Measuring Sovereign Risk in Turkey; An Application of the Contingent Claims Approach
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KeywordsCredit risk; Economic models; Economic indicators; Public debt; Sovereign risk; Turkey; Contingent Claims; domestic debt; exchange rate; external debt; foreign exchange; forward exchange rate;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-01-05 (All new papers)
- NEP-CWA-2008-01-05 (Central & Western Asia)
- NEP-RMG-2008-01-05 (Risk Management)
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