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Bart Stellinga
Pág. Finance an - 41
The 2008 crisis made clear that credit rating agencies (CRAs) can contribute to systemic financial risk. Surprisingly, post-crisis reforms have hardly addressed the underlying problems, including rating agencies? methodologies, their ratings? homogeneity...
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Guglielmo D?Amico, Philippe Regnault, Stefania Scocchera and Loriano Storchi
In this paper, we apply information theory measures and Markov processes in order to analyse the inequality in the distribution of the financial risk in a pool of countries. The considered financial variables are sovereign credit ratings and interest rat...
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Faiza Sajjad and Muhammad Zakaria
This paper empirically examines the significance of credit ratings for optimal capital structure decisions. Non-financial Asian listed companies, evaluated by Standard and Poor?s, are selected from 2000 to 2016. Panel data analysis with pooled ordinary l...
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Antonio Marcos Duarte Junior,Hugo Ghiaroni Albuquerque e Silva
Pág. 221 - 249
We consider the problem of equity valuation. The use of fuzzy multicriteria decision analysis is proposed to solve the problem. The resulting methodology allows the use of the multiples most often calculated by equity analysts from audited balance sheets...
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Vusani Moyo
Corporate finance literature has developed a number of models for use in estimating the cost equity in for cross-border investments. Most of the models, if not all, are specifically developed for use by US firms investing in emerging markets. The widely ...
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