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.
A stochastic dominance approach to sovereign risk / E. Agliardi; R. Agliardi; M. Pinar; T. Stengos; N. Topaloglou. - STAMPA. - (2011), pp. 7-20.
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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