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September 02, 2014
 

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Subject/Keyword: Contigent claims approach

 
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1. Title: The Contingent Claims Approach to Corporate Vulnerability Analysis: Estimating Default Risk and Economy-wide Risk Transfer
  Author/Editor: Gapen, Michael T. ; Gray, Dale F. ; Xiao, Yingbin ; Lim, Cheng Hoon
  Series: Working Paper No. 04/121
  Published: July 01, 2004
  Subject(s): Credit | Brazil | Thailand | Risk premium | Financial sector | Public sector | Economic models
  Author's Keyword(s): Contigent claims approach | Corporate sector vulnerability | Credit risk
 

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