Дисертації з теми "EQUITY AND DEBT"
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Cavalcanti, Carlos Brandão. "Transferência de recursos ao exterior e substituição de dívida externa por dívida interna." Rio de Janeiro : [BNDES], Gabinete do Presidente, Departamento de Projetos de Comunicação, 1988. http://catalog.hathitrust.org/api/volumes/oclc/21118412.html.
Повний текст джерелаSmith, David M. "An empirical analysis of the choice among issuing straight debt, equity, and equity-linked debt securities." Diss., Virginia Polytechnic Institute and State University, 1989. http://hdl.handle.net/10919/54431.
Повний текст джерелаPh. D.
Fransson, Thomas, and Jacob Weckfors. "Deposit insurance and debt to equity." Thesis, Jönköping University, JIBS, Economics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12831.
Повний текст джерелаSchleusener, Ann-Kathrin [Verfasser]. "Der Debt-Equity-Swap / Ann-Kathrin Schleusener." Frankfurt : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2012. http://d-nb.info/1042414858/34.
Повний текст джерелаBremser, Albert W. "Two Essays on Convertible Debt." Diss., Virginia Tech, 1997. http://hdl.handle.net/10919/30327.
Повний текст джерелаPh. D.
Zuo, Luo. "Examine the debt equity choice with nested logit /." View abstract or full-text, 2008. http://library.ust.hk/cgi/db/thesis.pl?FINA%202008%20ZUO.
Повний текст джерелаVerwijmeren, Patrick. "Empirical essays on debt, equity, and convertible securities." [Rotterdam] : Rotterdam : Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam ; Erasmus University [Host], 2008. http://hdl.handle.net/1765/14312.
Повний текст джерелаBronger, Björn [Verfasser]. "Debt Equity Swaps als finanzwirtschaftliches Sanierungsinstrument / Björn Bronger." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2019. http://d-nb.info/1192103009/34.
Повний текст джерелаTalukdar, Muhammad Bakhtear U. "CFO Turnover, Firm’s Debt-Equity Choice and Information Environment." FIU Digital Commons, 2016. http://digitalcommons.fiu.edu/etd/2618.
Повний текст джерелаRumble, Tony Law Faculty of Law UNSW. "Synthetic equity and franked debt: capital markets savings cures." Awarded by:University of New South Wales. School of Law, 1998. http://handle.unsw.edu.au/1959.4/17591.
Повний текст джерелаHancioglu, Levent [Verfasser]. "Gesellschafterschutz beim Debt-Equity Swap mittels Insolvenzplan / Levent Hancioglu." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2018. http://d-nb.info/1160311773/34.
Повний текст джерелаCarvalho, João Filipe Dias de. "On the debt-equity link : evidence from european markets." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/8799.
Повний текст джерелаCom este estudo, pretendeu-se responder à seguinte questão: "Existe alguma relação entre os mercados de acções e obrigações?". Dado que a maioria da literatura utiliza amostras de empresas dos E.U.A., o contributo dado para o tema foi aumentado pelo facto de ter sido introduzida uma amostra 100% europeia, dando uma perspectiva de um mercado diferente dos previamente estudados. A amostra compreende tanto as emissões de acções como as de obrigações das empresas constituintes do índice EURO STOXX 50, bem como o próprio índice e taxas de juro sem risco de curto e longo prazo. Tendo efectuado testes de causalidade de Granger por forma a aferir se existe uma relação causal inquestionável entre ambos os mercados em estudo.
With this thesis, we tried to answer the following question: "Is there any relationship between equity and debt markets?". Since most of the literature uses samples of U.S. firms, we enhanced our contribute to this subject by introducing a 100% european sample, thus providing insight for a dierent market than untill now. The sample to be used compreends the constituent firms of the EURO STOXX 50 Index, both its shares and bonds and also the index itself and short and long term riskless bonds. We performed also formal Granger causality tests in order to assess if there is an inquestionable lead-lag relationship between both markets in study.
