Country risk: an empirical approach to estimate the probability of default in emergent markets
por: Camargo, Gonzalo
Publicado: (2015)
Country Risk: An Empirical Approach to Estirnate the Probability of Default in Emergent markets'
In this paper we have suggested a new methodology to estimate the probability of defaultof a country as a function of other macroeconomics variables. Such methodologyis based in the valuation of the prices in the secondary market of bonds issued by debtorcountries. We have chosen the Brady bonds bec...
| Autor Principal: | Camargo, Gonzalo |
|---|---|
| Otros Autores: | Camargo, Mayko |
| Formato: | Artículo |
| Idioma: | spa |
| Publicado: |
Economía
2012
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| Materias: | |
| Acceso en línea: |
http://revistas.pucp.edu.pe/index.php/economia/article/view/865/824 |
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