*The authors are indebted to Jennie Bai, Joe di Censo, Marco Naldi, and Jari Stehn, for discussions and comments, as well as Daniel Leigh for preliminary estimations of the fundamental determinants of the CDS and RAS spreads. We would also like to thank the participants of the IMF FAD seminar series (Washington, December 2011). The views expressed in this paper are those of the authors and do not necessarily represent those of the IMF or IMF policy.
Pricing of Sovereign Credit Risk: Evidence from Advanced Economies during the Financial Crisis†
Article first published online: 19 SEP 2013
© 2013 John Wiley & Sons Ltd
Volume 16, Issue 2, pages 161–188, Summer 2013
How to Cite
Alper, C. E., Forni, L. and Gerard, M. (2013), Pricing of Sovereign Credit Risk: Evidence from Advanced Economies during the Financial Crisis. International Finance, 16: 161–188. doi: 10.1111/j.1468-2362.2013.12028.x
- Issue published online: 19 SEP 2013
- Article first published online: 19 SEP 2013
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!