Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors

被引：8

作者：

Fong, Tom Pak Wing ^{[1
]}

Li, Ka-Fai ^{[1
]}

Fu, John ^{[1
]}

机构：

[1] Hong Kong Monetary Author, Res Dept, Hong Kong, Hong Kong, Peoples R China

来源：

EMERGING MARKETS REVIEW | 2018年 / 34卷

关键词：

CREDIT RISK; FINANCIAL INSTITUTIONS; CDS SPREADS; MARKET; DEFAULT; FUNDAMENTALS; DEBT;

D O I：

10.1016/j.ememar.2017.11.002

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：98 / 110

页数：13

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