Modelling the Dependency between Currency and Debt Crises : An Option Based Approach

The interrelation between currency and debt crises is considered in a model relying on option pricing theory. By capturing uncertainty and time aspects in this stochastic and dynamic framework we analyze parameters that determine the probabilities and dependencies of these crises

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Year of publication:	[2009]
Authors:	Maltritz, Dominik
Publisher:	[2009]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (6 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 15, 2009 erstellt
Other identifiers:	10.2139/ssrn.1343973 [DOI]
Classification:	G15 - International Financial Markets ; F34 - International Lending and Debt Problems ; F47 - Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012719132