Dresden University of Technology - Faculty of Economics and Business Management
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Currency Crisis Prediction, ADR, Stock markets, Options approach
Sovereign default, Country risk, Default probability, Likelihood ratio test, Backtesting
financial crisis, sovereign risk, option pricing theory, crisis probability
Financial crisis, Sovereign risk, Option pricing theory, Crisis probability
bank default, risk, Merton model, stock market, emerging markets
sovereign risk, ratings, yield spreads, forecast accuracy, country
Banking crisis, bank default, option pricing theory, compound option, liability structure
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