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Estudios de Administración
A pricing model for callable bonds

1-39
Augusto Castillo R., Alejandro Valenzuela D.
2005-06-30
This paper describes different types of callable bonds. It also presents a model to value those c...

Estudios de Administración
Determinants of the return spread on Chilean corporate bonds

43-64
Jorge Gregoire C., Carolina Álvarez T.
2007-12-31
The objective of this article is an empirical investigation on the factors that could explain the...

Estudios de Administración
Financial distress prediction with knock out real options: a study for the argentine market

52-81
Gastón Silverio Milanesi
2019-12-12
This paper explores default prediction models based on real options theory, proposing a simple mo...

Estudios de Administración
Non-linearity in financial series: transitory or permanent?

3-15
Christian E. Espinosa M., Juan Gorigoitía, Carlos Maquieira
2019-06-06
In this article we present evidence that non-linear episodes in financial series are more permane...

Estudios de Administración
Modeling based on market rates as a way to estimate the price of Chilean fixed- income investment fund shares: linear and non-l...

29-51
Bruno Alonso Parraguez Sasso
2021-12-18
This study addresses a problem that Chilean stockbrokers must face when - acting as market makers...

Estudios de Administración
The Announcement Effect of Junk Bond Issues: an Analysis of the 1976-1989 Period

42-73
Augusto Castillo R.
2001-12-31
This paper analyzes the impact of corporate junk bond offering announcements on stock prices for ...

Estudios de Administración
Estimation of the Temporal Structure of Interest Rates in Chile, 1994-1997

25-50
Sergio Zúñiga, Karla Soria
1999-06-30
In this paper we empirically estimate the structure of the interest rates in Chile by using Nelso...

Estudios de Administración
Convertible deventures

21-41
Salvador Zurita L., Iván Huerta G.
1997-12-31
Convertible debentures are hybrid securities: they are similar to regular bonds in that they pay ...

1 - 8 of 8 items
 
Estudios de Administración

Universidad de Chile
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