Schulz, Patrick [Verfasser]. "Der Debt Equity Swap in der Insolvenz. / Patrick Schulz." Berlin : Duncker & Humblot, 2015. http://d-nb.info/1238436625/34.
Повний текст джерелаBerglund, Axel, and Carl Fransson. "Sovereign Credit Rating effects on equity markets: Applied on US Data." Thesis, Högskolan i Halmstad, Sektionen för hälsa och samhälle (HOS), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-18959.
Повний текст джерелаSmith, Robert George. "Using a structural credit model to link the equity and debt markets." Thesis, University of Cambridge, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.614098.
Повний текст джерелаPereira, Ricardo Buscariolli. "What if firms adjust their debt-equity ratios toward a target range?" reponame:Repositório Institucional do FGV, 2009. http://hdl.handle.net/10438/4254.
Повний текст джерелаWe estimate optimal target-ranges of capital structure controlling for a series of firmspecific characteristics and accounting for the serial correlation that arises from the dynamic component of the leverage choice. Then, we empirically examine if firms adjust their leverages toward the estimated optimal ranges. Our analysis suggests that the observed behavior of firms is consistent with the notion of range-adjustment.
Nós estimamos faixas-alvo ótimas de estrutura de capital controlando por uma série de características específicas de cada firma e levando em consideração a correlação serial proveniente do componente dinâmico da escolha do nível de alavancagem. Então nós examinamos empiricamente se as firmas ajustam dinamicamente em direção às faixas ótimas estimadas. Nossa análise sugere que o comportamento observado é consistente com a noção de ajustamento para faixas.
TASSINARI, Gian Luca. "Pricing equity and debt tranches of collateralized fund of hedge funds obligations." Doctoral thesis, Università degli studi di Bergamo, 2009. http://hdl.handle.net/10446/64.
Повний текст джерелаAllam, Mohammad Zaheer. "Urban Resilience and Economic Equity in an Era of Global Climate Crisis." Thesis, The University of Sydney, 2019. https://hdl.handle.net/2123/21380.
Повний текст джерелаBurkert, Michael [Verfasser]. "Der Debt-to-Equity Swap im Spannungsverhältnis von Gesellschafts- und Insolvenzrecht / Michael Burkert." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2014. http://d-nb.info/1108809146/34.
Повний текст джерелаMlynarczyk, Wiktor, and Erik Holm. "What are the main drivers of leverage in leveraged buyouts?" Thesis, KTH, Industriell ekonomi och organisation (Inst.), 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-171405.
Повний текст джерелаFuller, Beverly R. "Capital structure theory and flotation costs: an empirical analysis of utility debt and equity decisions." Diss., Virginia Polytechnic Institute and State University, 1987. http://hdl.handle.net/10919/74766.
Повний текст джерелаPh. D.
Luo, Haowen. "Is 100 Percent Debt Optimal? Three Essays on Aggressive Capital Structure and Myth of Negative Book Equity Firms." Thesis, University of North Texas, 2016. https://digital.library.unt.edu/ark:/67531/metadc862869/.
Повний текст джерелаDesai, Neha. "Evaluating the effectiveness of using complex debt instruments in mitigating bondholder equityholder agency conflict." Thesis, Imperial College London, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.301318.
Повний текст джерелаRůžička, Jakub. "Private equity a leveraged buyout." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-205755.
Повний текст джерелаGall, Zoe. "The Change in Impact of Education Debt on Graduates' Home Equity Post 2008 Recession." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/796.
Повний текст джерелаSerrano, Jan Maroney. "Seasoned debt and equity issues for investment and the information content of insider trades." Diss., Virginia Tech, 1993. http://hdl.handle.net/10919/40474.
Повний текст джерелаSchwarz, Jonas [Verfasser]. "Der Debt-Equity-Swap als Instrument der Unternehmenssanierung nach deutschem und englischem Recht : Eine vergleichende Untersuchung praxisrelevanter rechtlicher Problemkreise bei der Umsetzung von Debt-Equity-Swaps nach deutschem und englischem Recht / Jonas Schwarz." Frankfurt : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015. http://d-nb.info/108045649X/34.
