The sources of sovereign risk : a calibration based on Lévy stochastic processes
Sylvain Carré, Daniel Cohen, Sébastien Villemot
| 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
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| Subject: | Default | Sovereign debt | Länderrisiko | Country risk | Stochastischer Prozess | Stochastic process | Öffentliche Schulden | Public debt | Kreditrisiko | Credit risk | Internationale Staatsschulden | International sovereign debt | Risikoprämie | Risk premium | Staatsbankrott | Sovereign default | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2019.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295877