The sources of sovereign risk : a calibration based on Lévy stochastic processes
Year of publication: |
2019
|
---|---|
Authors: | Carré, Sylvain ; Cohen, Daniel ; Villemot, Sebastien |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 118.2019, p. 31-43
|
Subject: | Default | Sovereign debt | Stochastischer Prozess | Stochastic process | Länderrisiko | Country risk | Öffentliche Schulden | Public debt | Internationale Staatsschulden | International sovereign debt | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk |
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