Sovereign risk, reserves, and implicit default probabilities : an option based spread analysis
Year of publication: |
2000
|
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Authors: | Karmann, Alexander |
Published in: |
Financial structure and stability. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1332-X. - 2000, p. 232-244
|
Subject: | Länderrisiko | Country risk | Internationale Anleihe | International bond | US-Dollar | US dollar | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Theorie | Theory | Argentinien | Argentina | Ecuador |
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