Listagem por Título "Extracting default probabilities from sovereign bonds"

Itens para a visualização no momento 1-1 of 1

    • Extracting default probabilities from sovereign bonds 

      Meres, Bernardo; Almeida, Caio Ibsen Rodrigues de
      2008-05-01
      Sovereign risk analysis is central in debt markets. Considering different bonds and countries, there are numerous measures aiming to identify the way risk is perceived by market participants. In such environment, probabilities ...