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You searched for subject:(Sovereign bonds). Showing records 1 – 14 of 14 total matches.

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Universidade do Minho

1. Vilaça, Vera Cátia Cardoso. Notação de risco e spreads da dívida soberana : o caso português .

Degree: 2014, Universidade do Minho

 A crise de dívida soberana na zona Euro foi acompanhada por um aumento dos spreads das obrigações soberanas. Os sucessivos downgrades que foram atribuídos pelas… (more)

Subjects/Keywords: Ratings de crédito; Spreads; Obrigações soberanas; VAR; Credit ratings; Sovereign bonds

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APA (6th Edition):

Vilaça, V. C. C. (2014). Notação de risco e spreads da dívida soberana : o caso português . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/33886

Chicago Manual of Style (16th Edition):

Vilaça, Vera Cátia Cardoso. “Notação de risco e spreads da dívida soberana : o caso português .” 2014. Masters Thesis, Universidade do Minho. Accessed October 25, 2020. http://hdl.handle.net/1822/33886.

MLA Handbook (7th Edition):

Vilaça, Vera Cátia Cardoso. “Notação de risco e spreads da dívida soberana : o caso português .” 2014. Web. 25 Oct 2020.

Vancouver:

Vilaça VCC. Notação de risco e spreads da dívida soberana : o caso português . [Internet] [Masters thesis]. Universidade do Minho; 2014. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/1822/33886.

Council of Science Editors:

Vilaça VCC. Notação de risco e spreads da dívida soberana : o caso português . [Masters Thesis]. Universidade do Minho; 2014. Available from: http://hdl.handle.net/1822/33886


Technical University of Lisbon

2. Beirão, José Diogo Gaivão de Melo. Sovereign spreads, monetary and fiscal policy events : evidence for EU.

Degree: 2014, Technical University of Lisbon

Mestrado em Economia Monetária e Financeira

Este estudo oferece uma análise empírica sobre o impacto da comunicação de política económica conduzida pelo BCE e a… (more)

Subjects/Keywords: Eventos; Bonds; Mercados Financeiros; Spreads Soberanos; Sovereign Spreads; Events; Financial Markets

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APA (6th Edition):

Beirão, J. D. G. d. M. (2014). Sovereign spreads, monetary and fiscal policy events : evidence for EU. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Beirão, José Diogo Gaivão de Melo. “Sovereign spreads, monetary and fiscal policy events : evidence for EU.” 2014. Thesis, Technical University of Lisbon. Accessed October 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Beirão, José Diogo Gaivão de Melo. “Sovereign spreads, monetary and fiscal policy events : evidence for EU.” 2014. Web. 25 Oct 2020.

Vancouver:

Beirão JDGdM. Sovereign spreads, monetary and fiscal policy events : evidence for EU. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2020 Oct 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7846.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Beirão JDGdM. Sovereign spreads, monetary and fiscal policy events : evidence for EU. [Thesis]. Technical University of Lisbon; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7846

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Harvard University

3. Du, Wenxin. Essays in International Finance.

Degree: PhD, Economics, 2013, Harvard University

This dissertation consists of three essays in international finance. The first two essays study emerging market sovereign risk with a focus on local currency denominated… (more)

Subjects/Keywords: Economics; Finance; Currency Swaps; Emerging Markets; Local Currency Bonds; Sovereign Risk

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APA (6th Edition):

Du, W. (2013). Essays in International Finance. (Doctoral Dissertation). Harvard University. Retrieved from http://nrs.harvard.edu/urn-3:HUL.InstRepos:12362594

Chicago Manual of Style (16th Edition):

Du, Wenxin. “Essays in International Finance.” 2013. Doctoral Dissertation, Harvard University. Accessed October 25, 2020. http://nrs.harvard.edu/urn-3:HUL.InstRepos:12362594.

MLA Handbook (7th Edition):

Du, Wenxin. “Essays in International Finance.” 2013. Web. 25 Oct 2020.

Vancouver:

Du W. Essays in International Finance. [Internet] [Doctoral dissertation]. Harvard University; 2013. [cited 2020 Oct 25]. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:12362594.

