Sovereign Risk and Financial Risk
收藏NBER2021-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29501
下载链接
链接失效反馈官方服务：
资源简介：
In this paper, we study the interplay between sovereign risk and global financial risk. We show that a substantial portion of the comovement among sovereign spreads is accounted for by changes in global financial risk. We construct bond-level sovereign spreads for dollar-denominated bonds issued by
提供机构：
美国国家经济研究局
创建时间：
2021-11-01
