Properly pricing country risk: a model for pricing long-term fundamental risk applied to central and eastern European countries
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- Blumenstock, Hendrik & von Grone, Udo & Mehlhorn, Marc & Merkl, Johannes & Pietz, Marcus, 2012. "Einflussfaktoren von CDS-Spreads als Maß für das aktuelle Bonitätsrisiko: Liefert das Rating eine Erklärung?," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2012-03, University of Bayreuth, Chair of Finance and Banking.
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Keywordscountry risk; credit default swaps; credit ratings; cross-border flows; financial crisis; central and eastern Europe; foreign-owned banks;
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