Valuation model of defaultable bond values in emerging markets

Asia-Pacific Financial Markets

Volumn 9, Issue 1, 2002, Pages 45-60

  Hui, C H ^a   Lo, C F ^b  

^a HONG KONG MONETARY AUTHORITY   (Hong Kong)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Credit risk; Emerging markets; Risky bonds; Stress tests

Indexed keywords

EID: 3242735716     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1021103317106     Document Type: Article

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