Cost of capital and country risk: evidence and possible adjustments: the case of Italy
Falso, Giovanni Battista (A.A. 2020/2021) Cost of capital and country risk: evidence and possible adjustments: the case of Italy. Tesi di Laurea in Business valuation, Luiss Guido Carli, relatore Marco Vulpiani, pp. 94. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Cost of capital: definition and approaches. Modigliani-Miller theorem. Weighted average cost of capital (WACC). Capital asset pricing model (CAPM). The risk-return relationship within cost of capital. Country risk and its characteristics. What is the country risk? Sovereign default risk. Measuring sovereign default risk. Country equity risk. Measuring country equity risk. Literature review. Empirical analysis: CRP of the Italian bond market. Hypotheses development. Methodology and data sample. Evidence and test results. Remarks of results.
References
Bibliografia: pp. 70-73. Sitografia: p. 74.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Business valuation |
| Thesis Supervisor: | Vulpiani, Marco |
| Thesis Co-Supervisor: | Cerri, Francesco |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Jan 2022 13:40 |
| Last Modified: | 14 Jan 2022 13:40 |
| URI: | https://tesi.luiss.it/id/eprint/31134 |
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