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Measuring Sovereign Risk in Turkey

Measuring Sovereign Risk in Turkey »

Source: Measuring Sovereign Risk in Turkey : An Application of the Contingent Claims Approach

Volume/Issue: 2007/233

Series: IMF Working Papers

Author(s): Christian Keller , Peter Kunzel , and Marcos Souto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

ISBN: 9781451867978

Keywords: Contingent Claims, domestic debt, exchange rate, external debt, foreign exchange, forward exchange rate,

Improved macroeconomic conditions and changes to the asset-liability structure on Turkish balance sheets since the 2001 crisis have improved Turkey's overall sovereign risk profile. Nonetheless, the country remains...

Measuring Sovereign Risk in Turkey
			: An Application of the Contingent Claims Approach

Measuring Sovereign Risk in Turkey : An Application of the Contingent Claims Approach »

Volume/Issue: 2007/233

Series: IMF Working Papers

Author(s): Christian Keller , Peter Kunzel , and Marcos Souto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

DOI: http://dx.doi.org/10.5089/9781451867978.001

ISBN: 9781451867978

Keywords: Contingent Claims, domestic debt, exchange rate, external debt, foreign exchange, forward exchange rate,

Improved macroeconomic conditions and changes to the asset-liability structure on Turkish balance sheets since the 2001 crisis have improved Turkey's overall sovereign risk profile. Nonetheless, the country remains...