What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements

Author:

Diaz Weigel Diana,Gemmill Gordon

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference47 articles.

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4. Bharath, S., Shumway, T., 2004. Forecasting default with the KMV-Merton model. Working paper, University of Michigan.

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