Showing 1 - 10 of 97,100
Persistent link: https://www.econbiz.de/10003408742
Persistent link: https://www.econbiz.de/10013432191
Persistent link: https://www.econbiz.de/10001742598
Persistent link: https://www.econbiz.de/10011454959
We address the problem how to estimate default probabilities for sovereign countries based on market data of traded debt. A structural Merton-type model is applied to a sample of emerging market and transition countries. In this context, only few and heterogeneous default probabilities are...
Persistent link: https://www.econbiz.de/10003385606
Persistent link: https://www.econbiz.de/10003391283
Persistent link: https://www.econbiz.de/10011949603
Persistent link: https://www.econbiz.de/10001484234
Persistent link: https://www.econbiz.de/10002001473
Persistent link: https://www.econbiz.de/10001520923