Now showing items 1-2 of 2

    • Monetary policy and country risk 

      Teles, Vladimir Kuhl; Andrade, Joaquim Pinto de (2010-06-29)
      This article develops an econometric model in order to study country risk behavior for six emerging economies (Argentina, Mexico, Russia, Thailand, Korea and Indonesia), by expanding the Country Beta Risk Model of Harvey ...
    • Sovereign default risk and commodity prices 

      Lazzaro, João Guilherme Santos (2017-05-12)
      Country risk is known to be an important driver of emerging economies business cycles. Existing studies of macroeconomics effects of commodities prices on emerging economies' country risk assume an exogenous negative ...