Sovereign risk in a structural approach: Evaluating sovereign ability-to-pay and probability of default
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- Han-Hsing Lee & Kuanyu Shih & Kehluh Wang, 2016. "Measuring sovereign credit risk using a structural model approach," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1097-1128, November.
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KeywordsSovereign Risk; Probability of Default;
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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