Council of Science Editors:

Du W. Essays in International Finance. [Doctoral Dissertation]. Harvard University; 2013. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:12362594

4. Sigaux, Jean-David. Essays on Sovereign Bond Markets : Essais sur les Marchés des Obligations Souveraines.

Degree: Docteur es, Sciences de gestion, 2017, Université Paris-Saclay (ComUE)

Dans le premier chapitre, j'examine si les vendeurs à découvert sont mieux informés à propos des enchères d'obligation souveraines que le marché. Je trouve, en… (more)

Subjects/Keywords: Obligation souveraine; Marché repo; Vente à découvert; Enchère du Trésor; Sovereign bonds; Repo market; Short-Selling; Treasury auctions

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APA (6th Edition):

Sigaux, J. (2017). Essays on Sovereign Bond Markets : Essais sur les Marchés des Obligations Souveraines. (Doctoral Dissertation). Université Paris-Saclay (ComUE). Retrieved from http://www.theses.fr/2017SACLH005

Chicago Manual of Style (16th Edition):

Sigaux, Jean-David. “Essays on Sovereign Bond Markets : Essais sur les Marchés des Obligations Souveraines.” 2017. Doctoral Dissertation, Université Paris-Saclay (ComUE). Accessed October 25, 2020. http://www.theses.fr/2017SACLH005.

MLA Handbook (7th Edition):

Sigaux, Jean-David. “Essays on Sovereign Bond Markets : Essais sur les Marchés des Obligations Souveraines.” 2017. Web. 25 Oct 2020.

Vancouver:

Sigaux J. Essays on Sovereign Bond Markets : Essais sur les Marchés des Obligations Souveraines. [Internet] [Doctoral dissertation]. Université Paris-Saclay (ComUE); 2017. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2017SACLH005.

Council of Science Editors:

Sigaux J. Essays on Sovereign Bond Markets : Essais sur les Marchés des Obligations Souveraines. [Doctoral Dissertation]. Université Paris-Saclay (ComUE); 2017. Available from: http://www.theses.fr/2017SACLH005


Pontifical Catholic University of Rio de Janeiro

5. ANA TEREZA VASCONCELLOS E PESSOA. [en] THE RELATIONSHIP BETWEEN ESTIMATED COMMON FACTORS FROM YIELD CURVES OF DIFFERENT MARKETS.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] O estudo da influência de fatores comuns na determinação dos preços de equilíbrio dos mais diversos ativos financeiros, em especial dos títulos de renda… (more)

Subjects/Keywords: [pt] ESTRUTURA A TERMO; [en] TERM STRUCTURE; [pt] ANALISE DE FATORES; [en] COMMON FACTORS; [pt] TITULOS GOVERNAMENTAIS; [en] SOVEREIGN BONDS; [pt] TITULOS DE EMPRESAS; [en] CORPORATE BONDS

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APA (6th Edition):

PESSOA, A. T. V. E. (2018). [en] THE RELATIONSHIP BETWEEN ESTIMATED COMMON FACTORS FROM YIELD CURVES OF DIFFERENT MARKETS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

PESSOA, ANA TEREZA VASCONCELLOS E. “[en] THE RELATIONSHIP BETWEEN ESTIMATED COMMON FACTORS FROM YIELD CURVES OF DIFFERENT MARKETS.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 25, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

PESSOA, ANA TEREZA VASCONCELLOS E. “[en] THE RELATIONSHIP BETWEEN ESTIMATED COMMON FACTORS FROM YIELD CURVES OF DIFFERENT MARKETS.” 2018. Web. 25 Oct 2020.

Vancouver:

PESSOA ATVE. [en] THE RELATIONSHIP BETWEEN ESTIMATED COMMON FACTORS FROM YIELD CURVES OF DIFFERENT MARKETS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2020 Oct 25]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

PESSOA ATVE. [en] THE RELATIONSHIP BETWEEN ESTIMATED COMMON FACTORS FROM YIELD CURVES OF DIFFERENT MARKETS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=32989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Lequesne-Roth, Caroline. L'évolution du régime contractuel de défaut des Etats débiteurs européens : The evolution of the european states' default contractual regime.

Degree: Docteur es, Droit public, 2015, Toulon; Université libre de Bruxelles (1970-....)

