O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro

Detalhes bibliográficos
Autor(a) principal: Toledo, Eduardo Rietmann
Data de Publicação: 2016
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/17128
Resumo: The aim of this study is to assess the impact of credit risk in the Brazilian stock cross-section return, and evaluate if a strategy based on this feature is able to generate positive and significant alpha. To measure credit risk, credit ratings were used assigned to Brazilian companies by the american agency Standard and Poors in the period between 2009 and 2014. First we divided ali firms in portfolios according to their credit risk and after we analyzed monthly returns of their stocks. Empirically, we find an evidence that the credit risk has a positive correlation in stock returns. However, as the strategy to operate based on credit risk was not able to generate significant alpha, it was not possible to statistically validate this effect on return.
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spelling Toledo, Eduardo RietmannEscolas::EPGEFGVGonçalves, Edson Daniel LopesSimonsen, Axel AndréPessoa, Marcelo de Sales2016-09-23T12:49:08Z2016-09-23T12:49:08Z2016-05-31TOLEDO, Eduardo Rietmann. O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2016.https://hdl.handle.net/10438/17128The aim of this study is to assess the impact of credit risk in the Brazilian stock cross-section return, and evaluate if a strategy based on this feature is able to generate positive and significant alpha. To measure credit risk, credit ratings were used assigned to Brazilian companies by the american agency Standard and Poors in the period between 2009 and 2014. First we divided ali firms in portfolios according to their credit risk and after we analyzed monthly returns of their stocks. Empirically, we find an evidence that the credit risk has a positive correlation in stock returns. However, as the strategy to operate based on credit risk was not able to generate significant alpha, it was not possible to statistically validate this effect on return.O objetivo deste estudo é verificar o impacto do risco de crédito no retorno cross-section acionário brasileiro e avaliar se uma estratégia baseada nesta característica é capaz de gerar alfa positivo e significativo. Para mensurar o risco de crédito, foram utilizadas as notas de crédito atribuídas às empresas brasileiras pela agência americana Standard and Poors no período entre 2009 e 2014. Dividimos as empresas em portfolios de acordo com seu risco de crédito e analisamos os retornos mensais de suas ações. Empiricamente, encontramos indícios que o risco de crédito possui uma correlação positiva com o retorno acionário. No entanto, como a estratégia para operar baseada no risco de crédito não foi capaz de gerar alfa significativo, não foi possível validar estatisticamente este efeito sobre o retorno.porCredit riskAsset pricingCross-section returnRisco de créditoPrecificação de ativosRetorno cross-sectionEconomiaRisco (Economia)CréditosAdministração de créditoAdministração de riscoAvaliação de ativos - Modelo (CAPM)O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiroinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVTEXTDissertação Eduardo Rietmann Toledo - Final.pdf.txtDissertação Eduardo Rietmann Toledo - Final.pdf.txtExtracted 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dc.title.por.fl_str_mv O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
title O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
spellingShingle O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
Toledo, Eduardo Rietmann
Credit risk
Asset pricing
Cross-section return
Risco de crédito
Precificação de ativos
Retorno cross-section
Economia
Risco (Economia)
Créditos
Administração de crédito
Administração de risco
Avaliação de ativos - Modelo (CAPM)
title_short O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
title_full O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
title_fullStr O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
title_full_unstemmed O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
title_sort O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro
author Toledo, Eduardo Rietmann
author_facet Toledo, Eduardo Rietmann
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.member.none.fl_str_mv Gonçalves, Edson Daniel Lopes
Simonsen, Axel André
dc.contributor.author.fl_str_mv Toledo, Eduardo Rietmann
dc.contributor.advisor1.fl_str_mv Pessoa, Marcelo de Sales
contributor_str_mv Pessoa, Marcelo de Sales
dc.subject.eng.fl_str_mv Credit risk
Asset pricing
Cross-section return
topic Credit risk
Asset pricing
Cross-section return
Risco de crédito
Precificação de ativos
Retorno cross-section
Economia
Risco (Economia)
Créditos
Administração de crédito
Administração de risco
Avaliação de ativos - Modelo (CAPM)
dc.subject.por.fl_str_mv Risco de crédito
Precificação de ativos
Retorno cross-section
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Risco (Economia)
Créditos
Administração de crédito
Administração de risco
Avaliação de ativos - Modelo (CAPM)
description The aim of this study is to assess the impact of credit risk in the Brazilian stock cross-section return, and evaluate if a strategy based on this feature is able to generate positive and significant alpha. To measure credit risk, credit ratings were used assigned to Brazilian companies by the american agency Standard and Poors in the period between 2009 and 2014. First we divided ali firms in portfolios according to their credit risk and after we analyzed monthly returns of their stocks. Empirically, we find an evidence that the credit risk has a positive correlation in stock returns. However, as the strategy to operate based on credit risk was not able to generate significant alpha, it was not possible to statistically validate this effect on return.
publishDate 2016
dc.date.accessioned.fl_str_mv 2016-09-23T12:49:08Z
dc.date.available.fl_str_mv 2016-09-23T12:49:08Z
dc.date.issued.fl_str_mv 2016-05-31
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv TOLEDO, Eduardo Rietmann. O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2016.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/17128
identifier_str_mv TOLEDO, Eduardo Rietmann. O impacto do risco de crédito sobre a diferença cross-section do retorno acionário brasileiro. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2016.
url https://hdl.handle.net/10438/17128
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
instname:Fundação Getulio Vargas (FGV)
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institution FGV
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collection Repositório Institucional do FGV (FGV Repositório Digital)
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