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010   $a1-4527-7435-8
010   $a1-283-51638-1
010   $a9786613828835
010   $a1-4519-0982-9
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035   $a(EBL)3014517
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100   $a20060622d2006      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aCurrency mismatches and corporate default risk$b[electronic resource] $emodeling, measurement, and surveillance applications /$fprepared by Jorge A. Chan-Lau and Andre O. Santos
210   $a[Washington, D.C.] $cInternational Monetary Fund, Research Dept.$dc2006
215   $a1 online resource (32 p.)
225 1 $aIMF working paper ;$vWP/06/269
300   $a"December 2006."
311   $a1-4518-6529-5 
320   $aIncludes bibliographical references.
327   $a""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES""
410  0$aIMF working paper ;$vWP/06/269.
606   $aCorporations$xFinance
606   $aDefault (Finance)
608   $aElectronic books.
615  0$aCorporations$xFinance.
615  0$aDefault (Finance)
700   $aChan-Lau$b Jorge A$0857600
701   $aSantos$b Andre O$0857601
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464346603321
996   $aCurrency mismatches and corporate default risk$91915012
997   $aUNINA