Measuring Sovereign Risk in Turkey : An Application of the Contingent Claims Approach /

Improved macroeconomic conditions and changes to the asset-liability structure on Turkish balance sheets since the 2001 crisis have improved Turkey's overall sovereign risk profile. Nonetheless, the country remains subject to bouts of volatility, as evidenced most recently in the May/June 2006...

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Bibliographic Details
Main Author: Keller, Christian
Other Authors: Kunzel, Peter, Souto, Marcos
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2007.
Series:IMF Working Papers; Working Paper ; No. 2007/233
Online Access:Full text available on IMF