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Credit Ratings and Bond Spreads of the GIIPS
de Vries, Tim - 2014
(Greece, Ireland, Italy, Portugal and Spain) for the period 1995-2014. Since 2012, bond spreads of those countries have come …
Persistent link: https://www.econbiz.de/10013049947
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GARCH modeling of robust market returns
Cuadro-Sáez, Lucía (contributor);  … - 2007
Daily financial market returns (as log difference in closing prices) may be quite sensitive to operation with low trading volumes and big changes in prices frequently traded at market closing times. This paper proposes a more robust estimation of market returns by providing a new indicator that...
Persistent link: https://www.econbiz.de/10003481783
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Chaos in the Commodities Market (Caos en el Mercado de Commodities) (Spanish)
Espinosa, Christian - 2011
This article employs six techniques and tools such as chart analysis, chart recurrence, space temporary entropy, Hurst coefficient, Lyapunov exponent and dimension correlation on the copper, gold, oil, silver, zinc, aluminum, nickel, and lead return series to corroborate the existence of a...
Persistent link: https://www.econbiz.de/10013131332
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Gender Diversity in the Boardroom. Context and Spanish Case
Giovinco, Angela - 2015
last six years and, at the same time there is evidence that Spain moved earlier towards a balanced boardroom at legislative … on corporate governance and avoid risks that could affect company value. Once more in Spain main shareholders or founding … and professional profile of board diversity. Neither of the regulations coming from the European Commission and the Spain …
Persistent link: https://www.econbiz.de/10014037065
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Bond rating changes and stock returns : evidence from the Spanish stock market
Abad-Romero, Pilar; Robles-Fernández, M. Dolores - In: Spanish economic review : SER 9 (2007) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003469580
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Credit rating agencies and idiosyncratic risk : is there a linkage? ; evidence from the Spanish Market
Abad, Pilar; Robles-Fernández, M. Dolores - In: International review of economics & finance : IREF 33 (2014), pp. 152-171
Persistent link: https://www.econbiz.de/10010532737
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Tiebreaker : Certification and Multiple Credit Ratings
Bongaerts, Dion - 2009
This paper explores the economic role credit rating agencies play in the corporate bond market. We consider three existing theories about multiple ratings: information production, rating shopping and regulatory certification. Using differences in rating composition, default prediction and credit...
Persistent link: https://www.econbiz.de/10013156427
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Tiebreaker : Certification and Multiple Credit Ratings
Bongaerts, Dion - 2009
This paper explores the economic role credit rating agencies play in the corporate bond market. We consider three existing theories about multiple ratings: information production, rating shopping and regulatory certification. Using differences in rating composition, default prediction and credit...
Persistent link: https://www.econbiz.de/10012463319
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Rating von Finanzinstituten : Banken und Finanzdienstleister richtig beurteilen
Diab, Zafer (ed.) - 2016 - Aufl. 2015
Persistent link: https://www.econbiz.de/10011384458
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GARCH modeling of robust market returns
Cuadro-Sáez, Lucía; Moreno, Manuel - 2007
Daily financial market returns (as log difference in closing prices) may be quite sensitive to operation with low trading volumes and big changes in prices frequently traded at market closing times. This paper proposes a more robust estimation of market returns by providing a new indicator that...
Persistent link: https://www.econbiz.de/10010272310