Panel multi-predictor test procedures with an application to emerging market sovereign risk
Joakim Westerlund, Kannan Thuraisamy
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Westerlund, Joakim ; Thuraisamy, Kannan Sivananthan |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 28.2016, p. 44-60
|
| Subject: | Panel data | Predictive regression | Multiple predictors | Sovereign credit risk | Credit default swap | Kreditrisiko | Credit risk | Panel | Panel study | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Welt | World | Öffentliche Anleihe | Public bond | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2016.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670975