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...
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | , , |
| Format: | Zeitschrift |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2005.
|
| Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2005/155 |
| Online Zugang: | Full text available on IMF |