We propose a new method to asses sovereign risk index in emerging markets using an approach that relies on consistent tests for stochastic dominance efficiency.
E. Agliardi, R. Agliardi, M. Pinar, T. Stengos, N. Topaloglou (2011). A stochastic dominance approach to sovereign risk. CAMPOBASSO : E. Badolati.
A stochastic dominance approach to sovereign risk
AGLIARDI, ELETTRA;AGLIARDI, ROSSELLA;
2011
Abstract
We propose a new method to asses sovereign risk index in emerging markets using an approach that relies on consistent tests for stochastic dominance efficiency.File in questo prodotto:
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