Modeling and forecasting international credit risk : the case of sovereign loans
This thesis investigates the relative merits of econometric modeling, statistical and judgmental techniques for predicting debt crises and assessing the risk of credit migration. The increased reliance on econometric or statistical approaches and credit rating systems in risk management has intensif...
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City University London
2004
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.412588 |