Повний текст джерелаSufiane, Assane. "Troca de dívida por activos: o exemplo da dívida de Moçambique a Portugal." Master's thesis, ISEG, 2004. http://hdl.handle.net/10400.5/22041.
Повний текст джерелаA troca de dívida por investimentos é um dos mecanismos que os países com dívida externa elevada, e não só esses, têm estado a utilizar para aliviar o peso da dívida e captar investimento directo estrangeiro. Para a sua efectivação o processo envolve três intervenientes: o país credor, o investidor e o país devedor. A articulação entre estas partes do triângulo é o objecto de estudo deste trabalho, considerando o caso da dívida externa de Moçambique a Portugal. Para o caso estudado este mecanismo envolveu, entre os activos a serem trocados por dívida, empresas moçambicanas a serem privatizadas, para além de aplicações financeiras para a criação de novas empresas ou em investimentos de melhorias das já existentes. O presente trabalho descreve e analisa esta operação de debty-for-equity swap, tendo em atenção a rentabilidade das operações por parte das empresas compradoras da dívida, o seu impacto socio-económico no terreno, e os ganhos ou prejuízos dos dois países envolvidos. O trabalho analisa onze operações envolvendo nove empresas. As operações analisadas tiveram lugar nos anos de 1993 a 1999 envolvendo no total treze projectos de investimento.
Debt-for-equity swaps are a mechanism which allows heavily indebted countries to relief their debt and to attract foreign direct investment. The process involves three main actors: the creditor country, the investor and the debtor country. This dissertation discusses the articulation of this triangle in the case of Mozambique^ externai debt to Portugal. This mechanism involved, among the assets to be swapped for debt, Mozambican firms to be privatised as well as financial applications for the creation of new firms or for investment in already existing firms. The study assesses the debt-for-equity-swap operations considering the operations' profitability for the investors, the local socio-economic impact and the gains and losses of the two countries involved. Eleven operations are discussed. Globally nine companies and thirteen investment projects are analysed for the period from 1993 to 1999.
info:eu-repo/semantics/publishedVersion
Hagemann, Sebastian [Verfasser]. "Debt Equity Swaps nach englischem und deutschem Recht unter besonderer Berücksichtigung des ESUG / Sebastian Hagemann." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2014. http://d-nb.info/1108808425/34.
Повний текст джерелаHäfele, Boris [Verfasser]. "Die Treuepflicht der Aktionäre bei der vorinsolvenzlichen Sanierung durch einen Debt Equity Swap / Boris Häfele." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2013. http://d-nb.info/1110061471/34.
Повний текст джерелаShawkat, Jana, and Nathalie Friskytt. "Crowdfunding som investeringsalternativ : En investeringsanalys om potentiella investerares beslutsfattande inom equity- och debt baserad crowdfunding." Thesis, Södertörns högskola, Företagsekonomi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-35518.
Повний текст джерелаThe study aims to investigate how equity- and debt based crowdfunding in relation to the study’s primary theory of elaboration likelihood model (ELM) and its variables effect on potential investors’ investment decision. Information asymmetry and behavioral finance has also been included in the study as two complementary theories. To investigate this, the study has been delimited to potential investors who are geographically resident in Stockholm County. The survey has been conducted using semi-structured interviews, where a total of eleven potential investors have been interviewed based on a chain sampling. The potential investors have been presented four scenarios that contain variables linked to the theory of ELM. The study's findings show that potential investors assess and choose investment projects based on the central path of ELM theory, characterized by the quality of the project and opposite to the peripheral road that instead illuminates the electronic word of mouth (WoM).
Schillerwein, Daniel [Verfasser]. "Debt-Equity-Swaps im Spiegel bilanzieller Sanierungsinstrumente. : Das Dogma der Forderungsbewertung als Sanierungshemmnis? / Daniel Schillerwein." Berlin : Duncker & Humblot, 2014. http://d-nb.info/1238434541/34.
