Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5061754 | Economics Letters | 2008 | 4 Pages |
Abstract
The interrelation between currency and debt crises is considered in a model relying on option pricing theory. By capturing uncertainty and time aspects in this stochastic and dynamic framework we analyze parameters that determine the probabilities and dependencies of these crises.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Dominik Maltritz,