Stocks de liquidez y default corporativo : una evidencia para América Latina

Perdigón Clavijo, Santiago

dc.contributor.advisor	Gómez González, José Eduardo
dc.contributor.author	Perdigón Clavijo, Santiago
dc.date.accessioned	2020-08-10T14:20:36Z
dc.date.available	2020-08-10T14:20:36Z
dc.date.issued	2020-07-21
dc.identifier.uri	http://hdl.handle.net/10818/42776
dc.description	21 páginas	es_CO
dc.description.abstract	Este documento analiza el efecto de la liquidez de las acciones en la probabilidad de default de compañías en América Latina. Para evitar sesgos en la estimación se utilizan variables explicativas adicionales que pueden tener incidencia en el incremento de la probabilidad de incumplimiento de una compañía. El estudio se realiza a través de un panel dinámico para 109 compañías en 5 países de la región. Los resultados indican que menores niveles de liquidez de las acciones incrementan la probabilidad de default de las compañías latinoamericanas. Por su parte, se demuestra que variables como la deuda, genera efectos negativos en la liquidez de las acciones. Finalmente, se encuentra que variables de ciclo económico y político se relacionan significativamente con la probabilidad de default de las compañías de la región.	es_CO
dc.format	application/pdf	es_CO
dc.language.iso	spa	es_CO
dc.publisher	Universidad de La Sabana	es_CO
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 International	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.source	instname:Universidad de La Sabana	es_CO
dc.source	reponame:Intellectum Repositorio Universidad de La Sabana	es_CO
dc.subject	Incumplimiento (Finanzas)	es_CO
dc.subject	Liquidez (Economía)	es_CO
dc.subject	Riesgo (Economía)	es_CO
dc.subject	Compañías	es_CO
dc.subject	Estadística	es_CO
dc.subject	América Latina	es_CO
dc.title	Stocks de liquidez y default corporativo : una evidencia para América Latina	es_CO
dc.type	masterThesis	es_CO
dc.publisher.program	Maestría en Gerencia de Inversión	es_CO
dc.publisher.department	Escuela Internacional de Ciencias Económicas y Administrativas	es_CO
dc.identifier.local	278209
dc.identifier.local	TE10802
dc.type.hasVersion	publishedVersion	es_CO
dc.rights.accessRights	openAccess	es_CO
dc.creator.degree	Magíster en Gerencia de Inversión	es_CO
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