A new estimation technique of sovereign default risk
Year of publication: |
December 2016
|
---|---|
Authors: | Soytas, Mehmet Ali ; Volkan, Engin |
Published in: |
Central Bank review / The Central Bank of the Republic of Turkey. - Ankara : Central Bank, ISSN 1303-0701, ZDB-ID 2051359-8. - Vol. 16.2016, 4, p. 119-125
|
Subject: | Sovereign default risk | Hotz-Miller estimation | Endogenous default risk | Conditional choice probabilities | PML | GMM | Länderrisiko | Country risk | Schätzung | Estimation | Staatsbankrott | Sovereign default | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Öffentliche Schulden | Public debt | Theorie | Theory | Momentenmethode | Method of moments |
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