Повний текст джерелаGustafsson, Adam, and Viberg Frida Nilsson. "The Debt-Equity Dilemma : An analysis of the co-movement between Swedish stocks and bonds." Thesis, Umeå universitet, Företagsekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160909.
Повний текст джерелаFogo, Ilaria <1996>. "Debt Initial Public Offering: Europa vs. America La scelta tra debito ed equity in Europa." Master's Degree Thesis, Università Ca' Foscari Venezia, 2021. http://hdl.handle.net/10579/19028.
Повний текст джерелаSasso, Rafael de Campos. "Qualidade de lucros e estrutura de propriedade: a indústria de private equity no Brasil." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-14122012-165130/.
Повний текст джерелаThe relevance that the Private Equity industry assumed in Brazil in the last decade is remarkable. The present work studies the Brazilian Private Equity industry by analyzing earnings quality by the timely loss recognition, conservatism, and the leverage of the companies that make an IPO (Initial Public Offering) at the Brazilian stock exchange, Bovespa, in 2007. The first hypothesis conjectures that companies backed by Private Equity in Brazil have more earnings quality than the non-Private Equity backed companies. The second hypothesis conjectures that the Private Equity backed companies, in Brazil, are less leveraged than non-Private Equity backed. Based on Ball and Shivakumar (2005) models, the adaptations on Beuselinck et al. (2009) and Katz (2009) are used to measure timely loss recognition. The results suggest that in Brazil, as in international studies, Private Equity backed companies are more conservative but less leveraged. The argument that the bigger contractual efficiency of the creditors with their demand for conservatism seems to not have relation with the suggestions of timely loss recognition by the invested companies could suggest that Limited Partners (Private Equity investors) and the reputational concerns that the investment houses are exposed, could really create an demand for more earnings quality, showing that this could be a driver to timely loss recognition, conditional conservatism, to reduce the probability of creditors and investors expropriation and investment houses managers and fund managers opportunistic behaviors.
Cardaci, A. "ESSAYS ON INEQUALITY, HOUSEHOLD DEBT AND FINANCIAL INSTABILITY." Doctoral thesis, Università degli Studi di Milano, 2015. http://hdl.handle.net/2434/328593.
Повний текст джерелаvan, Vliet Lisette. "Debt-for-Nature Swaps : transnational environmental politics in a changing global political economy or NGOs, LDCs and IOUs." Thesis, Canberra, ACT : The Australian National University, 1991. http://hdl.handle.net/1885/128737.
Повний текст джерелаCALCE, Anna Maria. "Le relazioni tra struttura finanziaria, costo del capitale e valore." Doctoral thesis, Università degli studi di Cassino, 2020. http://hdl.handle.net/11580/75222.
