Estimating the Likelihood of Mexican Default from the...

Journal of Financial and Quantitative Analysis 1996 / 03 Vol. 31; Iss. 1

Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds

Stijn Claessens and George Pennacchi
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Volume:
31
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331389
Date:
March, 1996
File:
PDF, 2.32 MB
english, 1996
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