The role of macroeconomic variables in sovereign risk

Emerging Markets Review

Volumn 11, Issue 3, 2010, Pages 229-249

  Matsumura, Marco S ^a   Vicente, José Valentim Machado ^b  

^a INSTITUTO DE PESQUISA ECONÔMICA APLICADA   (Brazil)

^b BANCO CENTRAL DO BRASIL   (Brazil)

Author keywords

Affine term structure models; Credit risk; Emerging markets; Macro finance

Indexed keywords

EID: 77955086300     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2010.04.002     Document Type: Article

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