Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Paula Antão"'
Autor:
Alves, Ana Paula Antão
Publikováno v:
Biblioteca Digital de Teses e Dissertações da Uninove
Universidade Nove de Julho (UNINOVE)
instacron:UNINOVE
Universidade Nove de Julho (UNINOVE)
instacron:UNINOVE
Submitted by Nadir Basilio (nadirsb@uninove.br) on 2018-12-27T17:33:26Z No. of bitstreams: 1 Ana Paula Antão Alves.pdf: 829910 bytes, checksum: 5bc60d6a9f832524168d0dc73d95ed81 (MD5) Made available in DSpace on 2018-12-27T17:33:27Z (GMT). No. of bit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::777ab6209eb9d930f899c786c9fde3fd
http://bibliotecatede.uninove.br/handle/tede/1938
http://bibliotecatede.uninove.br/handle/tede/1938
Autor:
Paula Antão, Ana Lacerda
Publikováno v:
Journal of Banking & Finance. 35:1380-1390
This work aims to study the hypothesis of lower capitalization of banks under the risk-based rules introduced in Basel II. In this sense, an assessment of the impact of these rules on the capital requirements for non-financial firms’ credit risk is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e51f7552eeb281862d84fcfe94840adf
https://doi.org/10.1016/j.jbankfin.2010.10.003
https://doi.org/10.1016/j.jbankfin.2010.10.003
Autor:
João Amaro de Matos, Paula Antão
Publikováno v:
The European Journal of Finance. 9:475-498
The paper analyses the impact of illiquidity of a stock paying no dividends on the pricing of European options written on that stock. In particular, it is shown how illiquidity generates price bounds on an option on this stock, even in the absence of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::84025aa68110726671c927b118b1c898
https://doi.org/10.1080/1351847032000087777
https://doi.org/10.1080/1351847032000087777
Autor:
Diana Bonfi, Paula Antão
Publikováno v:
SSRN Electronic Journal.
In this paper we explore the process of convergence to firms’ target leverage ratios. Using a unique dataset of micro, small, medium and large firms, we find that this process is very fast, most notably for smaller firms. We further explore these r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b9b79d9e494eb73c64cc050b565903d
https://doi.org/10.2139/ssrn.2512249
https://doi.org/10.2139/ssrn.2512249
Autor:
Vitor Constancio, Ana Cristina Leal, Mário Centeno, Nuno Alves, Isabel Correia, Sandra Gomes, João Sousa, Vanda Almeida, Gabriela Castro, Ricardo Mourinho Félix, Carlos Robalo Marques, Fernando Martins, Pedro Portugal, José R. Maria, Álvaro A. Novo, João Amador, Sónia Cabral, Luca David Opromolla, Cláudia Braz, Maria Manuel Campos, Jorge Correia da Cunha, Sara Moreira, Manuel Coutinho Pereira, Paula Antão, Miguel Boucinha, Luísa Farinha, Ana Lacerda, Nuno Ribeiro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d5730b315bdb43f17e5181a113d5df2a
Autor:
Francesco Drudi, Annalisa Ferrando, Petra Köhler-Ulbrich, David Marqués Ibañez, Philippine Cour-Thimann, Vanessa Baugnet, Elmar Stoess, Thomas Vlassopoulos, Carmen Martínez-Carrascal, Katia Tombois, Peter Mc.Goldrick, Carmelo Salleo, Romain Perrard, Maarten Hendrikx, Walter Waschiczek, Paula Antão, Anssi Rantala
Publikováno v:
SSRN Electronic Journal.
This report analyses the financial position of non-financial enterprises in the euro area, in particular the amount of external financing, the choice between debt and equity and the composition and maturity structure of debt. It aims at identifying t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4cf2c0d918d26fba2d5ef14e790644d
https://doi.org/10.2139/ssrn.1349717
https://doi.org/10.2139/ssrn.1349717
Autor:
Joao Amaro de Matos, Paula Antão
Publikováno v:
Universidade Nova de Lisboa
We derive super-replicating bounds on European option prices when the underlying asset is illiquid. Illiquidity is taken as the impossibility of transacting the underlying asset at some points in time, generating market incompleteness. We conclude th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3850502fb8a2f2d0dc2f85272d0125e4
https://hdl.handle.net/10362/14640
https://hdl.handle.net/10362/14640
Autor:
João Amaro de Matos, Paula Antão
Publikováno v:
SSRN Electronic Journal.
This paper analyzes the impact of illiquidity of a stock on the pricing of derivatives. In particular, it is shown how illiquidity generates a bid-ask spread in an option on this stock, even in the absence of other imperfections, such as transaction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a7988d925ba046d0137c1646cee0f0fd
https://doi.org/10.2139/ssrn.879754
https://doi.org/10.2139/ssrn.879754
Publikováno v:
Universidade Nova de Lisboa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5801ce4a07228482196bac4b0d2bfd69
https://novaresearch.unl.pt/en/publications/52359ffa-7b20-45ea-9cb6-89ff4792a1e1
https://novaresearch.unl.pt/en/publications/52359ffa-7b20-45ea-9cb6-89ff4792a1e1