Assessing sovereign default risk : a bottom-up approach
Feng Liu, Egon Kalotay, Stefan Trück
| Year of publication: |
2018
|
|---|---|
| Authors: | Liu, Feng ; Kalotay, Egon ; Trück, Stefan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 70.2018, p. 525-542
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| Subject: | Default risk | CDS spreads | Expected default frequencies (EDFs) | Sovereign credit risk | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Insolvenz | Insolvency | Staatsbankrott | Sovereign default | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012027982