Country risk for emerging economies : a dynamical index proposal with a case study.
Year of publication: |
2020
|
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Authors: | Mordecki, Ernesto ; Sosa Rodríguez, Andrés |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 40.2020, 2, p. 285-302
|
Subject: | country risk index | emerging markets | sovereign debt | Kalman filter | Schwellenländer | Emerging economies | Länderrisiko | Country risk | Öffentliche Schulden | Public debt | Welt | World | Zustandsraummodell | State space model | Index | Index number | Internationale Staatsschulden | International sovereign debt | Entwicklungsländer | Developing countries |
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