La mise en finance de la dette d'Etat, et les crises auxquelles elle donne lieu, font de l'instauration d'un cadre juridique régissant la restructuration et… (more)

Subjects/Keywords: Etat débiteur; Marchés financiers; Crise de la dette; Standards contractuels; Fonds vautours; Dette souveraine; Sovereign debt; Sovereign default; Government bonds; Boilerplates; Vulture funds; Pari passu clause; Collective action clauses (CACs); Sovereign bankruptcy regime; Greek debt restructuring; 340; 332.6

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APA (6th Edition):

Lequesne-Roth, C. (2015). L'évolution du régime contractuel de défaut des Etats débiteurs européens : The evolution of the european states' default contractual regime. (Doctoral Dissertation). Toulon; Université libre de Bruxelles (1970-....). Retrieved from http://www.theses.fr/2015TOUL0095

Chicago Manual of Style (16th Edition):

Lequesne-Roth, Caroline. “L'évolution du régime contractuel de défaut des Etats débiteurs européens : The evolution of the european states' default contractual regime.” 2015. Doctoral Dissertation, Toulon; Université libre de Bruxelles (1970-....). Accessed October 25, 2020. http://www.theses.fr/2015TOUL0095.

MLA Handbook (7th Edition):

Lequesne-Roth, Caroline. “L'évolution du régime contractuel de défaut des Etats débiteurs européens : The evolution of the european states' default contractual regime.” 2015. Web. 25 Oct 2020.

Vancouver:

Lequesne-Roth C. L'évolution du régime contractuel de défaut des Etats débiteurs européens : The evolution of the european states' default contractual regime. [Internet] [Doctoral dissertation]. Toulon; Université libre de Bruxelles (1970-....); 2015. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2015TOUL0095.

Council of Science Editors:

Lequesne-Roth C. L'évolution du régime contractuel de défaut des Etats débiteurs européens : The evolution of the european states' default contractual regime. [Doctoral Dissertation]. Toulon; Université libre de Bruxelles (1970-....); 2015. Available from: http://www.theses.fr/2015TOUL0095

7. Berg, Florian. Extra-Financial Risk Factors and the Cost of Debt : Coût de la dette et facteurs de risque extra-financiers.

Degree: Docteur es, Sciences économiques, 2016, Paris Sciences et Lettres (ComUE)

Cette thèse a pour ambition d’analyser si la performance environnementale, sociale et de gouvernance (ESG) est intégrée par les marchés de la dette d'entreprise et… (more)

Subjects/Keywords: Responsabilité Sociale de l’Entreprise; Irresponsabilité d'Entreprise; Marché de Dette; Obligations Souveraines; Obligations d'Entreprise; Obligations Internationales; Risque de Défault; Défault Souverains; Dette en Devise Locale; Dette en Devise Etrangère; Corporate Social Responsibility; Corporate Social Irresponsibility; Bond Market; Sovereign Bonds; Corporate Bonds; International Bonds; Default Risk; Sovereign Default; Local Currency Debt; Foreign Currency Debt; 332

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APA (6th Edition):

Berg, F. (2016). Extra-Financial Risk Factors and the Cost of Debt : Coût de la dette et facteurs de risque extra-financiers. (Doctoral Dissertation). Paris Sciences et Lettres (ComUE). Retrieved from http://www.theses.fr/2016PSLED030

Chicago Manual of Style (16th Edition):

Berg, Florian. “Extra-Financial Risk Factors and the Cost of Debt : Coût de la dette et facteurs de risque extra-financiers.” 2016. Doctoral Dissertation, Paris Sciences et Lettres (ComUE). Accessed October 25, 2020. http://www.theses.fr/2016PSLED030.

MLA Handbook (7th Edition):

Berg, Florian. “Extra-Financial Risk Factors and the Cost of Debt : Coût de la dette et facteurs de risque extra-financiers.” 2016. Web. 25 Oct 2020.

Vancouver:

Berg F. Extra-Financial Risk Factors and the Cost of Debt : Coût de la dette et facteurs de risque extra-financiers. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres (ComUE); 2016. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2016PSLED030.

