A quantitative approach to assessing sovereign default risk in resource-rich emerging economies
Year of publication: |
2015
|
---|---|
Authors: | Nyambuu, Unurjargal ; Bernard, Lucas |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 20.2015, 3, p. 220-241
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Subject: | Sovereign bond | credit risk | external debt | distance to default | stochastic optimization | Kreditrisiko | Credit risk | Internationale Staatsschulden | International sovereign debt | Schwellenländer | Emerging economies | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | Staatsbankrott | Sovereign default | Insolvenz | Insolvency |
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