EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"default threshold"
Narrow search

Narrow search

Year of publication
Subject
All
Default risks 1 barrier option 1 debt forgiveness 1 default threshold 1 fixed income 1 government bonds 1 sovereign debt 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
Undetermined 1
Author
All
Chow, Da-Ching 1 Sun, David 1
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
MPRA Paper 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Forgive, or Award, Your Debtor? - A Barrier Option Approach
Sun, David; Chow, Da-Ching - Volkswirtschaftliche Fakultät, … - 2014
’s current repayment capability reflects its current levels of repayment award, debt forgiveness or default threshold. While … attempting to lower default threshold on, a debtor. Granting more forgiveness is, however, beneficial always. Overall, a strong … problems. Our model of default threshold for sovereign debt is more tractable than existing works in literature, especially in …
Persistent link: https://www.econbiz.de/10011260952
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...