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Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020

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  • Luchelle Soobyah
  • Daan Steenkamp

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  • Luchelle Soobyah & Daan Steenkamp, 2020. "Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020," Occasional Bulletin of Economic Notes 10009, South African Reserve Bank.
    • Handle: RePEc:rbz:oboens:10009
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    File URL: https://www.resbank.co.za/content/dam/sarb/publications/occasional-bulletin-of-economic-notes/2020/10009/OBEN-2001-a-messure-of-south-african-risk.pdf
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    References listed on IDEAS

    as
    1. Francis A. Longstaff & Jun Pan & Lasse H. Pedersen & Kenneth J. Singleton, 2011. "How Sovereign Is Sovereign Credit Risk?," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 75-103, April.
    2. Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
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