Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Guercio, M. Belén"'
Publikováno v:
Visión de Futuro, Vol 18, Iss 2 (2014)
Se analizan los costos de emisión que enfrentan las Pequeñas y Medianas Empresas (PyMEs) al acceder al financiamiento en el mercado de capitales argentino a través de obligaciones negociables (ONs). Para ello se realiza una simulación de los cost
Externí odkaz:
https://doaj.org/article/f10d9be17fde43cc96c0f38d5f7a65fa
Publikováno v:
Visión de Futuro, Vol 18, Iss 2 (2014)
The issue costs faced by Small and Medium Enterprises (SMEs) to access funding in the Argentine capital market through negotiable obligations (ONs) has been analyzed. To do this, we make a simulation of transaction costs and signaling for different a
Externí odkaz:
https://doaj.org/article/fcd40bae0c384aa99a186e6f59fabe44
Publikováno v:
Empirica, pp. 1-15, 2016
This paper investigates the presence of long memory in corporate bond and stock indices of six European Union countries from July 1998 to February 2015. We compute the Hurst exponent by means of the DFA method and using a sliding window in order to m
Externí odkaz:
http://arxiv.org/abs/1605.06700
This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity-Entropy Causality Plane. Th
Externí odkaz:
http://arxiv.org/abs/1603.02874
Autor:
Bariviera, Aurelio F., Zunino, Luciano, Guercio, M. Belen, Martinez, Lisana B., Rosso, Osvaldo A.
Publikováno v:
Journal of Statistical Mechanics: Theory and Experiment, Vol 2013, Number 08, P08007, 2013
The role of credit rating agencies has been under severe scrutiny after the subprime crisis. In this paper we explore the relationship between credit ratings and informational efficiency of a sample of thirty nine corporate bonds of US oil and energy
Externí odkaz:
http://arxiv.org/abs/1509.01839
This paper analyzes Libor interest rates for seven different maturities and referred to operations in British Pounds, Euro, Swiss Francs and Japanese Yen, during the period years 2001 to 2015. The analysis is performed by means of two quantifiers der
Externí odkaz:
http://arxiv.org/abs/1509.00217
Publikováno v:
The European Physical Journal B (2015) 88(8):208
This paper analyzes several interest rates time series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering statistical tool in the financial literature: the complexity-entropy causality plane. This r
Externí odkaz:
http://arxiv.org/abs/1508.04748
Recent news cast doubts on London Interbank Offered Rate (LIBOR) integrity. Given its economic importance and the delay with which authorities realize about this situation, we aim to find an objective method in order to detect departures in the LIBOR
Externí odkaz:
http://arxiv.org/abs/1501.04123
Publikováno v:
Academia Revista Latinoamericana de Administración, 2020, Vol. 33, Issue 2, pp. 261-276.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/ARLA-12-2018-0287
Publikováno v:
Innovar: Revista de ciencias administrativas y sociales, 2019 Oct 01. 29(74), 85-100.
Externí odkaz:
https://www.jstor.org/stable/26778595