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Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds

Stijn Claessens; George Pennacchi

Journal of Financial and Quantitative Analysis 1996 31(1), 109

Stijn Claessens, George Pennacchi, Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds, The Journal of Financial and Quantitative Analysis, Vol. 31, No. 1 (Mar., 1996), pp. 109-126

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Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds