Fiscal uncertainty and sovereign credit risk

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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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Bibliographic Details
Main Author:	Hantzsche, Arno
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2018
Subjects:	uncertainty fiscal policy sovereign credit ratings event study ordered outcome estimation
Online Access:	https://eprints.nottingham.ac.uk/49976/

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