Sovereign risk premia and global macroeconomic conditions
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DOI: 10.1016/j.jfineco.2022.07.003
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Finance Research Letters, Elsevier, vol. 57(C).
- Iader Giraldo & Carlos Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2023. "An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk," Documentos de trabajo 20789, FLAR.
- Kim, Sung Ik, 2023. "A comparative study of firm value models: Default risk of corporate bonds," Finance Research Letters, Elsevier, vol. 56(C).
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More about this item
Keywords
Sovereign bonds; Risk premium; Consumption-based asset pricing; Credit risk; Macroeconomic conditions;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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