Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121451302> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W3121451302 abstract "This article studies sovereign credit spreads using a contingent claims model and a balance sheet representation of the sovereign economy. Analytical formulae for domestic and external debt values as well as for the financial guarantee are derived in a framework where recovery rate is endogenously determined as the solution of a strategic bargaining game. The approach allows to relate sovereign credit spreads to observable macroeconomic factors, and in particular accounts for contagion effects through the corporate and banking sectors. Pricing performance as well as predictions about credit spread determinants are successfully tested on the Brazilian economy." @default.
- W3121451302 created "2021-02-01" @default.
- W3121451302 creator A5010610976 @default.
- W3121451302 creator A5022837316 @default.
- W3121451302 creator A5080719703 @default.
- W3121451302 date "2011-01-01" @default.
- W3121451302 modified "2023-09-27" @default.
- W3121451302 title "A Structural Balance Sheet Model of Sovereign Credit Risk" @default.
- W3121451302 hasPublicationYear "2011" @default.
- W3121451302 type Work @default.
- W3121451302 sameAs 3121451302 @default.
- W3121451302 citedByCount "0" @default.
- W3121451302 crossrefType "posted-content" @default.
- W3121451302 hasAuthorship W3121451302A5010610976 @default.
- W3121451302 hasAuthorship W3121451302A5022837316 @default.
- W3121451302 hasAuthorship W3121451302A5080719703 @default.
- W3121451302 hasConcept C10138342 @default.
- W3121451302 hasConcept C120527767 @default.
- W3121451302 hasConcept C139719470 @default.
- W3121451302 hasConcept C162324750 @default.
- W3121451302 hasConcept C168031717 @default.
- W3121451302 hasConcept C17744445 @default.
- W3121451302 hasConcept C178350159 @default.
- W3121451302 hasConcept C183206440 @default.
- W3121451302 hasConcept C186229450 @default.
- W3121451302 hasConcept C199539241 @default.
- W3121451302 hasConcept C2776359362 @default.
- W3121451302 hasConcept C2777174672 @default.
- W3121451302 hasConcept C2994482091 @default.
- W3121451302 hasConcept C30589699 @default.
- W3121451302 hasConcept C556758197 @default.
- W3121451302 hasConcept C71924100 @default.
- W3121451302 hasConcept C73283319 @default.
- W3121451302 hasConcept C94625758 @default.
- W3121451302 hasConcept C99508421 @default.
- W3121451302 hasConceptScore W3121451302C10138342 @default.
- W3121451302 hasConceptScore W3121451302C120527767 @default.
- W3121451302 hasConceptScore W3121451302C139719470 @default.
- W3121451302 hasConceptScore W3121451302C162324750 @default.
- W3121451302 hasConceptScore W3121451302C168031717 @default.
- W3121451302 hasConceptScore W3121451302C17744445 @default.
- W3121451302 hasConceptScore W3121451302C178350159 @default.
- W3121451302 hasConceptScore W3121451302C183206440 @default.
- W3121451302 hasConceptScore W3121451302C186229450 @default.
- W3121451302 hasConceptScore W3121451302C199539241 @default.
- W3121451302 hasConceptScore W3121451302C2776359362 @default.
- W3121451302 hasConceptScore W3121451302C2777174672 @default.
- W3121451302 hasConceptScore W3121451302C2994482091 @default.
- W3121451302 hasConceptScore W3121451302C30589699 @default.
- W3121451302 hasConceptScore W3121451302C556758197 @default.
- W3121451302 hasConceptScore W3121451302C71924100 @default.
- W3121451302 hasConceptScore W3121451302C73283319 @default.
- W3121451302 hasConceptScore W3121451302C94625758 @default.
- W3121451302 hasConceptScore W3121451302C99508421 @default.
- W3121451302 hasLocation W31214513021 @default.
- W3121451302 hasOpenAccess W3121451302 @default.
- W3121451302 hasPrimaryLocation W31214513021 @default.
- W3121451302 hasRelatedWork W1487696356 @default.
- W3121451302 hasRelatedWork W1588373939 @default.
- W3121451302 hasRelatedWork W1598034231 @default.
- W3121451302 hasRelatedWork W1605965231 @default.
- W3121451302 hasRelatedWork W2103584246 @default.
- W3121451302 hasRelatedWork W2162104945 @default.
- W3121451302 hasRelatedWork W2267481606 @default.
- W3121451302 hasRelatedWork W254677358 @default.
- W3121451302 hasRelatedWork W2739376088 @default.
- W3121451302 hasRelatedWork W2992816512 @default.
- W3121451302 hasRelatedWork W3022101161 @default.
- W3121451302 hasRelatedWork W3022242814 @default.
- W3121451302 hasRelatedWork W3121365692 @default.
- W3121451302 hasRelatedWork W3121590898 @default.
- W3121451302 hasRelatedWork W3121601268 @default.
- W3121451302 hasRelatedWork W3121687769 @default.
- W3121451302 hasRelatedWork W3123245516 @default.
- W3121451302 hasRelatedWork W3125852885 @default.
- W3121451302 hasRelatedWork W312976193 @default.
- W3121451302 hasRelatedWork W2187173156 @default.
- W3121451302 isParatext "false" @default.
- W3121451302 isRetracted "false" @default.
- W3121451302 magId "3121451302" @default.
- W3121451302 workType "article" @default.