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Country debt default probabilities in emerging markets: were credit rating agencies wrong?

Country debt default probabilities in emerging markets: were credit rating agencies wrong?

Georgievska, Angelina, Georgievska, Ljubica, Stojanovic, Aleksandar and Todorovic, Natasa (2011) Country debt default probabilities in emerging markets: were credit rating agencies wrong? In: Kolb, Robert W., (ed.) Sovereign Debt: From Safety to Default. Kolb Series in Finance: Essential Perspectives . John Wiley & Sons, Inc., Hoboken, NJ, USA, pp. 353-360. ISBN 9780470922392 (doi:10.1002/9781118267073.ch39)

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Abstract

This chapter contains sections titled: Debt Rescheduling Probability Model; Empirical Versus CRAs' Probabilities of Emerging Markets Sovereign Debt Rescheduling; Implications.

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
Faculty / Department / Research Group: Faculty of Business > Centre for Governance, Risk & Accountability (GRA)
Faculty of Business > Department of Accounting & Finance
Related URLs:
Last Modified: 14 Oct 2016 09:14
Selected for GREAT 2016: None
Selected for GREAT 2017: None
Selected for GREAT 2018: None
URI: http://gala.gre.ac.uk/id/eprint/5556

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