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TIME‐VARYING VOLATILITY, DEFAULT, AND THE SOVEREIGN RISK PREMIUM - MaRDI portal

TIME‐VARYING VOLATILITY, DEFAULT, AND THE SOVEREIGN RISK PREMIUM (Q5224963)

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scientific article; zbMATH DE number 7085204
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TIME‐VARYING VOLATILITY, DEFAULT, AND THE SOVEREIGN RISK PREMIUM
scientific article; zbMATH DE number 7085204

    Statements

    title
    TIME‐VARYING VOLATILITY, DEFAULT, AND THE SOVEREIGN RISK PREMIUM (English)
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    author
    Hernán D. Seoane
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    publication date
    25 July 2019
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    zbMATH Keywords
    sovereign risk premium
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    volatility changes
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    strategic default models
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    Identifiers

    zbMATH DE Number
    7085204
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    OpenAlex ID
    W2188069119
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    Wikidata QID
    Q129311446
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    DOI
    10.1111/IERE.12353
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