Credit Exposure & Sovereign Risk Analysis: The Case of South America

Sotiris K. Staikouras Elena Kalotychou ()
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Sotiris K. Staikouras Elena Kalotychou: Cass Business School, London

Frontiers in Finance and Economics, 2004, vol. 1, issue 1, 46-56

Keywords: Financial crises; sovereign default; logit modelling; forecasting credit risk (search for similar items in EconPapers)
JEL-codes: F34 G15 G21 (search for similar items in EconPapers)
Date: 2004
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