Gapen, Michael T.
Measuring and analyzing sovereign risk with contingent claims / Michael T. Gapen, Dale F. Gray, Cheng Hoon Lim,Yingbin Xiao - Washington : International Monetary Fund (IMF) , 2005 - 49p. : ill. ; 26 cm. - IMF working paper No. 05-155 .
Includes bibliographical references and index.
Sovereignty
Contingent claims framework
Debt sustainability
Risk management
Risk
UN IMF Wp-05-155
Measuring and analyzing sovereign risk with contingent claims / Michael T. Gapen, Dale F. Gray, Cheng Hoon Lim,Yingbin Xiao - Washington : International Monetary Fund (IMF) , 2005 - 49p. : ill. ; 26 cm. - IMF working paper No. 05-155 .
Includes bibliographical references and index.
Sovereignty
Contingent claims framework
Debt sustainability
Risk management
Risk
UN IMF Wp-05-155