Credit risk spreads in local and foreign currencies

Galai, Dan.

Credit risk spreads in local and foreign currencies [electronic resource] / prepared by Dan Galai and Zvi Wiener. - [Washington D.C.] : International Monetary Fund, 2009. - 20 p. - IMF working paper ; WP/09/110 . - IMF working paper ; WP/09/110. .

Includes bibliographical references.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.


Credit--Mathematical models.
Financial risk management.


Electronic books.

HG3701 / .G35 2009eb