Browsing FGV EPGE - Seminários de Pesquisa Econômica by Title "A risk management approach to emerging market's sovereign debt sustainability with an application to Brazilian data"

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A risk management approach to emerging market's sovereign debt sustainability with an application to Brazilian data

Garcia, Márcio Gomes Pinto
2004-05-27

In this paper we study the question of debt sustainability from a risk management perspective. The debt accumulation equation for any country involves variables that are stochastic and closely intertwined. When these aspects ...