The sources of sovereign risk: a calibration based on Lévy stochastic processes
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DOI: 10.1016/j.jinteco.2019.02.003
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Cited by:
- Perazzi, Elena, 2020.
"Sovereign Bailouts and Moral Hazard with Strategic Default,"
MPRA Paper
101949, University Library of Munich, Germany.
- Perazzi, Elena, 2020. "Sovereign Bailouts and Moral Hazard with Strategic Default," MPRA Paper 108004, University Library of Munich, Germany, revised 26 May 2021.
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More about this item
Keywords
Sovereign debt; Default;JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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