CEP LSE RSS Contact Us YouTube Facebook Twitter

Search by Keyword:
You searched for "identification through heteroskedasticity"

cover
CEP Discussion Paper
US Real Interest Rates and Default Risk in Emerging Economies Nathan Foley-Fisher and Bernardo Guimaraes
October 2009
Paper No' CEPDP0952:
Read Abstract | Full Paper (pdf)

JEL Classification: F34; G15


Tags: real interest rates; default; sovereign debt; identification through heteroskedasticity