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Risk premium factors
[Факторы Формирования Премии За Риск]

Author

Listed:
  • 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)

  • Trunin, Pavel (Трунин, Павел)

    (The Russian Presidential Academy of National Economy and Public Administration)

  • Sherbustanova, Maria (Шербустанова, Мария)

    (Gaidar Institute for Economic Policy)

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.

Suggested Citation

  • Gadiy, Ludmila (Гадий, Людмила) & Drobyshevskiy, Sergey (Дробышевский, Сергей) & Kiyutsevskaya, Anna (Киюцевская, Анна) & Trunin, Pavel (Трунин, Павел) & Sherbustanova, Maria (Шербустанова, Мария), 2019. "Risk premium factors [Факторы Формирования Премии За Риск]," Working Papers 041920, Russian Presidential Academy of National Economy and Public Administration.
    • Handle: RePEc:rnp:wpaper:041920
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