Frontier markets sovereign risk: New evidence from spatial econometric models
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DOI: 10.1016/j.frl.2023.104665
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More about this item
Keywords
Sovereign CDS spreads; Sovereign risk; Frontier markets; Spillover and feedback effects; Dynamic spatial panel with interactive fixed-effects;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F30 - International Economics - - International Finance - - - General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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