In Search of Distress Risk in Emerging Markets
收藏NBER2020-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w27213
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资源简介：
This paper employs a novel multi-country dataset of corporate defaults to develop a model of distress risk specific to emerging markets. The data suggest that global financial variables such as US interest rates and shifts in global liquidity and risk aversion have significant predictive power for
提供机构：
美国国家经济研究局
创建时间：
2020-05-01
