Browsing FGV EESP - Textos para Discussão / Working Paper Series by Title "US real interest rates and default risk in emerging economies"

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    • US real interest rates and default risk in emerging economies 

      Foley-Fisher, Nathan; Guimarães, Bernardo de Vasconcellos
      2012-09-12
      This paper empirically investigates the impact of changes in US real interest rates on sovereign default risk in emerging economies using the method of identification through heteroskedasticity. Policy-induced increases ...