Similarity evidence between the country risk and the idiosyncratic risk: An empirical study of the Brazilian case
Purpose - This paper estimates the idiosyncratic risk (IDR) time series in the Brazilian economy and verifies its interaction with the Brazilian country risk indicators, measured by the EMBI+ (the Emerging Markets Bond Index). Methods - This paper estimates various regression models to capture the...
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| Format: | Article |
| Language: | English |
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Universitas Islam Indonesia
2021-04-01
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| Series: | Economic Journal of Emerging Markets |
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| Online Access: | http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/18276 |