How sovereign is sovereign credit risk?

American Economic Journal: Macroeconomics

Volumn 3, Issue 2, 2011, Pages 75-103

  Longstaff, Francis A ^a,b   Pan, Jun ^b,c   Pedersen, Lasse H ^b,d   Singleton, Kenneth J ^b,e  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^d NEW YORK UNIVERSITY   (United States)

^e STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79958088403     PISSN: 19457707     EISSN: 19457715     Source Type: Journal    
DOI: 10.1257/mac.3.2.75     Document Type: Article

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