The Bulgarian Foreign and Domestic Debt ??? A No-Arbitrage Macrofinancial View
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More about this item
Keywordsarbitrage; term structure; credit risk; credit spread; currency spread; HJM;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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