The dynamics of sovereign credit risk
Year of publication: |
October 2015
|
---|---|
Authors: | Jeanneret, Alexandre |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 50.2015, 5, p. 963-985
|
Subject: | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schwellenländer | Emerging economies | Welt | World | Vergleich | Comparison | Europa | Europe | 2000-2011 |
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