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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Detalhes bibliográficos
Autor principal: Keller, Christian
Outros Autores: Kunzel, Peter, Souto, Marcos
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2007.
coleção:IMF Working Papers; Working Paper ; No. 2007/233
Acesso em linha:Full text available on IMF