What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data

Preprint

1 January 2003

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.424303

Abstract

This article explores the expectations of the credit market by developing a parsimonious default swap model, which is versatile enough to disentangle default pr

Keywords

SSRN
WHAT DID THE CREDIT MARKET EXPECT OF ARGENTINA DEFAULT? EVIDENCE FROM DEFAULT SWAP DATA
FRANK XIAOLING ZHANG

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