Geopolitical Risk and Emerging Markets Sovereign Risk Premia
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Abstract
Suggested Citation
DOI: 10.32468/be.1282
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Keywords
Sovereign risk; credit default swaps; EMBI; emerging markets; geopolitical risk; local projection; riesgo soberano; swaps de incumplimiento crediticio; EMBI; mercados emergentes; riesgo geopolítico; proyecciones locales.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2024-10-14 (Confederation of Independent States)
- NEP-IPR-2024-10-14 (Intellectual Property Rights)
- NEP-MAC-2024-10-14 (Macroeconomics)
- NEP-RMG-2024-10-14 (Risk Management)
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