Measuring and Analyzing Sovereign Risk with Contingent Claims /
This paper develops a comprehensive new framework to measure and analyze sovereign risk. Since traditional macroeconomic vulnerability indicators and accounting-based measures do not address risk in a comprehensive and forward-looking way, the contingent claims approach is used to construct a marked...
Հիմնական հեղինակ: | |
---|---|
Այլ հեղինակներ: | , , |
Ձևաչափ: | Ամսագիր |
Լեզու: | English |
Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2005.
|
Շարք: | IMF Working Papers; Working Paper ;
No. 2005/155 |
Առցանց հասանելիություն: | Full text available on IMF |