Sovereign Defaults : The Role of Volatility /
While the relationship between volatility and credit risk is central to much of the literature on finance and banking, it has been largely neglected in empirical macro studies on sovereign defaults. This paper presents new econometric estimates for a panel of 25 emerging market countries over 1970-2...
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| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2002.
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| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2002/149 |
| Accés en línia: | Full text available on IMF |