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IMF Working Papers
2006
INTERNATIONAL MONETARY FUND

Currency mismatches in corporate balance sheets have been singled out as an important factor underlying the severity of recent financial crises. We propose several structural models for measuring default risk for firms with currency mismatches in their asset/liability structure. The proposed models can be adapted to different exchange rate regimes, are analytically...

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IMF Working Papers
2004
INTERNATIONAL MONETARY FUND
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IMF Working Papers
2004
INTERNATIONAL MONETARY FUND
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IMF Working Papers
2004
INTERNATIONAL MONETARY FUND
0
1
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