Shipping and Transport
Author(s): Costas Grammenos, Amir Alizadeh , Nikos Papapostolou, Cass Business School
This paper investigates factors that can explain the dynamics of yield premia on seasoned high yield bonds of shipping companies.
Updated: 09/09/2010 | Comments: 0 | Rating: Not yet rated | Views: 429
Author(s): Kostas Andriosopoulos, Nikos Papapostolou, Panos Pouliasis, Cass Business School
This paper reproduces the performance of two international shipping stock indexes and two physical shipping indexes by investing only in stock portfolios that our algorithms determine.
Updated: 10/09/2010 | Comments: 0 | Rating: Not yet rated | Views: 276
Author(s): Costas Grammenos, Nikos Nomikos, Nikos Papapostolou, Cass Business School
This paper uses a binary logit model to predict the probability of default for high yield bonds issued by shipping companies.
Updated: 10/09/2010 | Comments: 0 | Rating: Not yet rated | Views: 465
Author(s): Ashay Kadam, Cass Business School, Cagri Haksoz, Sabancı University
This research on the interrelated issues of demand, spot prices and contract breach risks yielded the following strategic insights.
Updated: 08/09/2010 | Comments: 0 | Rating: Not yet rated | Views: 155
Author(s): Nikos Papapostolou, Cass Business School, George Dikos
The aim of this paper is to use an alternative measure of the efficiency of the different shipping industries, i.e. VLCC/ULCC (250 000 dwt), Suezmax (140 000 dwt), Aframax (80 000 dwt), which are the main carriers of crude oil, and Handymax (40 000 dwt), which carries the vast majority of clean (oil) products.
Updated: 08/09/2010 | Comments: 0 | Rating: Not yet rated | Views: 246
