A model of asset pricing under country risk
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- Andrade, Sandro C. & Kohlscheen, Emanuel, 2010.
"Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002,"
Economic Research Papers
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- Jens Hilscher & Yves Nosbusch, 2010.
"Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt,"
Review of Finance, European Finance Association, vol. 14(2), pages 235-262.
- Jens Hilscher & Yves Nosbusch, 2007. "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Money Macro and Finance (MMF) Research Group Conference 2006 114, Money Macro and Finance Research Group, revised 24 Apr 2007.
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- Andrade, Sandro C. & Ekponon, Adelphe & Jeanneret, Alexandre, 2023. "Sovereign risk premia and global macroeconomic conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 172-197.
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Keywords
Sovereign spread Asset pricing Emerging market discount;Statistics
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