Publications by Nico
Global Default Spreads & Risk Premiums
One of the lessons that I learned from \(COVID-19\) was to move away from computing country and equity risk premiums based on long run history. The price of risk changes on a day-to-day basis based on a variety of variables, including uncertainty around future economic growth, political stability, worries about catastrophes/disasters, investor ri...
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Canada Screener
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Data Canada data sets 6 References Optimal Capital Structure Risk Premium ...
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Turkey Screener
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Database Turkey data sets 6 References Optimal Capital Structure Risk Premium ...
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América Latina y los resultados de las pruebas educativas PISA 2018
1 Data countries=c( "Argentina", "Brazil", "Chile", "Colombia", "Costa Rica", "Dominican Republic" , "Mexico", "Panama", "Peru", "Uruguay" ) countries=countrycode %>% filter(country_name %in% countries) plot_data <- student_data_2012_2018 %>% group_by(country, year) %>% dplyr::filter(country %in% countries$country) %>% dplyr::summ...
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China Screener
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Data China data sets 6 References Optimal Capital Structure Risk Premium ...
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India Screener
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Data India data sets 6 References Optimal Capital Structure Risk Premium ...
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Brazil Excess Returns and Capital Structure Analysis
1 Stock Screener 2 Risk Premium 3 Businesses 3.1 Excess Returns 3.2 Capital Structure 4 Industries 5 Database Brazil data sets 6 References Optimal Capital Structure Risk Premium ...
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Walkthrough: Valuation - WACC DCF
1 Objective Our goal is to extract all info pertaining to calculating wacc and performing dcf analysis from each workbook and enter pulled tables and calculations into a named list. When finished it should look like the following: Our first step will be to set the dcf list up and name each element we are looking to pull from the sheet or calcula...
11286 sym R (11609 sym/35 pcs)
Walkthrough: Commentary
1 Objective Our goal is to extract the commentary from each workbook as well as valuation summary tables and enter them into a named list of values, lists, and tibbles. We will extract and clean the data for each section and, when finished, it will match the following: 2 Risk Classification, Valuation Impairment, Conclusion, and Strengths & Conc...
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Walkthrough: Valuation - MA Comparables
1 Objective Our goal is to extract the M&A comparables table from each workbook and transform it into a list of vectors that each contain all the observations corresponding to a heading. When finished it should look like the following: 2 Isolating the Data To start, we need to isolate the table of cells containing the headings and corresponding ...
3467 sym R (1880 sym/6 pcs)