مرکز منطقه ای اطلاع رساني علوم و فناوري - What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements

Title of article :

What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements

Author/Authors :

Diana Diaz Weigel، نويسنده , , Gordon Gemmill، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

476

To page :

502

Keywords :

Contagion , Structural model , credit risk , Emerging markets , Distance-to-default , Brady bond

Journal title :

Journal of International Money and Finance

Serial Year :

2006

Journal title :

Journal of International Money and Finance

Record number :

191524

Link To Document :