Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Title "Uma análise empírica do spread das companhias do setor de óleo e gás"

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Uma análise empírica do spread das companhias do setor de óleo e gás

Almeida, Guilherme Ribeiro de
2010-05-26

In this paper, we use the information from the credit default swap market to measure the main components of the oil and gas companies spread. Using nearly 20 companies of this industry with different ratings and nearly 80 ...