Повний текст джерелаIl presente progetto di ricerca si propone di testare l’assunto della Teoria di Modigliani e Miller secondo il quale la struttura finanziaria non inficia la dinamica di creazione di valore da parte dell’impresa. Fin dagli anni ’60, la ricerca della relazione tra struttura finanziaria e valore ha rappresentato un tema molto dibattuto. Gli studi sviluppati su tale ambito sono giunti All’identificazione di risultati controversi. Alcuni di essi hanno evidenziato l’esistenza di una relazione positiva, altri determinano una relazione negativa. In altri casi ancora, gli Autori hanno rilevato una relazione non statisticamente significativa. Da qui il research design del lavoro che intende contribuire alla letteratura in materia cercando di stimare l’impatto che ha la struttura finanziaria sulla capacità di generare valore fino a determinare una struttura finanziaria benchmark che possa, quindi, essere considerata di riferimento per i diversi settori economici. L’analisi condotta nel presente lavoro è concentrata sull’universo delle società quotate europee, censite attraverso il database Amadeus di Bureau van Dijk, con fatturato superiore ad un milione di euro e per le quali si abbia disponibilità di dati di bilancio per il periodo 2015 – 2017. Coerentemente agli obiettivi di ricerca è stato individuato un nuovo modello di determinazione della quota di equity e debt, rappresentato dal benchmark finanziario, testato sui diversi settori economici definiti in base alla classificazione Ateco 2007, con riferimento alle listed companies; tuttavia la struttura finanziaria benchmark così individuata si presta ad essere estesa anche alle unlisted companies che vogliono adottare una struttura target di settore. Per quanto concerne la capacità della struttura finanziaria (espressa dal debt/equity ratio) di condizionare la dinamica del valore (rappresentato dal ROE e ROA e dai differenziali ROE-ke e ROA-WACC) , dalla ricerca è emersa l’esistenza di una relazione molto debole tra il debt/equity ratio e le misure del valore dato il coefficiente della retta di regressione sempre prossimo allo zero. In conclusione è possibile, quindi, affermare che la struttura Finanziaria espressa dal debt/equity ratio non condiziona la dinamica di creazione di valore delle società quotate europee. Tale risultato è in linea con l’affermazione di Modigliani e Miller (1958) nonché con i risultati degli studi di Long e Maliz (1986), di Fama e French (1998) e di Walaa Wahid ElKelish (2007).
Gille, Evelina, and Josefine Karlsson. "What determines leverage in leveraged buyouts? : A study of debt levels in European LBOs." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388942.
Повний текст джерелаKisgen, Darren J. "Credit ratings and capital structure /." Thesis, Connect to this title online; UW restricted, 2004. http://hdl.handle.net/1773/8825.
Повний текст джерелаFairhurst, Keith. "Investigating funding board composition and turnaround potential of private firms in financial distress." Thesis, University of Pretoria, 2017. http://hdl.handle.net/2263/62694.
Повний текст джерелаThesis (PhD)--University of Pretoria, 2017.
Business Management
PhD
Unrestricted
Kumpamool, Chamaiporn. "Equity and debt market timing, cost of capital and value and performance : evidence from listed firms in Thailand." Thesis, University of Hull, 2018. http://hydra.hull.ac.uk/resources/hull:16883.
Повний текст джерелаWane, Abdrahmane. "Surendettement, allègements de dettes souveraines et debt-equity swaps : expériences du Mexique et du Chili des années 80." Paris 9, 2004. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=2004PA090004.
Повний текст джерелаAnderson, Joshua T. (Joshua Timothy), and Ian R. Ponniah. "REIT capital structure : an examination of the use of unsecured debt over traditional equity and changes in dividend policy." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10168.
Повний текст джерелаIncludes bibliographical references (leaves 97-98).
by Joshua T. Anderson and Ian R. Ponniah.
M.S.
Cutts, Tatiana. "The role of tracing in claiming." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:5000c8bc-8fd4-4889-b13d-f0ad714e947f.
Повний текст джерелаAsplund, Johan, Henrik Norrman, and Therese Rodger. "Hur investmentbolag påverkar kapitalstrukturen i sina innehav : En fallstudie av Ratos." Thesis, Linnéuniversitetet, Institutionen för ekonomistyrning och logistik (ELO), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65779.
Повний текст джерелаA company’s choice of capital structure is a well documented field in financial research but no unambiguous results are available regarding how the company is best financed or what actually defines the optimal capital structure for a company. The purpose of this study is to examine the possible changes on a company’s capital structure once a Private Equity company has become the majority owner. In this study a deductive approach has been used and a quantitative survey has been applied. Financial ratios from yearly reports of companies before and after the Swedish Private Equity company Ratos became the majority owner have been analysed and compared with the hypothesis that a Private Equity majority owner would significantly change the capital structure of the acquired company. The selection criteria for the companies was that Ratos should own more than 50 % of the company in order to actually have an impact on how the company is financed, in addition the selected companies needed to have data available in the form of yearly reports both prior to Ratos becoming the majority owner and at least two years afterwards in order to study the eventual changes of the take over. Financial ratios such as debt to equity ratio, leverage and return on equity were then calculated and results analysed. Theories of capital structure such as the Trade off theory, Pecking order theory, Miller and Modigliani and the Agency theory have also been applied to analyse the outcome. The method of comparison used was the differencein-difference method with data from Statistics Sweden (SCB) from similar relevant companies. The results of this study do not indicate that the capital structure of the company changes significantly within the first two years after acquisition by the majority owner Ratos. Suggestions for further studies would be to analyse a wider group of Private Equity companies as majority owners and observe eventual changes in capital structure in takeovers.
