Quantitative Sovereign Default Models and the European Debt Crisis
Luigi Bocola,
Gideon Bornstein and
Alessandro Dovis
A chapter in NBER International Seminar on Macroeconomics 2018, 2018, pp 20-30 from National Bureau of Economic Research, Inc
JEL-codes: F34 H63 (search for similar items in EconPapers)
Date: 2018
References: Add references at CitEc
Citations:
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
Journal Article: Quantitative sovereign default models and the European debt crisis (2019) 
Working Paper: Quantitative Sovereign Default Models and the European Debt Crisis (2018) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:nbr:nberch:14113
Ordering information: This item can be ordered from
http://www.nber.org/chapters/c14113
Access Statistics for this chapter
More chapters in NBER Chapters from National Bureau of Economic Research, Inc National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by ().