Impact Of Macro Shocks On Sovereign Default Probabilities
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Bibliographic InfoPaper provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its series Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] with number 060.
Date of creation: 2007
Date of revision:
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-12-15 (All new papers)
- NEP-MAC-2007-12-15 (Macroeconomics)
- NEP-RMG-2007-12-15 (Risk Management)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Black, Fischer & Cox, John C, 1976. "Valuing Corporate Securities: Some Effects of Bond Indenture Provisions," Journal of Finance, American Finance Association, vol. 31(2), pages 351-67, May.
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