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Title: Quantitative Properties of Sovereign Default Models: Solution Methods Matter
Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sapriza, Horacio
Series: Working Paper No. 10/100
Date: April 01, 2010
Subject(s): Asset management | Asset prices | Bonds | Business cycles | Credit risk | Economic models | Emerging markets | External borrowing | Interest rates | Sovereign debt
Author's Keyword(s): Emerging economies | sovereign debt | default | numerical methods