Measuring Sovereign Risk in Turkey : An Application of the Contingent Claims Approach

An Application of the Contingent Claims Approach

Measuring Sovereign Risk in Turkey : An Application of the Contingent Claims Approach
Improved macroeconomic conditions and changes to the asset-liability structure on Turkish balance sheets since the 2001 crisis have improved Turkey's overall sovereign risk profile. Nonetheless, the country remains subject to bouts of volatility, as evidenced most recently in the May/June 2006 market turbulence. This paper examines these changes... READ MORE...

Publication date: October 2007
ISBN 9781451867978
$18.00

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