Measuring and Analyzing Sovereign Risk with Contingent Claims

Measuring and Analyzing Sovereign Risk with Contingent Claims
This paper develops a comprehensive new framework to measure and analyze sovereign risk. Since traditional macroeconomic vulnerability indicators and accounting-based measures do not address risk in a comprehensive and forward-looking way, the contingent claims approach is used to construct a marked-to-market balance sheet for the sovereign, and... READ MORE...

Publication date: August 2005
ISBN 9781451861747
$15.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: August 2005

PDF

Publication date: August 2005

ePub

Publication date: August 2005

Mobi

Publication date: August 2005

English