Quantification of sovereign risk: Using the information in equity market prices
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- Cumby, Robert E. & Pastine, Tuvana, 2001.
"Emerging market debt: measuring credit quality and examining relative pricing,"
Journal of International Money and Finance,
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- Cumby, Robert & Pastine, Tuvana, 2001. "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers 2866, C.E.P.R. Discussion Papers.
- Roman Kräussl, 2001. "Sovereign ratings and their impact on recent financial crises," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 7(2), pages 268-269, May.
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Feder, Gershon & Just, Richard E., 1977. "A study of debt servicing capacity applying logit analysis," Journal of Development Economics, Elsevier, vol. 4(1), pages 25-38, February.
- Chesney, Marc & Morisset, Jacques, 1992. "Measuring the risk of default in six highly indebted countries," Policy Research Working Paper Series 916, The World Bank.
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- Laurence Copeland & Sally-Anne Jones, 2001. "Default probabilities of European sovereign debt: market-based estimates," Applied Economics Letters, Taylor & Francis Journals, vol. 8(5), pages 321-324. Full references (including those not matched with items on IDEAS)