EIB Working Paper 2022/06 - Hot off the press News-implied sovereign default risk
"This sovereign default risk index is a high frequency measure of countries' default risk, particularly for those lacking market-based measures: it correlates with sovereign credit default swap spreads, predicts rating downgrades, and reflects default risk information not fully captured th...
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| Main Author: | |
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| Format: | Electronic Book Chapter |
| Language: | English |
| Published: |
2022
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| Subjects: | |
| Online Access: | OAPEN Library: download the publication OAPEN Library: description of the publication |
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