A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager
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- Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova, 2013.
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More about this item
KeywordsCredit risk; Debt management; Debt; Market risk; International financial markets; Liquidity risk; Risk measurement; bond; bonds; probability; standard deviation; covariance;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-25 (All new papers)
- NEP-CFN-2006-11-25 (Corporate Finance)
- NEP-RMG-2006-11-25 (Risk Management)
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