Fiscal uncertainty and sovereign credit risk
This doctoral thesis studies sovereign credit risk during periods of uncertainty about the state of a government's fiscal position. A new measure of fiscal uncertainty is introduced, based on the disagreement in official forecasts of the public budget deficit, and forecast revisions to approxim...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2018
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| Online Access: | https://eprints.nottingham.ac.uk/49976/ |