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Debt Crisis Determinants: Early Warn...

Tufts University., Economics.

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Debt Crisis Determinants: Early Warning Indicators for Emerging Markets.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Debt Crisis Determinants: Early Warning Indicators for Emerging Markets./
作者:	Kamra, Kunal.
面頁冊數:	87 p.
附註:	Source: Masters Abstracts International, Volume: 51-06.
Contained By:	Masters Abstracts International51-06(E).
標題:	Economics, Finance. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1538612
ISBN:	9781303120404

Debt Crisis Determinants: Early Warning Indicators for Emerging Markets.
Kamra, Kunal.

Debt Crisis Determinants: Early Warning Indicators for Emerging Markets. - 87 p.

Source: Masters Abstracts International, Volume: 51-06.

Thesis (M.S.)--Tufts University, 2013.

Using a panel of 37 emerging market countries for the period 1990--2010, this paper employs a variety of econometric techniques to assess the role of political risk, macroeconomic fundamentals, and financial development in how it may predict the occurrence of a debt crisis. To identify early warning determinants, the paper uses a conventional Logit and a Parametric Proportional Hazards regression along with Bayesian model averaging to account for model uncertainty. Results suggest that crisis is largely explained by economic variables, which include external debt ratios measuring solvency and debt sustainability, measures of illiquidity or refinancing risk, measures of external imbalance and debt-servicing pressures along with controls for GDP. In addition, risks to the incumbent government from the outside world or internal military, which may affect investors' confidence, are also significant predictors. Lastly, results highlight that financial systems with more efficient and healthier commercial banks are better equipped to channel savings to investors and are thus less likely to enter a debt crisis.

ISBN: 9781303120404Subjects--Topical Terms:

626650
Economics, Finance.

Debt Crisis Determinants: Early Warning Indicators for Emerging Markets.
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502 $a Thesis (M.S.)--Tufts University, 2013.
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