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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| Hoofdauteur: | |
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| Formaat: | Elektronisch Hoofdstuk |
| Taal: | Engels |
| Gepubliceerd in: |
2022
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| Onderwerpen: | |
| Online toegang: | OAPEN Library: download the publication OAPEN Library: description of the publication |
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