Forecasting sovereign default risk with Merton's model
Year of publication: |
2015
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Authors: | Duyvesteyn, Johan ; Martens, Martin |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 25.2015, 2, p. 58-71
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Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Länderrisiko | Country risk | Staatsbankrott | Sovereign default | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schätzung | Estimation | Öffentliche Schulden | Public debt |
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