Jean-Roch Sibille

Riskdynamcis

Senior consultant

47-48 Boulevard du Régent

Brussels, B-1000

Belgium

SCHOLARLY PAPERS

1

DOWNLOADS

219

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

A Structural Balance Sheet Model of Sovereign Credit Risk

Number of pages: 35 Posted: 22 Dec 2011
Pascal Francois, Georges Hübner and Jean-Roch Sibille
HEC Montreal - Department of Finance, HEC Liège and Riskdynamcis
Downloads 219 (157,747)
Citation 3

Abstract:

Loading...

Sovereign Credit Spread, Balance Sheet, Recovery Rate, Contingent Claims Analysis, Contagion Effects