Is it possible to predict sovereign debt default/crises? - A study to identify leading economic indicators while developing an empirical model to predict Sovereign Debt Default

There are economic and social costs attached to a country experiencing debt default. As the global economy is integrated, the presence of default in one country can lead to a default in another country with which it has economic and trade associations. This risk of contagion along with adverse econo...

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Bibliographic Details
Main Author: Aneja, Vandit
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2011
Online Access:https://eprints.nottingham.ac.uk/24848/