Browsing Volumen 27 Número 53 - 54 (2004) by Author "Camargo, Mayko"
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Country Risk: An Empirical Approach to Estirnate the Probability of Default in Emergent markets'
Camargo, Gonzalo; Camargo, Mayko (Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2004)In this paper we have suggested a new methodology to estimate the probability of defaultof a country as a function of other macroeconomics variables. Such methodologyis based in the valuation of the prices in the secondary ...