Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Rahmi Erdem Aktug"'
Publikováno v:
The Journal of Risk Finance, 2015, Vol. 16, Issue 4, pp. 378-394.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-11-2014-0159
Publikováno v:
The Journal of Risk Finance. 16:378-394
Purpose – This paper aims to determine the equity and debt market reactions of firms to the news of their hiring a credit rating agency (CRA) analyst. Due to recent controversies related to CRAs, the US Securities and Exchange Commission (SEC) requ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79e435f6348ba58ffe8a613047c0ac20
https://doi.org/10.1108/jrf-11-2014-0159
https://doi.org/10.1108/jrf-11-2014-0159
Autor:
Rahmi Erdem Aktug
Publikováno v:
Emerging Markets Finance and Trade. 50:294-308
In this paper, I examine the contingent claims approach (CCA) to measuring sovereign risk. Specifically, I extend previous work in this area and apply the CCA framework to three emerging markets—Brazil, Mexico, and Turkey—over the period 2001-10.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::31e4f5ff094ab9bfd3377f4ed3dfeffa
https://doi.org/10.2753/ree1540-496x5001s118
https://doi.org/10.2753/ree1540-496x5001s118
Publikováno v:
Applied Economics Letters. 19:251-259
This article evaluates the dynamic relationship between sovereign Credit Default Swap (CDS) and bond markets over the period 2001 to 2007 across 30 emerging markets. Our results suggest that the bond markets play a significant role in the price disco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::568556e523866d8b2736684fb8437e5c
https://doi.org/10.1080/13504851.2011.572839
https://doi.org/10.1080/13504851.2011.572839
Autor:
Rahmi Erdem Aktug
Publikováno v:
SSRN Electronic Journal.
Focusing on five major emerging markets (EM), I investigate the interactions between credit default swap (CDS) premiums, foreign exchange (FX) parities, local currency government bond (LCB) spreads, and national stock market indices over the period 4
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd48b283357cb26a6523a189c130dec5
https://doi.org/10.2139/ssrn.1783127
https://doi.org/10.2139/ssrn.1783127
Autor:
Rahmi Erdem Aktug, Tolga Han Seyhan
Publikováno v:
SSRN Electronic Journal.
In this study, I examine the Contingent Claims Approach (CCA) to measure sovereign risk. Specifically, I extend the study by Gray et al. (2007), and apply the CCA framework to three emerging markets, Brazil, Mexico, and Turkey over the period 2001 to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1298688714864cf36a3d9f6bad27bcaa
https://doi.org/10.2139/ssrn.1788683
https://doi.org/10.2139/ssrn.1788683
Autor:
Rahmi Erdem Aktuğ
Publikováno v:
Borsa Istanbul Review, Vol 15, Iss 1, Pp 17-36 (2015)
Focusing on five major emerging markets, I investigate the interactions between credit default swap premiums, foreign exchange rates, local currency government bond spreads, and national stock market returns over the period 4/2/2007 to 8/27/2009. Emp
Externí odkaz:
https://doaj.org/article/511de86c1e36410eb53cc93a8b7daf57
Autor:
Rahmi Erdem Aktug
Publikováno v:
Borsa Istanbul Review, Vol 15, Iss 1, Pp 17-36 (2015)
Focusing on five major emerging markets, I investigate the interactions between credit default swap premiums, foreign exchange rates, local currency government bond spreads, and national stock market returns over the period 4/2/2007 to 8/27/2009. Emp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6bce5e1e640a482231990d30a7480731