Mapping of sovereign risks in small island economies: An application of contingent claim approach to fiji-Reference-Cited by-同舟云学术

Mapping of sovereign risks in small island economies: An application of contingent claim approach to fiji

Published:2020-01-01 Issue:1 Volume:8 Page:1727158
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Jain Devendra Kumar¹^ORCID,Singh Rup²,Patel Arvind³

Affiliation:

1. Department of Finance & Accounting, Westminster International University in Tashkent, Tashkent, Uzbekistan

2. School of Economics, The University of the South Pacific, Suva, Fiji

3. School of Accounting & Finance, The University of the South Pacific, Suva, Fiji

Funder

public, commercial, or not-for-profit sectors

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2020.1727158

Reference27 articles.

1. Using Merton model for default prediction: An empirical assessment of selected alternatives

2. Bharath, S. & Shumway, T. (2004, December 17). Forecasting default with the KMV-merton model. Retrieved from www.citeseerx.ist.psu.edu:http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.139.1671&rep=rep1&type=pdf

3. In Search of Distress Risk

4. External Liabilities and Crises

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