A ratings-based approach to measuring sovereign risk

International Journal of Finance and Economics

Volumn 13, Issue 1, 2008, Pages 26-39

  Remolona, Eli M ^a   Scatigna, Michela ^a   Wu, Eliza ^b  

^a BANK FOR INTERNATIONAL SETTLEMENTS   (Switzerland)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Country risk; Emerging markets; Expected loss; Sovereign credit ratings; Sovereign debt

Indexed keywords

CONFERENCE PROCEEDING; DEBT; FINANCIAL SERVICES; INVESTMENT; RATING CURVE; RISK ASSESSMENT;

EID: 38949103349     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.357     Document Type: Conference Paper

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