Assessing sovereign debt strategies under alternative term structure models
Year of publication: |
2010
|
---|---|
Authors: | Choi, Geon-ho ; Kim, Myung-jig ; Lee, Hangyong |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 39.2010, 6, p. 777-799
|
Subject: | Affine-class model | Arbitrage-free restriction | Cost-at-risk | Dynamic Nelson-Siegel model | Sovereign debt strategy | Term structure models of interest rates | Zinsstruktur | Yield curve | Theorie | Theory | Öffentliche Schulden | Public debt | Internationale Staatsschulden | International sovereign debt | Schuldenmanagement | Debt management |
-
The Short Term Debt vs. Long Term Debt Puzzle : A Model for the Optimal Mix
Lucas, Mike, (2010)
-
The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads
Belhocine, Nazim, (2013)
-
The Price of Risk in Sovereign Latin-American Debt : A Term-Structure Perspective
Audzeyeva, Alena, (2014)
- More ...
-
Assessing sovereign debt strategies under alternative term structure models
Choi, Geon-ho, (2010)
-
Jumps and time-varying correlations in daily foreign exchange rates
Chang, Kook-Hyun, (2001)
-
Are Jumps in Stock Returns Diversifiable? Evidence and Implications for Option Pricing
Kim, Myung-Jig, (1994)
- More ...