Dresden University of Technology - Faculty of Economics and Business Management
in Total Papers Downloads
in Total Papers Citations
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
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-9361.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Banking crisis, bank default, option pricing theory, compound option, liability structure
File name: j-9396.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.345 seconds