A new estimation technique of sovereign default risk
Mehmet Ali Soytas, Engin Volkan
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Soytas, Mehmet Ali ; Volkan, Engin |
| Published in: |
Central Bank review / The Central Bank of the Republic of Turkey. - Ankara : Central Bank, ISSN 1303-0701, ZDB-ID 2051359-8. - Vol. 16.2016, 4, p. 119-125
|
| Subject: | Sovereign default risk | Hotz-Miller estimation | Endogenous default risk | Conditional choice probabilities | PML | GMM | Länderrisiko | Country risk | Schätzung | Estimation | Staatsbankrott | Sovereign default | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cbrev.2016.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011775116