Default Risk Premium and Aggregate Fluctuations in a Small Open Economy
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More about this item
Keywords
default risk premium; dynamic stochastic general equilibrium; aggregate fluctuations;All these keywords.
JEL classification:
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- H39 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2011-11-28 (Dynamic General Equilibrium)
- NEP-OPM-2011-11-28 (Open Economy Macroeconomics)
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