Min Zhang

Independent

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Scholarly Papers (1)

1.

The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe

Posted: 01 Jul 2013
Independent, Independent, University of Waterloo - School of Accounting and Finance and Nanjing University

Abstract:

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Sovereign credit risk, financial crisis, Credit Default Swaps data, Asia, Europe, commonality, local and global, factors, principal component analysis, pricing model, maximum likelihood