dc.creator | PAIVA, Eduardo Vieira dos Santos | |
dc.creator | SAVOIA, Jose Roberto Ferreira | |
dc.date.accessioned | 2012-10-19T13:17:40Z | |
dc.date.accessioned | 2018-07-04T14:59:33Z | |
dc.date.available | 2012-10-19T13:17:40Z | |
dc.date.available | 2018-07-04T14:59:33Z | |
dc.date.created | 2012-10-19T13:17:40Z | |
dc.date.issued | 2009 | |
dc.identifier | JOURNAL OF BUSINESS RESEARCH, v.62, n.9, p.916-919, 2009 | |
dc.identifier | 0148-2963 | |
dc.identifier | http://producao.usp.br/handle/BDPI/20483 | |
dc.identifier | 10.1016/j.jbusres.2008.10.012 | |
dc.identifier | http://dx.doi.org/10.1016/j.jbusres.2008.10.012 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1617266 | |
dc.description.abstract | 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 variables in this study include: rating, choice of index, maturity, country risk, basic interest rate, long-term and short-term rate spread, the stock market index, and the foreign exchange rate. Results indicate that the index variable, probability of default and bond`s maturity influence pricing and points out associations of long-term bonds with better rating issues. (C) 2008 Elsevier Inc. All rights reserved. | |
dc.language | eng | |
dc.publisher | ELSEVIER SCIENCE INC | |
dc.relation | Journal of Business Research | |
dc.rights | Copyright ELSEVIER SCIENCE INC | |
dc.rights | restrictedAccess | |
dc.subject | Capital markets | |
dc.subject | Corporate bond pricing | |
dc.subject | Multivariate analysis | |
dc.subject | Multiple regression | |
dc.subject | Logistic regression | |
dc.subject | Correspondence analysis | |
dc.title | Pricing corporate bonds in Brazil: 2000 to 2004 | |
dc.type | Artículos de revistas | |