Country Default Probabilities: Assessing and Backtesting
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More about this item
KeywordsSovereign default; Country risk; Default probability; Likelihood ratio test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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