A critique of the contingent claims approach to sovereign risk analysis
Year of publication: |
2014
|
---|---|
Authors: | Aktug, Rahmi Erdem |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.1, p. 294-308
|
Subject: | contingent claims | credit default swap | default probability | sovereign risk | Optionspreistheorie | Option pricing theory | Finanzdienstleistung | Financial services | Insolvenz | Insolvency | Länderrisiko | Country risk | Kreditderivat | Credit derivative |
-
Badaoui, Saad, (2013)
-
Assessing sovereign default risk : a bottom-up approach
Liu, Feng, (2018)
-
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia, (2021)
- More ...
-
Are credit rating agency analysts valuable?
Aktug, Rahmi Erdem, (2015)
-
Aktug, Rahmi Erdem, (2012)
-
Aktug, Rahmi Erdem, (2012)
- More ...