Stefan Huschens

Dresden University of Technology - Faculty of Business and Economics

Mommsenstrasse 13

Dresden, D-01062

Germany

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Scholarly Papers (1)

1.

Country Default Probabilities: Assessing and Backtesting

Number of pages: 31 Posted: 03 Mar 2007
Dresden University of Technology - Faculty of Business and Economics, Technische Universitaet Dresden, Dresden University of Technology - Faculty of Economics and Business Management and Dresden University of Technology
Downloads 313 (121,414)
Citation 2

Abstract:

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Sovereign default, Country risk, Default probability, Likelihood ratio test, Backtesting