Council of Science Editors:

Berg F. Extra-Financial Risk Factors and the Cost of Debt : Coût de la dette et facteurs de risque extra-financiers. [Doctoral Dissertation]. Paris Sciences et Lettres (ComUE); 2016. Available from: http://www.theses.fr/2016PSLED030

8. Branco, Ricardo Alfredo Teixeira da Costa. The relationship between sovereign risk and bank risk.

Degree: 2016, RCAAP

O principal objetivo desta dissertação passa por estudar empiricamente a relação entre o risco bancário e o risco soberano. Paralelamente, e controlando por variáveis micro… (more)

Subjects/Keywords: Risco Bancário; Risco Soberano; Spread de crédito; Obrigações; Covered Bonds; Securitization; Credit Default Swaps; Banking Risk; Sovereign Risk; Credit spread; Bonds; Covered Bonds; Securitization; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA (6th Edition):

Branco, R. A. T. d. C. (2016). The relationship between sovereign risk and bank risk. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Branco, Ricardo Alfredo Teixeira da Costa. “The relationship between sovereign risk and bank risk.” 2016. Thesis, RCAAP. Accessed October 25, 2020. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Branco, Ricardo Alfredo Teixeira da Costa. “The relationship between sovereign risk and bank risk.” 2016. Web. 25 Oct 2020.

Vancouver:

Branco RATdC. The relationship between sovereign risk and bank risk. [Internet] [Thesis]. RCAAP; 2016. [cited 2020 Oct 25]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Branco RATdC. The relationship between sovereign risk and bank risk. [Thesis]. RCAAP; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Drut, Bastien. Investissement socialement responsable et sélection de portefeuille : Socially Responsible Investment and Portfolio Selection.

Degree: Docteur es, Sciences économiques et de gestion, 2011, Université Paris X – Nanterre

Cette thèse s’attèle à déterminer les conséquences théoriques et empiriques de la considération d’indicateurs socialement responsables dans la sélection de portefeuille traditionnelle. Le premier chapitre… (more)

Subjects/Keywords: Sélection de portefeuille; Investissement socialement responsable; Obligations d'Etat; Test d'efficience moyenne-variance; Diversification; Aversion au risque; Portfolio Selection; Socially Responsible Investment; Sovereign Bonds; Mean-variance Efficiency Test; Diversification; Risk aversion

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APA (6th Edition):

Drut, B. (2011). Investissement socialement responsable et sélection de portefeuille : Socially Responsible Investment and Portfolio Selection. (Doctoral Dissertation). Université Paris X – Nanterre. Retrieved from http://www.theses.fr/2011PA100131

Chicago Manual of Style (16th Edition):

Drut, Bastien. “Investissement socialement responsable et sélection de portefeuille : Socially Responsible Investment and Portfolio Selection.” 2011. Doctoral Dissertation, Université Paris X – Nanterre. Accessed October 25, 2020. http://www.theses.fr/2011PA100131.

MLA Handbook (7th Edition):

Drut, Bastien. “Investissement socialement responsable et sélection de portefeuille : Socially Responsible Investment and Portfolio Selection.” 2011. Web. 25 Oct 2020.

Vancouver:

Drut B. Investissement socialement responsable et sélection de portefeuille : Socially Responsible Investment and Portfolio Selection. [Internet] [Doctoral dissertation]. Université Paris X – Nanterre; 2011. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2011PA100131.

Council of Science Editors:

Drut B. Investissement socialement responsable et sélection de portefeuille : Socially Responsible Investment and Portfolio Selection. [Doctoral Dissertation]. Université Paris X – Nanterre; 2011. Available from: http://www.theses.fr/2011PA100131


Pontifical Catholic University of Rio de Janeiro

10. JEFFERSON GOMES DE BRITO. [en] THE SOVEREIGN ISSUANCE S IMPACT ON THE LIQUIDITY OF BRAZILIAN CORPORATE BONDS ISSUED IN THE INTERNATIONAL MARKET.

