Country debt default probabilities in emerging markets: were credit rating agencies wrong?
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Georgievska, Angelina, Georgievska, Ljubica, Stojanovic, Aleksander and Todorovic, Natasa (2011) Country debt default probabilities in emerging markets: were credit rating agencies wrong? In: Sovereign Debt: From Safety to Default. Kolb Series in Finance: Essential Perspectives . John Wiley & Sons, Inc., Hoboken, NJ, USA, pp. 353-360. ISBN 978-0-470-92239-2
Full text not available from this repository.Official URL: http://dx.doi.org/10.1002/9781118267073.ch39
Abstract
This chapter contains sections titled: Debt Rescheduling Probability Model; Empirical Versus CRAs' Probabilities of Emerging Markets Sovereign Debt Rescheduling; Implications;
Notes; About the Authors.
| Item Type: | Book Section |
|---|---|
| Additional Information: | [1] Chapter 39 in Part VI: Sovereign Debt in Emerging Markets. |
| Uncontrolled Keywords: | country debt, emerging markets, default probability, credit rating agency |
| Subjects: | H Social Sciences > HB Economic Theory |
| School / Department / Research Groups: | School of Business School of Business > Department of Accounting & Finance |
| Related URLs: | |
| Last Modified: | 14 May 2012 17:43 |
| URI: | http://gala.gre.ac.uk/id/eprint/5556 |
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