Exposição a fatores de mercado de fundos de investimentos no Brasil

CONM Maestri, RF Malaquias - Revista Contabilidade & Finanças, 2016 - SciELO Brasil
RESUMO O crescimento da indústria de fundos de investimento no Brasil e sua
representatividade internacional indicam a relevância de analisar esse segmento. A …

What explains corporate sukuk primary market spreads?

Y Ayturk, M Asutay, E Aksak - Research in International Business and …, 2017 - Elsevier
This study investigates the determining factors of international corporate sukuk pricing in the
primary market for the period of 2004–2015. We present novel evidence for a unique data …

Corporate governance and debt securities issued in Brazil and India: A multi-case study

TA Marques, KC de Sousa Ribeiro… - Research in International …, 2018 - Elsevier
The corporate debt market tends to provide a funding alternative, but requires improvements
in regulation and self-regulation. Therefore, corporate governance arises as a central …

Country and industry effects in corporate bond spreads in emerging markets

U Garay, M González, J Rosso - Journal of Business Research, 2019 - Elsevier
We use corporate bond data from firms belonging to 13 emerging markets and eight
industries from 2007 to 2013 to study whether and how country and industry effects …

Corporate bonds, exchange rates and business strategy

K Vartholomatou, K Pendaraki… - … Journal of Banking …, 2021 - inderscienceonline.com
We examine the relationship between corporate bonds and exchange rates in the USA and
Greece highlighting asymmetries and volatility among markets. A theoretical framework is …

Влияние специфических факторов на спреды доходности корпоративных облигаций

ТМ Милицкова - Корпоративные финансы, 2013 - cyberleninka.ru
Данное исследование посвящено анализу факторов, оказывающих влияние на
доходность российских корпоративных облигаций при их размещении. В статье акцент …

Regularization methods for estimating a multi-factor corporate bond pricing model: an application for Brazil

PR Guimarães, O Candido… - Annals of Financial …, 2021 - World Scientific
The present work focused on studying which factors affect Brazilian inflation-linked
corporate bond prices in a primary market setting. The explanatory variables tested were …

Formação de preço de debêntures no Brasil

EVS Paiva - 2011 - teses.usp.br
O objetivo da tese foi analisar a influência do rating, provido por agências independentes
na formação dos preços de emissão de debêntures. A base de dados contou com 354 …

Spread determinants in corporate bond pricing: The effect of market and liquidity risks

M Özdemir-Dilidüzgün, A Altıok-Yılmaz… - …, 2022 - doiserbia.nb.rs
This paper investigates the effect of market and liquidity risks on corporate bond pricing in
Turkey, an emerging market, and in Europe. Results show that corporate bond returns have …

Bonds, Bondholders Protection and Asset Allocation of Multimarket Funds

TM Guimarães, RF Malaquias - BBR. Brazilian Business Review, 2020 - SciELO Brasil
This paper aims to create a bondholders' protection index (BPI) and to investigate what the
influence of this index would be on multimarket funds' allocation in corporate bonds …