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The illiquidity component of corporate bond spreads
(2017)
We find that illiquidity remains a major factor in explaining corporate spreads. Illiquidity is second only to the credit risk itself. This effect is surprising given that the corporate debt trading activity has more than ...
Development of a potentially functional chocolate spread containing probiotics and structured triglycerides
(2022-01-15)
New functional hazelnut and chocolate spreads, containing the probiotic strain Enterococcus faecium CRL 183 and different concentrations of medium-long-medium (MLM)-type structured triacylglycerols (TAGs) were developed. ...
Capital flows to Latin America: quarterly developments
(ECLAC, 2007-10-25)
Concerns about the ongoing U.S crisis in the housing sector and the asset exposures to subprime mortgages dominated financial markets in the second and third quarters of 2007. Volatility spiked in July and August, with ...
Ensaios sobre estrutura a termo da curva de juros e spreads de títulos corporativos
(2014-12-01)
This work consists of three chapter dedicated to discussing different aspects of the important North American market for corporate bonds. In the first chapter, we show the evolution of the American credit market in recent ...
A relação entre o spread de crédito e o rating de bonds de empresas brasileiras
(2019-04-04)
Este estudo busca investigar os efeitos das avaliações de qualidade de crédito da dívida corporativa brasileira promovidas pelas três principais agências de rating – Standard & Poor’s, Moody’s e Fitch – no spread de crédito ...
Numerical and experimental application of the automated slump test for yield stress evaluation of mineralogical and polymeric materials
(2022-02-01)
This work presents reliable empirical correlations of slump and spread measurements with yield stress of different materials based on the automated slump test methodology (capable of monitoring the transient regime of the ...
Modelagem paramétrica de curvas de crédito no mercado brasileiro
(2012-05-25)
Após a crise financeira de 2008, é perceptível a intensificação de esforços globais para aperfeiçoar métodos de avaliação de risco e ajuste de exposição de capital para tornar o sistema financeiro mundial mais sólido e ...
The Yield Curve as a Recession Leading Indicator. An Application for Gradient Boosting and Random Forest
Most representative decision-tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession ...
Factores determinantes del spread de retornos en bonos corporativos chilenos
(Universidad de Chile. Facultad de Economía y Negocios, 2007)
El presente trabajo realiza una estimación empírica de la
importancia de determinados factores que pudieran explicar el
tamaño del spread de los bonos corporativos en el mercado chileno.
Se realiza un análisis econométrico ...