Bayesian Analysis of Country Risk Premia in Developing Small Open Economies
This thesis studies a model presented by Neumeyer & Perri (2005), which aims to explain the strong countercyclicality of interest rates and net exports in emerging market economies. The model accomplishes this by decomposing interest rates into an international rate and a country risk component,...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2010
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/73 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1072&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |