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Relación entre la Deuda Pública y el spread de la Estructura a Plazos de las Tasas de Interés
(2019-04-10)
Este documento analiza el efecto de la deuda del gobierno, emitida a tasa fija y tasa variable, sobre el spread de la estructura a plazos de las tasas de interés para la economía colombiana en el periodo 2003-2017. Para ...
Capital flows to Latin America: 2005 highlights
(ECLAC, 2005-12-14)
In 2005, abundant global liquidity, as well as low bond yields and flat yield curves, encouraged investors to seek higher returns in emerging markets, compressing credit spreads and helping borrowers to increase new bond ...
O impacto da liquidez nos retornos esperados das debêntures brasileiras
(2011-02-09)
Este trabalho teve como objetivo identificar o impacto do risco de liquidez nos retornos excedentes esperados das debêntures no mercado secundário brasileiro. Foram realizadas análises de regressão em painel desbalanceado ...
Multifactor spread models for cat bonds in the primary and secondary market
(Universidad EAFITMaestría en Matemáticas AplicadasEscuela de Ciencias. Departamento de Ciencias Básicas, 2014)
As a result of the reinsurance industry seeking for additional capital capacity in the financial markets, a new class of financial instruments for trading insurance related assets has emerged -- This class is known as ...
Stability analysis and numerical simulation of SEIR model for pandemic COVID-19 spread in Indonesia
The Aim of this research is construct the SEIR model for COVID-19, Stability Analysis and numerical simulation of the SEIR model on the spread of COVID-19. The method used to construct the model is the SEIR
model by ...
Capital flows to Latin America: quarterly developments
(ECLAC, 2006-10-10)
In the second quarter of 2006, a hearty dose of volatility returned to financial markets. During May and June, uncertainty towards the global economic outlook amid rising interest rates prompted investors to abandon riskier ...
Efeitos da maturidade dos títulos públicos na estrutura a termo da taxa de juros
(2022)
O presente trabalho busca analisar o impacto da variação da maturidade de títulos públicos na estrutura a termo das taxas de juros brasileira, através de spreads e excessos de retorno entre títulos de diferentes maturidades. ...
Essays in empirical finance
(2017-03-16)
This thesis is a collection of essays in empirical finance mainly focused on term structure models. In the first three chapters, we developed methods to extract the yield curve from government and corporate bonds. We measure ...
The cost of capital in emerging markets
(UniandesDoctorado en AdministraciónFacultad de Administración, 2014)
I applied nine methods already proposed in the literature to calculate the cost of equity of companies from the six largest stock markets in Latin America, included in the MSCI emerging markets list. A number of these ...