Riesgo-país y tasas de descuento para empresas latinoamericanas

This paper identifies the Latin American companies for which the beta calculation is possible and consequently their corporate discount rates with an acceptable degree of confidence. The selection is based on companies whose shares are listed with sufficient liquidity in both local stock markets as...

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Detalles Bibliográficos
Autores: Sabal, Jaime, Sarmiento, Aleida
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2007
País:Perú
Institución:Universidad ESAN
Repositorio:ESAN-Institucional
Idioma:español
OAI Identifier:oai:repositorio.esan.edu.pe:20.500.12640/2690
Acceso en línea:https://revistas.esan.edu.pe/index.php/jefas/article/view/328
https://hdl.handle.net/20.500.12640/2690
https://doi.org/10.46631/jefas.2007.v12n22.05
Access Level:acceso abierto
Palabra clave:Beta
Direct beta
Discount rates in Latin America
Country risk
CAPM
Liquidity and stock market presence
Beta directo
Tasas de descuento en América Latina
Riesgo-país
Liquidez y presencia bursátil
https://purl.org/pe-repo/ocde/ford#5.02.04
Descripción
Sumario:This paper identifies the Latin American companies for which the beta calculation is possible and consequently their corporate discount rates with an acceptable degree of confidence. The selection is based on companies whose shares are listed with sufficient liquidity in both local stock markets as well as the New York Stock Exchange. At the time of the sample, 88 companies had qualified for the direct beta calculation. The instability of the liquidity indicators and the market dynamics themselves make it necessary to update the analysis often.