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Keywords: Sovereign risk
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Journal Articles
Qualitative Research in Financial Markets (2014) 6 (2): 157–172.
Published: 29 July 2014
...Eva-Maria Kalteier; Stephan Molt; Tristan Nguyen; Peter N. Posch Purpose – The purpose of this paper is to introduce a methodology to evaluate sovereign risk. Hereby, a value-based approach using different market measures is introduced. Design/methodology/approach – This study’s approach...

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