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