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Currency mismatches and corporate default risk : modeling, measurement, and surveillance applications /

Currency mismatches in corporate balance sheets have been singled out as an important factor underlying the severity of recent financial crises. We propose several structural models for measuring default risk for firms with currency mismatches in their asset/liability structure. The proposed models...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Chan-Lau, Jorge A. (Autor), Santos, André (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006.
Colección:IMF working paper ; WP/06/269.
Temas:
Acceso en línea:Texto completo