ID | 313906 |
Title Proper | Market-based estimation of default probabilities and its application to financial market surveillance |
Language | ENG |
Author | Chan-Lau, Jorge A. |
`In' analytical Note | In Eichengreen, Barry, Mody (Ashoka) & Tamirisa, Natalia: Sudden stops and IMF-supported programs. 2006. 51p;--(IMFWP/06/101) |
Journal Source | In Eichengreen, Barry, Mody (Ashoka) & Tamirisa, Natalia: Sudden stops and IMF-supported programs. 2006. 51p;--(IMFWP/06/101)
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Classification Number | IMF |
Key Words | Default probability ; Systemic risk ; Security prices ; Financial surveillance |