Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002
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Cited by:
- Sebastián Nieto-Parra, 2009.
"Who Saw Sovereign Debt Crises Coming?,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2009), pages 125-169, August.
- Sebastián Nieto Parra, 2008. "Who Saw Sovereign Debt Crises Coming?," OECD Development Centre Working Papers 274, OECD Publishing.
- De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018.
"The Liquidity Effects of Official Bond Market Intervention,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 243-268, February.
- Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.).
- Sosa Navarro, Ramiro, 2005.
"Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis,"
MPRA Paper
11054, University Library of Munich, Germany.
- Ramiro Sosa Navarro, 2005. "Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis," Documents de recherche 05-10, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Ramiro Sosa Navarro, 2005. "Default Recovery Values and Implied Default Probabilities Estimations: Evidence from the Argentinean Crisis," Documents de recherche 05-21, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
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More about this item
Keywords
Sovereign default; credit risk;JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2004-10-30 (Corporate Finance)
- NEP-FIN-2004-10-30 (Finance)
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