IDEAS home Printed from https://ideas.repec.org/p/zbw/cauman/153.html
   My bibliography  Save this paper

Analyse der Länderverschuldung aus der Sicht der international tätigen Bank

Author

Listed:
  • Schmidt, Reinhart

Abstract

No abstract is available for this item.

Suggested Citation

  • Schmidt, Reinhart, 1984. "Analyse der Länderverschuldung aus der Sicht der international tätigen Bank," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 153, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
  • Handle: RePEc:zbw:cauman:153
    as

    Download full text from publisher

    File URL: https://www.econstor.eu/bitstream/10419/168604/1/manuskript_153.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Kalman J. Cohen & Edwin J. Elton, 1967. "Inter-Temporal Portfolio Analysis Based on Simulation of Joint Returns," Management Science, INFORMS, vol. 14(1), pages 5-18, September.
    2. Feder, Gershon & Ross, Knud Z, 1982. "Risk Assessments and Risk Premiums in the Eurodollar Market," Journal of Finance, American Finance Association, vol. 37(3), pages 679-691, June.
    3. Schmidt, Reinhart, 1984. "Early warning of debt rescheduling," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 357-370, June.
    4. Bennett, Paul, 1984. "Applying portfolio theory to global bank lending," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 153-169, June.
    5. Walter, Ingo, 1981. "Country risk, portfolio decisions and regulation in international bank lending," Journal of Banking & Finance, Elsevier, vol. 5(1), pages 77-92, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Somerville, R. A. & Taffler, R. J., 1995. "Banker judgement versus formal forecasting models: The case of country risk assessment," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 281-297, May.
    2. Kern, Markus & Rudolph, Bernd, 2001. "Comparative analysis of alternative credit risk models: An application on German middle market loan portfolios," CFS Working Paper Series 2001/03, Center for Financial Studies (CFS).
    3. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
    4. Demir, Firat, 2006. "Volatility of short term capital flows and socio-political instability in Argentina, Mexico and Turkey," MPRA Paper 1943, University Library of Munich, Germany.
    5. Claudia M. Buch, 2000. "Capital Market Integration in Euroland: The Role of Banks," German Economic Review, Verein für Socialpolitik, vol. 1(4), pages 443-464, November.
    6. Huizinga, Harry, 1996. "The incidence of interest withholding taxes: Evidence from the LDC loan market," Journal of Public Economics, Elsevier, vol. 59(3), pages 435-451, March.
    7. Peter Nunnenkamp & Hartmut Picht, 1989. "Willful default by developing countries in the 1980s: A cross-country analysis of major determinants," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(4), pages 681-702, December.
    8. Edwards, Sebastian, 1986. "The pricing of bonds and bank loans in international markets : An empirical analysis of developing countries' foreign borrowing," European Economic Review, Elsevier, vol. 30(3), pages 565-589, June.
    9. repec:zbw:bofrdp:1993_001 is not listed on IDEAS
    10. Khaled Amira, 2004. "Determinants of Sovereign Eurobonds Yield Spread," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5‐6), pages 795-821, June.
    11. Sule Özler, 1989. "Commercial Bank Lending To Developing Countries: The Expansion Of The Market," Contemporary Economic Policy, Western Economic Association International, vol. 7(3), pages 1-10, July.
    12. Clark, Ephraim & Kassimatis, Konstantinos, 2004. "Country financial risk and stock market performance: the case of Latin America," Journal of Economics and Business, Elsevier, vol. 56(1), pages 21-41.
    13. Lang, Joachim & Madlener, Reinhard, 2010. "Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining," FCN Working Papers 11/2010, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
    14. Unni, Arjun C. & Ongsakul, Weerakorn & Madhu M., Nimal, 2020. "Fuzzy-based novel risk and reward definition applied for optimal generation-mix estimation," Renewable Energy, Elsevier, vol. 148(C), pages 665-673.
    15. Edward I. Altman, 1996. "Corporate Bond and Commercial Loan Portfolio Analysis," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-6, New York University, Leonard N. Stern School of Business-.
    16. Drew Dahl & Andrew Logan, 2005. "The exposure of international bank loans to third-country risk: an empirical analysis of overdue claims," Bank of England working papers 247, Bank of England.
    17. Niepmann, Friederike, 2015. "Banking across borders," Journal of International Economics, Elsevier, vol. 96(2), pages 244-265.
    18. Edward I. Altman & Herbert Rijken, 2013. "Toward A Bottom-Up Approach To Assessing Sovereign Default Risk: An Update," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 2, pages 41-64, World Scientific Publishing Co. Pte. Ltd..
    19. Rivoli, Pietra & Brewer, Thomas L., 1997. "Political instability and country risk," Global Finance Journal, Elsevier, vol. 8(2), pages 309-321.
    20. Dreher, Axel & Voigt, Stefan, 2011. "Does membership in international organizations increase governments' credibility? Testing the effects of delegating powers," Journal of Comparative Economics, Elsevier, vol. 39(3), pages 326-348, September.
    21. Justin A. Sirignano & Gerry Tsoukalas & Kay Giesecke, 2016. "Large-Scale Loan Portfolio Selection," Operations Research, INFORMS, vol. 64(6), pages 1239-1255, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:cauman:153. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/ibkiede.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.