Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsBonds; Asset prices; Exchange rate policy surveillance; Financial risk; Financial sector; Financial institutions; Securities markets; International financial system; International financial markets; Systemic risk; Default probability; security prices; financial surveillance; probabilities; probability; bond; equation; credit derivatives;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
- NEP-FMK-2006-08-05 (Financial Markets)
- NEP-SEA-2006-08-05 (South East Asia)
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