A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001
Year of publication: |
2013
|
---|---|
Authors: | Maltritz, Dominik |
Published in: |
Review of Economics. - Lucius & Lucius, ISSN 2366-035X, ZDB-ID 2178720-7. - Vol. 64.2013, 1, p. 29-50
|
Publisher: |
Lucius & Lucius |
Subject: | Sovereign default risk | Term structure | Yield spreads | structural credit risk model | compound option theory |
-
Maltritz, Dominik, (2013)
-
The term structure of sovereign default risk in EMU member countries and its determinants
Eichler, Stefanie, (2013)
-
The term structure of sovereign default risk in EMU member countries and its determinants
Eichler, Stefan, (2013)
- More ...
-
Country Default Probabilities: Assessing and Backtesting
Vogl, Konstantin, (2006)
-
Eichler, Stefan, (2010)
-
Karmann, Alexander, (2003)
- More ...