Stock Returns and the Brazilian Default an Analysis of the Efficient Market and Contagion Effect Hypotheses

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This thesis attempts to analyze the market response of stock prices of major U.S. banks to the February, 1987 Brazilian loan default announcement. The study's general hypothesis is that the market revalued stock prices according to each bank's amount of Brazilian loan exposure. The first chapter examines the significance of the default announcement. A survey of related literature is presented in the second chapter. Chapter III specifies the methodological techniques involved in analysis of the data. Chapter IV reports the findings of the study. Conclusions about the results are drawn in Chapter V. The results indicate the market is efficient. … continued below

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v, 72 leaves

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Mynatt, Joseph Ross August 1988.

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This thesis is part of the collection entitled: UNT Theses and Dissertations and was provided by the UNT Libraries to the UNT Digital Library, a digital repository hosted by the UNT Libraries. It has been viewed 163 times. More information about this thesis can be viewed below.

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  • Mynatt, Joseph Ross

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This thesis attempts to analyze the market response of stock prices of major U.S. banks to the February, 1987 Brazilian loan default announcement. The study's general hypothesis is that the market revalued stock prices according to each bank's amount of Brazilian loan exposure. The first chapter examines the significance of the default announcement. A survey of related literature is presented in the second chapter. Chapter III specifies the methodological techniques involved in analysis of the data. Chapter IV reports the findings of the study. Conclusions about the results are drawn in Chapter V. The results indicate the market is efficient. They also suggest that individual exposure was the major determinant of bank stock price decline.

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v, 72 leaves

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  • August 1988

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  • March 9, 2015, 8:15 a.m.

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  • March 27, 2020, 8:42 a.m.

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Mynatt, Joseph Ross. Stock Returns and the Brazilian Default an Analysis of the Efficient Market and Contagion Effect Hypotheses, thesis, August 1988; Denton, Texas. (https://digital.library.unt.edu/ark:/67531/metadc500500/: accessed April 24, 2025), University of North Texas Libraries, UNT Digital Library, https://digital.library.unt.edu; .

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