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Record Nr. |
UNINA9910464346603321 |
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Autore |
Chan-Lau Jorge A |
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Titolo |
Currency mismatches and corporate default risk [[electronic resource] ] : modeling, measurement, and surveillance applications / / prepared by Jorge A. Chan-Lau and Andre O. Santos |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, Research Dept., c2006 |
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ISBN |
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1-4623-4273-6 |
1-4527-7435-8 |
1-283-51638-1 |
9786613828835 |
1-4519-0982-9 |
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Descrizione fisica |
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1 online resource (32 p.) |
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Collana |
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IMF working paper ; ; WP/06/269 |
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Altri autori (Persone) |
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Soggetti |
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Corporations - Finance |
Default (Finance) |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES"" |
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