مرکز منطقه ای اطلاع رساني علوم و فناوري - Quantification of sovereign risk: Using the information in equity market prices

Title of article :

Quantification of sovereign risk: Using the information in equity market prices

Author/Authors :

Naoto Oshiro، نويسنده , , Yasufumi Saruwatari، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2005

Pages :

From page :

346

To page :

362

Keywords :

Sovereign risk , Probability of default , Stock price index , Option-pricing model

Journal title :

Emerging Markets Review

Serial Year :

2005

Journal title :

Emerging Markets Review

Record number :

124248

Link To Document :