A Rating-Based Sovereign Credit Risk Model: Theory and Evidence

A Rating-Based Sovereign Credit Risk Model : Theory and Evidence

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

Original language	English
Publication status	Published - Jan 2014

Title	2014 North American Winter Meeting of the Econometric Society, 2014 NAWM
Place	United States
City	Philadelphia
Period	3 - 5 January 2014

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Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(aef75ed0-7e2a-414b-abe7-75ee810e8a5c).html

[ RIS ] [ BibTeX ]

A Rating-Based Sovereign Credit Risk Model: Theory and Evidence. / Li, Haitao; Li, Tao ; Yang, Xuewei.
2014. Paper presented at 2014 North American Winter Meeting of the Econometric Society, 2014 NAWM, Philadelphia, Pennsylvania, United States.

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

Li, H, Li, T & Yang, X 2014, 'A Rating-Based Sovereign Credit Risk Model: Theory and Evidence', Paper presented at 2014 North American Winter Meeting of the Econometric Society, 2014 NAWM, Philadelphia, United States, 3/01/14 - 5/01/14.

Li, H., Li, T., & Yang, X. (2014). A Rating-Based Sovereign Credit Risk Model: Theory and Evidence. Paper presented at 2014 North American Winter Meeting of the Econometric Society, 2014 NAWM, Philadelphia, Pennsylvania, United States.

Li H, Li T , Yang X. A Rating-Based Sovereign Credit Risk Model: Theory and Evidence. 2014. Paper presented at 2014 North American Winter Meeting of the Econometric Society, 2014 NAWM, Philadelphia, Pennsylvania, United States.

Li, Haitao ; Li, Tao ; Yang, Xuewei. / A Rating-Based Sovereign Credit Risk Model : Theory and Evidence. Paper presented at 2014 North American Winter Meeting of the Econometric Society, 2014 NAWM, Philadelphia, Pennsylvania, United States.