Assymetric information and the pricing of sovereign eurobonds: India 1990–1992

Clark, Ephraim; Lakshmi, Geeta

doi:10.1016/j.gfj.2007.01.002

Cited by 3 publications

(2 citation statements)

References 32 publications

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“…X 分别是 t 时刻该公司在 i 国的资产和 i 国货币的汇率。它们都满足几何布朗运动，并且汇率相关。类似与多资产的期权定价 [3] ，我们可以如同前面两小节的讨论，求解一个多维的偏微分方程的初值问题，通过转置，消去交叉项，来得到相应的半封闭解。而多外汇带来的高维计算困难，我们可以通过多外汇降维技巧 [12] 来求解。…”

Section: 下面我们首先固定、和其它参数，改变相关系数unclassified

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Bonds Pricing and Analysis for Transnational Corporations by PDE Method

高¹

2012

ORF

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Section: 下面我们首先固定、和其它参数，改变相关系数unclassified

“…。D. Galai 和 Z. Wiener [6] 研究了同一个公司分别发行本国和外国债券(美元和欧元)的情况，在汇率为常数的假定下分别计算发行两种公司债券的信用利差的方法来帮助公司选择发行债券的种类。Katiuscia Manzoni [3] 和 Austin Murphy [7] 研究了欧洲债券的等级。更多的相关工作请参见 [5,8,9]…”

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Bonds Pricing and Analysis for Transnational Corporations by PDE Method

高¹

2012

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Does Corporate Environmental Reporting Improve Stock Liquidity? Evidence from Kenyan Listed Firms

Mathuva¹,

Wachira²,

Injeni³

2019

Environmental Reporting and Management in Africa

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Corporate Social Responsibility: A Business Strategy That Promotes Energy Environmental Transition and Combats Volatility in the Post-Pandemic World

et al. 2023

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Corporate social responsibility can assist in reducing the noise caused by pricing volatility and a lack of energy-efficient business solutions. The study’s objective is twofold: (i) to investigate the role of corporate social responsibility (CSR) in reducing volatility through the contribution of energy-efficient strategies; (ii) to identify research trends in the field that may indicate future research directions for the development of more dynamic strategies that will help in mitigating the impact of pricing volatility. A five-step bibliometric analysis was applied to address the research question. The findings were visualized by using bibliometric tools such as R Studio, Biblioshiny, and VOSViewer. Chinese academics have been revealed as pioneers in integrating CSR into corporate strategies to reduce volatility and support energy-efficient investments. Moreover, results indicate that financial institutions must embrace a new business model based on both CSR and environmental, social, and corporate governance (ESG) principles. Since very little is known about the interaction structure between CSR and ESG in the mitigation of price volatility, the purpose of this article is to bridge that knowledge gap. The pioneering character of this research—the construction of a business model based on the principles of CSR and ESG—contributes significantly to both the field’s knowledge and the practice of corporate sustainability management.

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Assymetric information and the pricing of sovereign eurobonds: India 1990–1992

Cited by 3 publications

References 32 publications

Bonds Pricing and Analysis for Transnational Corporations by PDE Method

Bonds Pricing and Analysis for Transnational Corporations by PDE Method

Does Corporate Environmental Reporting Improve Stock Liquidity? Evidence from Kenyan Listed Firms

Corporate Social Responsibility: A Business Strategy That Promotes Energy Environmental Transition and Combats Volatility in the Post-Pandemic World

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