Time-varying volatility, default, and the sovereign risk premium (Q5224963)
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scientific article; zbMATH DE number 7085204
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-varying volatility, default, and the sovereign risk premium |
scientific article; zbMATH DE number 7085204 |
Statements
TIME‐VARYING VOLATILITY, DEFAULT, AND THE SOVEREIGN RISK PREMIUM (English)
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25 July 2019
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sovereign risk premium
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volatility changes
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strategic default models
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0.7346459627151489
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0.7262921929359436
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0.7248498201370239
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0.7158836126327515
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0.7040688991546631
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