Sovereign Risk and Financial Crises

This volume goes to the heart of the academic discussion on sovereign risk and financial crises by centering on: quantitative-empirical aspects, evaluating prominent approaches, and by proposing new methods. Part I of the volume identifies key factors and processes that are central in analyzing sovereign risk while Part II focuses on the determinants and effects of financial crises.

Goes into the heart of the academic discussion on financial stability, crisis and sovereign risk by centering on quantitative-empirical aspects, proposing new methods and evaluating prominent approaches Quantitative empirical approach Evaluating prominent approaches

Inhalt
I Sovereign Risk.- Country Risk Analysis: Principles, Practices and Policies.- Country Default Risk and the Determinants of Sovereign Debt Discounts.- Assessment of Sovereign Risk for South America: A Structural Approach.- Sovereign Ratings and Financial Crises.- The Impact of Sovereign Rating Changes during Emerging Market Crises.- Managing Sovereign Credit Risk with Derivatives.- II Financial Crises.- Crises and Contagion in Financial Markets.- Contagion and the Behavior of International Equity Funds.- Identifying the Role of Contagion in Currency Crises with Markov-Switching Models.- Empirical Links between Twin Crises in the 1980s and the 1990s: Were there Differences?.- The Real Impacts of Excessive Exchange Rate Volatility in Emerging Markets.- Early Warning Systems: Lessons from New Approaches.- The Credibility of Private Sector Involvement in the Resolution of Financial Crises.- Currency Boards and Financial Stability: Experiences from Argentina and Bulgaria.- Notes on Contributors.

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