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...
| मुख्य लेखक: | |
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| अन्य लेखक: | , , |
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2005.
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| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2005/155 |
| ऑनलाइन पहुंच: | Full text available on IMF |