Anticipating credit events using credit default swaps, with an application to sovereign debt crises
By: Jorge A. Chan-Lau.
Contributors: International Monetary Fund. International Capital Markets Dept.
Series: IMF working paper -- WP/03/106
Publisher: International Monetary Fund, International Capital Markets Department
Published: 2003
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 19
Subjects: Credit derivatives -- Econometric models.; Debts, Public -- Econometric models.; Default (Finance) -- Econometric models.; Swaps (Finance) -- Econometric models.; Risk -- Econometric models.
Genres: Econometric models.
Notes: Cover title.

"May 2003"--P. [1].

Includes bibliographical references (p. 26).

Also available on the World Wide Web.