Degree: 2015, Pontifical Catholic University of Rio de Janeiro

[pt] Muitos pesquisadores acreditam haver relação entre os mercados de dívida externa soberana e corporativa. Esta idéia é corroborada pela observação em países desenvolvidos, cujos… (more)

Subjects/Keywords: [pt] DIVIDA EXTERNA; [en] EXTERNAL DEBT; [pt] RENDA FIXA; [en] FIXED INCOME; [pt] TITULOS SOBERANOS E CORPORATIVOS; [en] SOVEREIGN AND CORPORATE BONDS; [pt] PREMIO DE LIQUIDEZ; [en] LIQUIDITY PREMIUM

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APA (6th Edition):

BRITO, J. G. D. (2015). [en] THE SOVEREIGN ISSUANCE S IMPACT ON THE LIQUIDITY OF BRAZILIAN CORPORATE BONDS ISSUED IN THE INTERNATIONAL MARKET. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25424

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

BRITO, JEFFERSON GOMES DE. “[en] THE SOVEREIGN ISSUANCE S IMPACT ON THE LIQUIDITY OF BRAZILIAN CORPORATE BONDS ISSUED IN THE INTERNATIONAL MARKET.” 2015. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed October 25, 2020. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25424.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

BRITO, JEFFERSON GOMES DE. “[en] THE SOVEREIGN ISSUANCE S IMPACT ON THE LIQUIDITY OF BRAZILIAN CORPORATE BONDS ISSUED IN THE INTERNATIONAL MARKET.” 2015. Web. 25 Oct 2020.

Vancouver:

BRITO JGD. [en] THE SOVEREIGN ISSUANCE S IMPACT ON THE LIQUIDITY OF BRAZILIAN CORPORATE BONDS ISSUED IN THE INTERNATIONAL MARKET. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. [cited 2020 Oct 25]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25424.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

BRITO JGD. [en] THE SOVEREIGN ISSUANCE S IMPACT ON THE LIQUIDITY OF BRAZILIAN CORPORATE BONDS ISSUED IN THE INTERNATIONAL MARKET. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2015. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=25424

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Thoumin, Marc-Henri. Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion.

Degree: Docteur es, Economie et finance, 2017, Paris Sciences et Lettres (ComUE)

 Les périodes marquées par une aversion au risque intense sont souvent l’origine de distorsions notables dans les prix de marché, et de pertes substantielles pour… (more)

Subjects/Keywords: Crise souveraine; Probabilité de défaut; Contagion; Risque souverain; Aversion au risque / appétit pour le risque; CDS. obligations souveraines; Sovereign crisis; Default probability; Financial contagion; Credit risk; Risk aversion / risk appetite; CDS spreads. sovereign bonds; 330.94

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APA (6th Edition):

Thoumin, M. (2017). Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion. (Doctoral Dissertation). Paris Sciences et Lettres (ComUE). Retrieved from http://www.theses.fr/2017PSLEM039

Chicago Manual of Style (16th Edition):

Thoumin, Marc-Henri. “Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion.” 2017. Doctoral Dissertation, Paris Sciences et Lettres (ComUE). Accessed October 25, 2020. http://www.theses.fr/2017PSLEM039.

MLA Handbook (7th Edition):

Thoumin, Marc-Henri. “Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion.” 2017. Web. 25 Oct 2020.

Vancouver:

Thoumin M. Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres (ComUE); 2017. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2017PSLEM039.

Council of Science Editors:

Thoumin M. Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion. [Doctoral Dissertation]. Paris Sciences et Lettres (ComUE); 2017. Available from: http://www.theses.fr/2017PSLEM039

12. Duyvesteyn, Johan. Empirical Studies on Sovereign Fixed Income Markets.

Degree: 2015, Erasmus Research Institute of Management

 markdownabstractAbstract This dissertation presents evidence of five studies showing that sovereign fixed income markets are not always price efficient. The emerging local currency debt market… (more)

Subjects/Keywords: Market timing; Emerging debt; Government bonds; Political risk; Sovereign credit risk; Structural model; Seasonality; Inflation; Inflation linked bonds; Volatility risk premium; Term structure; Swaption; Interest rate derivatives

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APA (6th Edition):

Duyvesteyn, J. (2015). Empirical Studies on Sovereign Fixed Income Markets. (Doctoral Dissertation). Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/79033

Chicago Manual of Style (16th Edition):

Duyvesteyn, Johan. “Empirical Studies on Sovereign Fixed Income Markets.” 2015. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed October 25, 2020. http://hdl.handle.net/1765/79033.

MLA Handbook (7th Edition):

Duyvesteyn, Johan. “Empirical Studies on Sovereign Fixed Income Markets.” 2015. Web. 25 Oct 2020.

