Buscar
Mostrando ítems 21-30 de 292
Pricing corporate bonds in Brazil: 2000 to 2004
(ELSEVIER SCIENCE INC, 2009)
This paper analyzes the factors that influence the issuing price of debentures in Brazil in the period from year 2000 to 2004, applying a factor model, in which exogenous variables explain return and price behavior. The ...
The Dynamics of the Option-Adjusted Spread of Brady Bond SecuritiesA dinâmica do spread ajustado por opções dos Brady bonds
(Lociedade Brasileira de Finanças, 2003)
Debt and default in a growth model
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia., 2006-08-11)
This paper presents a small open economy model with capital accumulation and without commitment to repay debt. The optimal debt contract specifies debt relief following bad shocks and debt increase following good shocks ...
Defaults in the 90's: Factbook and preliminary lessons
(Universidad Torcuato Di Tella. Escuela de Negocios. Centro de Investigaciones en Finanzas (CIF), 2002)
Since the Tequila crisis in 1994, and particularly after the succession of crises in Asia and the default episode in Russia, questions related to international sovereign bond restructuring have been increasingly at the ...
Capital flows to Latin America: third quarter 2003
(ECLAC, 2003-12)
In the third quarter of 2003, investors continued to favor riskier assets buoyed by abundant global liquidity, low interest rates in mature markets, strong economic growth (with low inflation), and improving credit quality. ...
Government versus bankers: sovereign debt negotiations in Porfirian Mexico, 1888-1910
(Cambridge Univ Press, 2015-12)
This article assesses how the government of Porfirio Diaz (1876-1910) negotiated sovereign loans. Mexico was a serial defaulter that established a good reputation and issued bonds abroad at progressively better conditions. ...
Uma análise sobre as garantias locatícias
(Universidade Federal do Rio de JaneiroBrasilFaculdade Nacional de DireitoUFRJ, 2019)
Domestic Currency Emerging Market Bonds Pricing and Risk Management Aspects
(ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2014)
Fundamentos macroeconômicos do credit default swaps nos mercados emergentes
(2019-08-22)
O Credit default swap é um instrumento utilizado para realizar proteção em operações envolvendo títulos de dívida, inclusive títulos soberanos. Quando utilizado neste modelo sua precificação representa o risco de investir ...
Estratégia de cobertura de riesgo Default a partir de la aplicación del derivado Credit Default Swap para emisión de deuda privada en Colombia
(Bucaramanga : Universidad de Santander, 2016Facultad de Ciencias Sociales, Políticas y HumanidadesMaestría en Finanzas, 2016-11-05)
El estudio presenta una aplicación del derivado financiero Credit Default Swap (CDS), como instrumento de cobertura de riesgo de impago o default sobre bonos corporativos en el mercado colombiano. Se inicia con el estudio ...