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Pregled bibliografske jedinice broj: 560016

Country Risk Premium Development – Case Study Croatia


Aljinović, Zdravka; Ercegovac, Roberto; Marasović, Branka
Country Risk Premium Development – Case Study Croatia // ICEMT 2010 - 2010 International Conference on Education and Management Technology, Proceedings
Kairo, Egipat, 2011. str. 142-148 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


CROSBI ID: 560016 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Country Risk Premium Development – Case Study Croatia

Autori
Aljinović, Zdravka ; Ercegovac, Roberto ; Marasović, Branka

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
ICEMT 2010 - 2010 International Conference on Education and Management Technology, Proceedings / - , 2011, 142-148

ISBN
978-1-4244-8617-5

Skup
ICEMT 2010 - 2010 International Conference on Education and Management Technology

Mjesto i datum
Kairo, Egipat, 2-4.11.2010

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
yield curve; country risk; country spread; Nelson-Siegel and Svensson model

Sažetak
The difference between the risk free euro yield curve and the model-based, derived euro yield curve for Croatia, based on the euro bonds of the Ministry of Finance in the time dimension is the credit risk premium for Croatia. Country risk existence is a necessary category in assets valuation, capital budgeting, capital cost calculation, investment opportunities measures, developing of internal economy in financial intermediation and other economic relations with time value of money present. After explaining the concept of the yield curve and its importance in financial system, risk free rate and country risk, in the paper Croatian euro yield curves are modeled and corresponding country spread is calculated and analyzed.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Projekti:
055-0000000-0861 - Financijska politika i financijsko-ekonomski okvir podrške SME (Vidučić, Ljiljana, MZOS ) ( POIROT)
055-0000000-1435 - Matematički modeli u analizi razvoja hrvatskog financijskog tržišta (Aljinović, Zdravka, MZOS ) ( POIROT)

Ustanove:
Ekonomski fakultet, Split


Citiraj ovu publikaciju:

Aljinović, Zdravka; Ercegovac, Roberto; Marasović, Branka
Country Risk Premium Development – Case Study Croatia // ICEMT 2010 - 2010 International Conference on Education and Management Technology, Proceedings
Kairo, Egipat, 2011. str. 142-148 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Aljinović, Z., Ercegovac, R. & Marasović, B. (2011) Country Risk Premium Development – Case Study Croatia. U: ICEMT 2010 - 2010 International Conference on Education and Management Technology, Proceedings.
@article{article, author = {Aljinovi\'{c}, Zdravka and Ercegovac, Roberto and Marasovi\'{c}, Branka}, year = {2011}, pages = {142-148}, keywords = {yield curve, country risk, country spread, Nelson-Siegel and Svensson model}, isbn = {978-1-4244-8617-5}, title = {Country Risk Premium Development – Case Study Croatia}, keyword = {yield curve, country risk, country spread, Nelson-Siegel and Svensson model}, publisherplace = {Kairo, Egipat} }
@article{article, author = {Aljinovi\'{c}, Zdravka and Ercegovac, Roberto and Marasovi\'{c}, Branka}, year = {2011}, pages = {142-148}, keywords = {yield curve, country risk, country spread, Nelson-Siegel and Svensson model}, isbn = {978-1-4244-8617-5}, title = {Country Risk Premium Development – Case Study Croatia}, keyword = {yield curve, country risk, country spread, Nelson-Siegel and Svensson model}, publisherplace = {Kairo, Egipat} }




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