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Ten years of CVM normative instruction nº 476: an overview of covenants and features on Brazilian bonds
(2020-08-28)
A publicação da ICVM 476 em 2009 resultou em mudanças profundas no mercado brasileiro de debêntures corporativas. A flexibilidade introduzida nos processos de emissão, bem como a abertura do mercado para empresas de capital ...
Domestic Currency Emerging Market Bonds Pricing and Risk Management Aspects
(ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2014)
Reliability and agreement of credit ratings in the Mexican fixed-income market
(INCISIVE MEDIA, 2017)
Credit ratings play an important role in the bond market, as the regulatory framework of this sector is based on ratings. A critical assumption is that the ratings of all the rating agencies are equivalent, ie, they exhibit ...
Extracting Default Probabilities from Sovereign BondsExtracting Default Probabilities from Sovereign Bonds
(Sociedade Brasileira de Econometria, 2008)
Emerging markets portfolio creating a Latin American portfolio peruvian case study
(David PublisherUS, 2012)
The case study seeks to identify the most important issues encountered in developing a new portfolio in a Latin America country, exploring several alternatives which include not only stock and sovereign bonds but also more ...
Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy
(Elsevier Science, 2016-03)
In this paper the permutation min-entropy has been implemented to unveil the presence of temporal structures in the daily values of European corporate bond indices from April 2001 to August 2015. More precisely, the ...
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. ...
Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
(Elsevier B.V., 2019)
The recent U.S. subprime crisis provides us with a perfect framework to study cross-asset contagion mechanisms in the U.S. financial markets. Specifically, we look at how and to what extent a negative shock that initially ...
The announcement effect of bond equity issues: evidence from Chile
(Universidad de Chile. Facultad de Economía y Negocios, 2004-12)
This paper analyzes the impact of security offering announcements on stock
prices for a sample of 172 issues of securities in the Chilean financial market,
during the 1993-2002 period. We found that the authorization of ...