An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
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More about this item
KeywordsBanks; Emerging markets; Financial crisis; International financial markets; Distance-to-default; forecasting; banking; correlation; bank distress; probability;
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)
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