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The paper discussed the use of foreign exchange swaps by central banks. Such use has aimed at...

This 2015 Article IV Consultation highlights that the economic situation of St. Kitts and Nevis...

We study the link between the probability of default implied by Credit Default Swaps (CDS)...

In reduced-form pricing models, it is usual to assume a fixed recovery rate to obtain the...

This paper proposes a stochastic volatility model to measure sovereign financial distress. It...

Many developing economies are heavily exposed to commodity markets, leaving them vulnerable to...