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Subjects (1-5 of 5)
Default Finance Econometric Models
1
The costs of sovereign default
Borensztein, Eduardo.
[Washington, District of Columbia] : International Monetary Fund, 2008. 2008
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2
Distance-to-default in banking a bridge too far?
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006
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3
Fundamentals-based estimation of default probabilities a survey
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006
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4
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivat
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006
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5
The Option-iPoD : the probability of default implied by option prices based on entropy
Capuano, Christian.
[Washington, District of Columbia] : International Monetary Fund, 2008. 2008
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