Marcel Peter

Swiss National Bank - International Research and Technical Assistance Division

Boersenstrasse 15

P.O. Box

Zurich, 8022

Switzerland

  • Swiss National Bank - International Research and Technical Assistance Division

SCHOLARLY PAPERS

3

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1,270

TOTAL CITATIONS

17

Scholarly Papers (3)

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1.

Estimating Default Probabilities of Emerging Market Sovereigns: A New Look at a Not-so-New Literature

Number of pages: 56 Posted: 27 Sep 2007
Marcel Peter
Swiss National Bank - International Research and Technical Assistance Division
Downloads 628 (92,480)
Citation 17

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default rate, determinant, rating agency, sovereign credit rating, sovereign default probability

2.

How Important is Sovereign Risk in Determining Corporate Default Premia?: The Case of South Africa

IMF Working Paper No. 05/217
Number of pages: 64 Posted: 03 Mar 2006
Marcel Peter and Martin Grandes
Swiss National Bank - International Research and Technical Assistance Division and American University of Paris
Downloads 336 (194,082)

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sovereign risk, corporate risk, sovereign ceiling, default premium, South Africa

3.

Implementing Inflation Targeting: Institutional Arrangements, Target Design, and Communications

IMF Working Paper No. 06/278
Number of pages: 59 Posted: 29 Dec 2006
Geoffrey Heenan, Marcel Peter and Scott Roger
International Monetary Fund (IMF), Swiss National Bank - International Research and Technical Assistance Division and International Monetary Fund
Downloads 306 (215,553)

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