Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Reyes Samaniego-Medina"'
Publikováno v:
Journal of Business Economics and Management, Vol 15, Iss 2 (2014)
This paper uses a sample of 2,186 credit default swap spreads quoted in the European market during the period 2002–2009 to empirically analyze which model – accounting- or market-based – better explains corporate credit risk. We find little dif
Externí odkaz:
https://doaj.org/article/f7e8956500ba4570b23b594d12114752
Publikováno v:
Journal of International Financial Management & Accounting. 30:188-202
Standard and Poor's ratings can be modified by the addition of a plus (+) or minus (−) sign to show the relative standing within each major rating category. In this paper, we analyze the influence of these signs on the speed of leverage adjustment
Publikováno v:
Banks and Bank Systems, Vol 5, Iss 2 (2010)
Externí odkaz:
https://doaj.org/article/7af12a2cfe534eb5bda03fec0a44b9c8
Publikováno v:
idUS. Depósito de Investigación de la Universidad de Sevilla
instname
Sustainability
Volume 11
Issue 16
Sustainability, Vol 11, Iss 16, p 4474 (2019)
instname
Sustainability
Volume 11
Issue 16
Sustainability, Vol 11, Iss 16, p 4474 (2019)
The objective of this article is to analyse how regional financial and economic differences influence the capital structure decisions of small and medium-sized enterprises (SMEs). Specifically, this paper considers the regional financial and economic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72c09165b2a53ba69c9ac355b90c13db
http://hdl.handle.net/11585/697687
http://hdl.handle.net/11585/697687
Autor:
Filippo Di Pietro, Reyes Samaniego-Medina, Antonio Trujillo-Ponce, Purificación Parrado-Martínez
Publikováno v:
Journal of Economics and Business. 86:1-15
This paper empirically analyzes the determinants of credit default swap (CDS) spreads from a sample of 45 listed European banks over the 2004–2010 period. We use variables related to accounting- and market-based data, an indicator of liquidity in t
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that ar
Publikováno v:
Sustainability, Vol 11, Iss 3, p 653 (2019)
Sustainability
Volume 11
Issue 3
Sustainability
Volume 11
Issue 3
This article analyses the Polish banking sector&rsquo
s involvement with sustainable development through a multidimensional evaluation applying the technique for order preference by similarity ideal solution (TOPSIS) method with different weight
s involvement with sustainable development through a multidimensional evaluation applying the technique for order preference by similarity ideal solution (TOPSIS) method with different weight
Publikováno v:
Análisis del poder explicativo de los modelos de riesgo de crédito: Una aplicación a empresas no financieras europeas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f046d11be227a5e099bfac2ba2982dff
https://doi.org/10.22429/euc2017.009
https://doi.org/10.22429/euc2017.009
Autor:
Purificación Parrado-Martínez, Antonio Trujillo-Ponce, Reyes Samaniego-Medina, Filippo Di Pietro
Publikováno v:
SSRN Electronic Journal.
This paper empirically analyzes the determinants of credit default swap (CDS) spreads from a sample of 45 listed European banks over the 2004-2010 period. We use variables related to accounting- and market-based data, an indicator of liquidity in the
Publikováno v:
Journal of Business Economics and Management; Vol 15 No 2 (2014); 253-176
Journal of Business Economics and Management, Vol 15, Iss 2 (2014)
Journal of Business Economics and Management, Vol 15, Iss 2 (2014)
Using a sample of 2,186 credit default swap (CDS) spreads quoted in the European market during the period 2002-2009, this paper empirically analyzes which model – accounting- or market-based – better explains corporate credit risk. We find that t