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Title:Quantitative Market Risk Disclosure, Bond Default Risk and the Cost of Debt: Why Value at Risk
Author(s):Guo, Hong-Tao
Doctoral Committee Chair(s):Ziebart, David A.
Department / Program:Accountancy
Discipline:Accountancy
Degree Granting Institution:University of Illinois at Urbana-Champaign
Degree:Ph.D.
Genre:Dissertation
Subject(s):Business Administration, Accounting
Abstract:The empirical analyses on both new and seasoned debt issues show that the reduction in bond default risk and cost of debt is observed more frequently with the value at risk format than with sensitivity analysis. Firm size might be a confounding factor, however, because larger firms choose to disclose more value at risk than sensitivity analysis.
Issue Date:2002
Type:Text
Language:English
Description:145 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2002.
URI:http://hdl.handle.net/2142/87150
Other Identifier(s):(MiAaPQ)AAI3044099
Date Available in IDEALS:2015-09-28
Date Deposited:2002


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