Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil (original) (raw)
Related papers
2004
Journal of Financial Stability, 2013
2004
Political and Fiscal Risk Determinants of Sovereign Spreads in Emerging Markets
Review of Development Economics, 2011
The role of macroeconomic variables in sovereign risk
Emerging Markets Review, 2010
A fiscal theory of sovereign risk
Journal of Monetary Economics, 2006
A Ratings Based Approach to Measuring Sovereign Risk
Social Science Research Network, 2007
Public Debt, Fiscal Solvency, and Macroeconomic Uncertainty in Emerging Markets
Journal of Economics and Business, 2019
Brazilian Sovereign Risk and international crises
Measuring and Analyzing Sovereign Risk with Contingent Claims
IMF Staff Papers, 2008
Unpleasant Surprises : Sovereign Default Determinants And Prospects
Policy Research Working Papers, 2010
Risk Perceptions and Fundamental Effects on Sovereign Spreads
SSRN Electronic Journal
The determinants of sovereign default: A sensitivity analysis
International Review of Economics & Finance, 2014
Is it (still) mostly fiscal? Determinants of sovereign spreads in emerging markets
2008
Risk, ambiguity and sovereign rating, International Economics and Economic Policy, 2014
International Economics and Economic Policy, 2014
Brazilian Sovereign Risk Determinants: An Analysis on the Post-Real Plan Period
Corporate Ownership and Control, 2015
2004
Macroeconomics and Sovereign Risk Ratings
Journal of International Commerce, Economics and Policy , 2012
How Costly is Sovereign Default? Evidence from Financial Markets
SSRN Electronic Journal, 2011
2010
Quantification of sovereign risk: Using the information in equity market prices
Emerging Markets Review, 2005
Job Market Paper: Sovereign Default under Model Uncertainty
Revista de economía política de Buenos Aires, 2018
Default correlation at the sovereign level: evidence from some Latin American markets
Applied Economics, 2009
Sovereign Default Risk and Sustainable Fiscal Policy
Financial stress and the probability of sovereign default
Journal of International Money and Finance, 2021
Judgmental Versus Quantitative Credit Risk Measures for Sovereigns
SSRN Electronic Journal, 2000
Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite
Journal of International Money and Finance, 2005
THE SOVEREIGN DEBT CHALLANGE: AN OVERVIEW
2011
Risk, ambiguity, and sovereign rating
International Economics and Economic Policy, 2014
Three essays on sovereign debt and financial markets
2011
Unpleasant Surprises: Determinants and Risks of Sovereign Debt
The World Bank eBooks, 2010
Emerging Markets Review, 2017
Sovereign risk assessment and agency credit ratings
European Financial Management, 1996