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Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Autore Santos Andre
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (32 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Corporations - Finance
Default (Finance)
Exports and Imports
Finance: General
Financial Risk Management
Foreign Exchange
Money and Monetary Policy
International Financial Markets
General Financial Markets: Government Policy and Regulation
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
International Lending and Debt Problems
Finance
Monetary economics
International economics
Currency
Foreign exchange
Asset valuation
Currency mismatches
Currencies
Debt default
Exchange rates
Asset-liability management
Financial risk management
Money
Debts, External
ISBN 1-4623-4273-6
1-4527-7435-8
1-283-51638-1
9786613828835
1-4519-0982-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
Record Nr. UNINA-9910788698803321
Santos Andre  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Autore Santos Andre
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (32 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Corporations - Finance
Default (Finance)
Exports and Imports
Finance: General
Financial Risk Management
Foreign Exchange
Money and Monetary Policy
International Financial Markets
General Financial Markets: Government Policy and Regulation
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
International Lending and Debt Problems
Finance
Monetary economics
International economics
Currency
Foreign exchange
Asset valuation
Currency mismatches
Currencies
Debt default
Exchange rates
Asset-liability management
Financial risk management
Money
Debts, External
ISBN 1-4623-4273-6
1-4527-7435-8
1-283-51638-1
9786613828835
1-4519-0982-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
Record Nr. UNINA-9910826870503321
Santos Andre  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui