Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default
Alexander Karmann and Dominik Maltritz
| Year of publication: |
2003
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|---|---|
| Authors: | Karmann, Alexander ; Maltritz, Dominik |
| Published in: |
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-0054-6. - 2003, p. 91-109
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| Subject: | Länderrisiko | Country risk | Internationale Anleihe | International bond | US-Dollar | US dollar | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Theorie | Theory | Argentinien | Argentina | Ecuador | Russland | Russia |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002001473