Serrano-Monge, Esteban - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-16
For three countries of similar economic characteristics, I ratify previous studies of the impact of fundamental macroeconomic and foreign exchange variables influencing country risk, as captured by the Emerging Market Bond Index (EMBI). I contribute to existing research, first by calculating a...