The Contingent Claims Approach to Corporate Vulnerability Analysis; Estimating Default Risk and Economy-Wide Risk Transfer
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More about this item
KeywordsCredit risk; Brazil; Public sector; Thailand; Contingent claims approach; Corporate sector vulnerability; financial sector; option pricing; capital markets; hedging; international capital markets; Contigent claims approach;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-22 (All new papers)
- NEP-FIN-2005-10-22 (Finance)
- NEP-FMK-2005-10-22 (Financial Markets)
- NEP-SEA-2005-10-22 (South East Asia)
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