Brady Bonds and Default Probabilities
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Cited by:
- Vasilev, Aleksandar, 2015.
"Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 0(3).
- Vasilev, Aleksandar, 2015. "Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case," EconStor Preprints 142468, ZBW - Leibniz Information Centre for Economics.
- Elena Kalotychou & Sotiris K. Staikouras, 2005. "The Banking Exposure to International Lending: Regional Differences or Common Fundamentals?," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 14(4), pages 187-214, November.
- Berardi, Andrea & Ciraolo, Stefania & Trova, Michele, 2004. "Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios," Emerging Markets Review, Elsevier, vol. 5(4), pages 447-469, December.
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Keywords
WP; default probability; default; bond; price; Brady bonds; default probabilities; sovereign riskiness; Brady bond issuer; discount Brady bonds; probability of default; default probabilities Index; Bonds; Collateral; Yield curve; Asset prices; Treasury bills and bonds; Eastern Europe;All these keywords.
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