamics. Banco de España, 2025. https://doi.org/10.53479/40086.

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The natural interest rate is the real rate that would prevail in the long run. The standard view in macroeconomics is that the natural rate depends exclusively on structural factors, such as productivity growth and demographics. This paper challenges this view by discussing three alternative, and complementary, views: i) that the natural rate depends on fiscal policy via the stock of risk-free assets; ii) that it depends on monetary policy via the central bank inflation target; and iii) that it depends on persistent supply shocks, such as tariffs or wars. These three theories share the relevan
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Barahona, Ricardo, and María Rodríguez-Moreno. Estimating the OIS term premium with analyst expectation surveys. Banco de España, 2024. http://dx.doi.org/10.53479/36253.

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This paper estimates the euro area overnight index swap yield curve, which is considered to be the risk-free yield curve in the euro area, using an affine term structure model. We expand the Adrian, Crump and Moench (2013) procedure with survey data to dissect rates into short-term expectations and term premia. This approach reveals the market expectations of short-term interest rates and monetary policy, and gauges the premium demanded by risk-averse investors in uncertain interest rate environments. As compared to the simpler model, the use of survey information in our estimation yields esti
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Cordella, Tito, and Andrew Powell. Preferred and Non-Preferred Creditors. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003109.

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International financial institutions (IFIs) generally enjoy preferred creditors treatment (PCT). Although PCT rarely appears in legal contracts, when sovereigns restructure bilateral or commercial debts, they normally pay IFIs in full. This paper presents a model where a creditor, such as an IFI, that can commit to lend limited amounts at the risk-free rate and can refrain from lending into arrears is always repaid and adds value. The analysis suggests that IFIs and market lenders can both enhance welfare, even if banning commercial borrowing can sometimes be optimal. To maintain their status,
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van Binsbergen, Jules, William Diamond, and Marco Grotteria. Risk-Free Interest Rates. National Bureau of Economic Research, 2019. http://dx.doi.org/10.3386/w26138.

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Equiza, Juan, Ricardo Gimeno, Antonio Moreno, and Carlos Thomas. Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor. Banco de España, 2023. http://dx.doi.org/10.53479/25046.

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The theoretical literature on term structure models emphasises the importance of the expected absorption of duration risk during the residual life of term bonds in order to understand the yield curve effect of central banks’ government bond purchases. Motivated by this, we develop a forward-looking, long-horizon measure of euro area government bond supply net of Eurosystem holdings, and use it to estimate the impact of the ECB’s asset purchase programmes in the context of a no-arbitrage affine term structure model. We find that an asset purchase shock equivalent to 10% of euro area GDP lowers
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Shumway, Dean A., Kimberly S. Corbin, Magdoleen H. Farah, et al. Partial Breast Irradiation for Breast Cancer. Agency for Healthcare Research and Quality (AHRQ), 2023. http://dx.doi.org/10.23970/ahrqepccer259.

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Objectives. To evaluate the comparative effectiveness and harms of partial breast irradiation (PBI) compared with whole breast irradiation (WBI) for early-stage breast cancer, and how differences in effectiveness and harms may be influenced by patient, tumor, and treatment factors, including treatment modality, target volume, dose, and fractionation. We also evaluated the relative financial toxicity of PBI versus WBI. Data sources. MEDLINE®, Embase®, Cochrane Central Registrar of Controlled Trials, Cochrane Database of Systematic Reviews, Scopus, and various grey literature sources from databa
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Harris, Gregory, Brooke Hatchell, Davelin Woodard, and Dwayne Accardo. Intraoperative Dexmedetomidine for Reduction of Postoperative Delirium in the Elderly: A Scoping Review. University of Tennessee Health Science Center, 2021. http://dx.doi.org/10.21007/con.dnp.2021.0010.

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Background/Purpose: Post-operative delirium leads to significant morbidity in elderly patients, yet there is no regimen to prevent POD. Opioid use in the elderly surgical population is of the most significant risk factors for developing POD. The purpose of this scoping review is to recognize that Dexmedetomidine mitigates cognitive dysfunction secondary to acute pain and the use of narcotic analgesia by decreasing the amount of norepinephrine (an excitatory neurotransmitter) released during times of stress. This mechanism of action also provides analgesia through decreased perception and modul
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