Interest Rate Uncertainty and Sovereign Default Risk
收藏NBER2020-08-01 更新2025-01-04 收录
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https://www.nber.org/papers/w27639
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资源简介：
Empirical studies suggest that fluctuations in the level and volatility of the world interest rate affect sovereign spreads in emerging economies. We incorporate an estimated time-varying process for the world interest rate (with both level and volatility shocks) into a model of sovereign default
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美国国家经济研究局创建时间：
2020-08-01
