The question how best to value privately-held equity for various purposes remains an open debate. In general, valuation models are asset-based, income-based or hybrid models, etc. In this study, we focus on Option Pricing Methodology (OPM), one of the widely used valuation models. We evaluate...

Using daily yield data of 14 sovereign bond markets of the world which we classify into two cohorts from July 10, 2000, to July 10, 2022, we examine their scaling properties using generalized Hurst exponent and spectral density analysis. We find that the scaling behavior of the bond yields for...