Global factors and the pricing of sovereign risk

Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2019 === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 21-22). === I study the effects of US Macroeconomic surprises on the pricing of sovereign risk of sixt...

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Bibliographic Details
Main Author: Elias, Leonardo Ariel.
Other Authors: Adrien Verdelhan.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2020
Subjects:
Online Access:https://hdl.handle.net/1721.1/124583