Vancouver:

Duyvesteyn J. Empirical Studies on Sovereign Fixed Income Markets. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2015. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/1765/79033.

Council of Science Editors:

Duyvesteyn J. Empirical Studies on Sovereign Fixed Income Markets. [Doctoral Dissertation]. Erasmus Research Institute of Management; 2015. Available from: http://hdl.handle.net/1765/79033


Penn State University

13. Otero, Karina Vanesa. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.

Degree: 2016, Penn State University

 Chapter 1 proposes a new approach to estimate general stationary diffusion processes that describe the evolution of unobserved arrival rates of credit events on sovereign(more)

Subjects/Keywords: Intensity of default; Sovereign bonds; Efficient Method of Moments (EMM); Semi-nonparametric (SNP) econometrics; Hermite; Latent variables; Estimation of stochastic differential equations; Estimation of diffusions; Asset pricing; Numerical methods for partial differential equations; Credit risk; Cox process; Credit derivatives; Credit Default Swaps (CDS); Nonparametric identification; dynamic multinomial choice games; Dynamic Markov game; Markov decision processes; Multiple choice models; Econometric Identification; Incomplete information; Dynamic discrete choice; Discrete decision process; Decision model.; Dynamic multinomial choice games; Decision model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Otero, K. V. (2016). On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/b8515n370

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Thesis, Penn State University. Accessed October 25, 2020. https://submit-etda.libraries.psu.edu/catalog/b8515n370.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Web. 25 Oct 2020.

Vancouver:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Internet] [Thesis]. Penn State University; 2016. [cited 2020 Oct 25]. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Thesis]. Penn State University; 2016. Available from: https://submit-etda.libraries.psu.edu/catalog/b8515n370

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Dubecq, Simon. Stress-Test Exercises and the Pricing of Very Long-Term Bonds : Tests de Résistance et Valorisation des Obligations de Très Long-Terme.

Degree: Docteur es, Mathématiques appliquées aux sciences sociales, 2013, Paris 9

La première partie de cette thèse introduit une nouvelle méthodologie pour la réalisation d’exercices de stress-tests. Notre approche permet de considérer des scénarios de stress… (more)

Subjects/Keywords: Choc; Copule; Risque Extrême; Tests de Résistance; Modèle à Facteur; Risque Systémique; Gestion de Portefeuille; Obligations Souveraines; Taux d’intérêt; Structure par Terme; Modèle Affine; Facteur Niveau; Facteur Pente; Distribution Stable; Taux de Long-Terme Stochastique; Absence d'arbitrage; Shock; Copula; Extreme Risk; Stress-Tests; Factor Model; Systemic Risk; Portfolio Management; Sovereign Bonds; Interest Rate; Term Structure; Affine Model; No Arbitrage; Level Factor; Slope Factor; Stable Distribution; Stochastic Long-Term Rate

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Dubecq, S. (2013). Stress-Test Exercises and the Pricing of Very Long-Term Bonds : Tests de Résistance et Valorisation des Obligations de Très Long-Terme. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2013PA090001

Chicago Manual of Style (16th Edition):

Dubecq, Simon. “Stress-Test Exercises and the Pricing of Very Long-Term Bonds : Tests de Résistance et Valorisation des Obligations de Très Long-Terme.” 2013. Doctoral Dissertation, Paris 9. Accessed October 25, 2020. http://www.theses.fr/2013PA090001.

MLA Handbook (7th Edition):

Dubecq, Simon. “Stress-Test Exercises and the Pricing of Very Long-Term Bonds : Tests de Résistance et Valorisation des Obligations de Très Long-Terme.” 2013. Web. 25 Oct 2020.

Vancouver:

Dubecq S. Stress-Test Exercises and the Pricing of Very Long-Term Bonds : Tests de Résistance et Valorisation des Obligations de Très Long-Terme. [Internet] [Doctoral dissertation]. Paris 9; 2013. [cited 2020 Oct 25]. Available from: http://www.theses.fr/2013PA090001.

Council of Science Editors:

Dubecq S. Stress-Test Exercises and the Pricing of Very Long-Term Bonds : Tests de Résistance et Valorisation des Obligations de Très Long-Terme. [Doctoral Dissertation]. Paris 9; 2013. Available from: http://www.theses.fr/2013PA090001

.