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Ziebart, David A. Guo, Hong-Tao 2015-09-28T15:39:21Z 2015-09-28T15:39:21Z 10000-01-01 2002 2002 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. Made available in DSpace on 2015-09-28T15:39:21Z (GMT). No. of bitstreams: 2 license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5) 3044099.pdf: 6722895 bytes, checksum: 5878d3411bb2546679eda63e8792bf3a (MD5) Previous issue date: 2002 Embargo set by: Seth Robbins for item 88431 Lift date: Forever Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs Restricted to the U of I community idenfinitely during batch ingest of legacy ETDs U of I Only 145 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2002. http://hdl.handle.net/2142/87150 (MiAaPQ)AAI3044099 eng Business Administration, Accounting Quantitative Market Risk Disclosure, Bond Default Risk and the Cost of Debt: Why Value at Risk text Accountancy Accountancy University of Illinois at Urbana-Champaign Dissertation Ph.D.