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Inadimplência de dívida soberana em modelo de equilíbrio geral com credores heterogêneos
(2012-09-19)
This paper provides a general equilibrium model of sovereign default with agents' heterogeneity, but without banking or foreign sectors. The heterogeneity is due to different kinds of consumers in the economy with distinct ...
Credit Default Swaps – Pricing teórico y cálculo práctico de un CDS para bono corporativos peruanos usando la plataforma BloombergCredit Default Swaps – Theoretical pricing y practical CDS calculation for peruvian corporate bonds using the Bloomberg platform
(Universidad Nacional de Ingeniería, 2018)
Credit Default Swaps – Pricing teórico y cálculo práctico de un CDS para bono corporativos peruanos usando la plataforma BloombergCredit Default Swaps – Theoretical pricing y practical CDS calculation for peruvian corporate bonds using the Bloomberg platform
(Universidad Nacional de Ingeniería, 2018)
Measuring the Spread Components of Oil and Gas Companies from CDSUso do CDS para Estimar os Componentes do Spread dos Títulos das Empresas do Setor de Óleo e Gás
(Lociedade Brasileira de Finanças, 2012)
Sovereign-Debt Crises and Floating-Rate Bonds
(Banco Central de Chile, 2023-08-09)
The choice of sovereign-debt maturity in countries at risk of default represents a complex set of competing forces. The tradeoffs reflect the underlying frictions present in international sovereign-debt markets. The primary ...
Transformações da probabilidade de default: do mundo neutro a risco para o mundo real
(2015-08-24)
Este trabalho aborda os fundamentos da relação entre a medida neutra a risco e o mundo físico, apresentando algumas metodologias conhecidas de transformação da medida de probabilidade associada a cada um destes dois ...
A closed-form solution for defaultable bonds with log-normal spread
(Universidad de San Andrés. Departamento de Economía, 2001-05)
SOVEREIGN AND SUB SOVEREIGN DEFAULT RISK UNDER CURRENCY BOARDS: IS THERE A LINK IN A FEDERAL STATE? ARGENTINA 1997-2001¿EXISTE UNA RELACIÓN ENTRE LOS RIESGOS DE DEFAULT SOBERANOS Y PROVINCIALES EN PAÍSES CON REGÍMENES DE CONVERTIBILIDAD? EL CASO DE ARGENTINA 1997-2002
(FACULTAD DE CIENCIAS ECONÓMICAS - UNIVERSIDAD DE BUENOS AIRES, 2018)
Experimental and theoretical study of the hydration of phosphate groups in esters of biological interest
(Pergamon-Elsevier Science Ltd, 2007-04)
We have studied the influence of different groups esterified to phosphates on the strength of the interaction of the P{single bond}O bond with one water molecule. Experimental vibrational spectra of PO43-, HPO42-, H2PO4-, ...