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 |
|---|---|---|---|
| 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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