Franck, Jacob. "Crowdfunding och dess förhållande till spridnings- och kompletteringsförbudet i aktiebolagslagen 1:7 och 1:8." Thesis, Uppsala universitet, Juridiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-258503.
Повний текст джерелаAmadeus, Musa. "Essays on the Corporate Implications of Compensation Incentives." Thesis, Boston College, 2015. http://hdl.handle.net/2345/bc-ir:104367.
Повний текст джерелаThis dissertation is comprised of three essays which examine the ramifications of executive compensation incentive structures on corporate outcomes. In the first essay, I present evidence which suggests that executive compensation convexity, measured as the sensitivity of managerial equity compensation portfolios to stock volatility, predicts firm-specific crashes. I find that a bottom-to-top decile change in compensation convexity results in a 21% increase in a firm's unconditional ex-post idiosyncratic crash risk. In contrast, I do not find robust evidence of a symmetric relation between compensation convexity and a firm's idiosyncratic positive jump risk. Finally, I exploit exogenous variation in compensation convexity, arising from a change in the expensing treatment of executive stock options, in buttressing my interpretations within a natural experiment setting. My results suggest that managerial equity compensation portfolios do not augment a firm's future idiosyncratic crash risk because they link managerial wealth to equity prices, but rather because they tie managerial wealth to the volatility of a firm's equity. In the second essay, I exploit an exogenous negative shock to CEO compensation convexity in examining the differential ramifications of option pay and risk-taking incentives on the systematic and idiosyncratic volatility of the firm. I find new evidence that is largely consistent with the notion that compensation convexity, stemming from option convexity, predominantly incentivizes under-diversified risk-averse CEOs to increase the value of their option portfolios by increasing the systematic volatility of the firms they manage. I hypothesize that this effect manifests as systematic volatility is readily more hedgeable than idiosyncratic volatility from the perspective of risk-averse executives who are overexposed to the idiosyncratic risk of their firms. If managers use options as a conduit through which they can gamble with shareholder wealth by overexposing them to suboptimal systematic volatility, options are not serving their intended contracting function. Instead of decreasing agency costs of risk, by encouraging CEOs to adopt innovative positive NPV projects that may be primarily characterized by idiosyncratic risk, option pay may have contributed to the same frictions it was intended to reduce. In the third essay, I present evidence that is consistent with the notion that certain managerial debt-like remuneration structures decrease the likelihood of firm-specific positive stock-price jumps. Namely, I find that a bottom-to-top decile increase in the present value of CEO pension pay leads to a roughly 25\% decrease in a firm's unconditional ex-post jump probability. However, I do not find that CEO deferred compensation decreases firm jump risk. Finally, I find that information in option-implied volatility smirks does not appear to reflect these dynamics. Together, these results suggest that not all debt-like compensation mechanisms decrease managerial risk-taking equally
Thesis (PhD) — Boston College, 2015
Submitted to: Boston College. Carroll School of Management
Discipline: Finance
Farhat, Joseph. "Essays on the Dynamics of Capital Structure." ScholarWorks@UNO, 2003. http://scholarworks.uno.edu/td/468.
Повний текст джерелаMilman, Claudio Daniel. "Financial innovation and privatization of state owned enterprises in Chile, 1985-1989." Connect to resource, 1992. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1263405060.
Повний текст джерела