Defaultable sovereign debts with macroeconomic conditions and periodic news
Year of publication: |
2021
|
---|---|
Authors: | Li, Weiping |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 1, p. 1-35
|
Subject: | defaultable sovereign debt | Macroeconomic conditions | Markov chain | periodic news | sovereign credit risk | Kreditrisiko | Credit risk | Öffentliche Schulden | Public debt | Theorie | Theory | Internationale Staatsschulden | International sovereign debt | Länderrisiko | Country risk | Risikoprämie | Risk premium | Insolvenz | Insolvency | Öffentliche Anleihe | Public bond | Schuldenmanagement | Debt management | Konjunktur | Business cycle | Staatsbankrott | Sovereign default |
-
Debt sustainability and the terms of official support
Corsetti, Giancarlo, (2018)
-
Selective default expectations
Accominotti, Olivier, (2023)
-
Selective default expectations
Accominotti, Olivier, (2021)
- More ...
-
Expected returns, risk premia, and volatility surfaces implicit in option market prices
Câmara, António, (2011)
-
Calendar Spread Options for Storable Commodities
Seok, Juheon, (2013)
-
BILATERAL RENT‐SEEKING AND GROWTH OF FDI INFLOW IN CHINA : THEORY AND EVIDENCE
Keng, Shu, (2019)
- More ...