Sovereign debt as a contingent claim: A quantitative approach

Journal of International Economics

Volumn 65, Issue 2, 2005, Pages 297-314

  Alfaro, Laura ^a   Kanczuk, Fabio ^b  

^a HARVARD BUSINESS SCHOOL   (United States)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Contingent claims; Default; Sovereign debt; Sustainability; Volatility

Indexed keywords

DEBT; SOVEREIGNTY; SUSTAINABILITY; THEORETICAL STUDY;

EID: 14644413565     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2004.02.006     Document Type: Article

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