English, Article edition: Pricing corporate bonds in Brazil: 2000 to 2004 Paiva, Eduardo Vieira dos Santos; Savoia, José Roberto Ferreira

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Pricing corporate bonds in Brazil: 2000 to 2004
Author
  • Paiva, Eduardo Vieira dos Santos
  • Savoia, José Roberto Ferreira
Physical Description
  • article
Notes
  • 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 explain return and price behavior. The variables in this study include: rating, choice of index, maturity, country risk, basic interest rate, long-term and short-term rate spread, the stock market index, and the foreign exchange rate. Results indicate that the index variable, probability of default and bond's maturity influence pricing and points out associations of long-term bonds with better rating issues.
  • Capital markets Corporate bond pricing Multivariate analysis Multiple regression Logistic regression Correspondence analysis
  • RePEc:eee:jbrese:v:62:y:2009:i:9:p:916-919
Language
  • English
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