Sovereign Risk Matters - Journal of International Economics

Replication files for "Sovereign Risk Matters: Endogenous Default Risk and the Time-Varying Volatility of Interest Rate Spreads", to be published in the Journal of International Economics为《主权风险（Sovereign Risk）至关重要：内生违约风险（Endogenous Default Risk）与利率利差（Interest Rate Spreads）的时变波动率（Time-Varying Volatility）》研究论文准备的复现文件，该论文即将发表于《国际经济学杂志（Journal of International Economics）》