Yield spread and term to maturity: Default vs. liquidity

A Diaz, E Navarro - European Financial Management, 2002 - Wiley Online Library
The aim of this paper is the analysis of the yield spreads between Treasury and non–
Treasury Spanish fixed income assets and its relationship with the term to maturity. We find a …

Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds

CT Grammenos, AH Alizadeh… - … Research Part E …, 2007 - Elsevier
This paper investigates factors that can explain the dynamics of yield premia on seasoned
high yield bonds of shipping companies. Our analysis utilises 40 seasoned high yield bonds …

Pricing corporate bonds in Brazil: 2000 to 2004

EV Dos Santos Paiva, JRF Savoia - Journal of Business Research, 2009 - Elsevier
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 …

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 …

Ship Finance: US High Yield Bond Market

CT Grammenos… - The Blackwell Companion …, 2012 - Wiley Online Library
The high-yield debt market has been providing finance to non-investment-grade companies
since the late 1970s, especially during the early part of the 1980s and the larger part of the …

Liquidity premiums between treasury asset markets

A Díaz, E Navarro Arribas - Available at SSRN 393466, 2003 - papers.ssrn.com
The paper examines the factors which explain the liquidity premium in the Spanish
government securitites market. First, we study the degree of liquidity and the relationship to …

A critical review of the ship investment literature

PC Andreou, I Karasamani - The Routledge Handbook of Maritime …, 2019 - taylorfrancis.com
This chapter identifies studies of the main pillars of ship investment research and integrate
theoretical thinking. In conducting a critical review, it is important to identify, assess, and …

Fatores determinantes do preço de emissão primária de debêntures no Brasil: uma análise exploratória

EVS Paiva - 2006 - teses.usp.br
O objetivo geral do trabalho foi analisar a formação dos preços de emissão de debêntures a
partir de fatores determinantes do preço, medido pelo spread em relação a títulos públicos …

[CITATION][C] PREÇO DE EMISSÃO PRIMÁRIA DE DEBÊNTURES NO BRASIL: 2000-2004

EV dos Santos Paiva, JRF Savoia