Matches in SemOpenAlex for { <https://semopenalex.org/work/W2182887565> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2182887565 abstract "The goal of this paper is to analyze the sensibility of country risk to some determinants in the 1995/2008 period, using the case of the three most important economies in Latin America: Brazil, Mexico and Argentina. Both the country risk and the determinants series were initially considered from a quantitative point of view, before two models were developed by using econometric and statistical tools. The first model was developed using ordinary multiple linear regression techniques and then regression analysis were implemented, using Chow’s Test, Chow’s Forecasting Test, the CUSUMSQ Test (Cumulative Sum of Squares Test), and moving regressions, while for the second model we resorted to the Markov Chain Monte Carlo methodology. The results obtained with the multiple linear regression models indicate a sensibility of country risk to the suggested country risk determinants. The model also corroborated the initial hypothesis of an unstable relationship between country risk and its determinants for the Argentinean and Brazilian cases, while for Mexico no indication of such instability could be observed. The findings of the tests suggest a loss of sensibility for what concerns country risk in regard to international determinants during periods of internal crisis, when their behavior shows more responsiveness to local determinants. In a similar way, the results obtained via the moving regressions for Argentina and Brazil during international crisis scenarios showed a higher significance of external determinants during these specific periods. The proposed dynamic model, using Markov Chain Monte Carlo methodology however, did not bring any conclusive finding." @default.
- W2182887565 created "2016-06-24" @default.
- W2182887565 creator A5029876592 @default.
- W2182887565 creator A5076734155 @default.
- W2182887565 date "2012-01-01" @default.
- W2182887565 modified "2023-09-24" @default.
- W2182887565 title "3. ANALYSIS OF COUNTRY RISK DETERMINANTS FOR LATIN AMERICAN COUNTRIES IN THE" @default.
- W2182887565 hasPublicationYear "2012" @default.
- W2182887565 type Work @default.
- W2182887565 sameAs 2182887565 @default.
- W2182887565 citedByCount "0" @default.
- W2182887565 crossrefType "journal-article" @default.
- W2182887565 hasAuthorship W2182887565A5029876592 @default.
- W2182887565 hasAuthorship W2182887565A5076734155 @default.
- W2182887565 hasConcept C105795698 @default.
- W2182887565 hasConcept C111350023 @default.
- W2182887565 hasConcept C149782125 @default.
- W2182887565 hasConcept C158886217 @default.
- W2182887565 hasConcept C162324750 @default.
- W2182887565 hasConcept C17744445 @default.
- W2182887565 hasConcept C19499675 @default.
- W2182887565 hasConcept C199539241 @default.
- W2182887565 hasConcept C2777336010 @default.
- W2182887565 hasConcept C33923547 @default.
- W2182887565 hasConcept C48921125 @default.
- W2182887565 hasConcept C98763669 @default.
- W2182887565 hasConcept C99656134 @default.
- W2182887565 hasConceptScore W2182887565C105795698 @default.
- W2182887565 hasConceptScore W2182887565C111350023 @default.
- W2182887565 hasConceptScore W2182887565C149782125 @default.
- W2182887565 hasConceptScore W2182887565C158886217 @default.
- W2182887565 hasConceptScore W2182887565C162324750 @default.
- W2182887565 hasConceptScore W2182887565C17744445 @default.
- W2182887565 hasConceptScore W2182887565C19499675 @default.
- W2182887565 hasConceptScore W2182887565C199539241 @default.
- W2182887565 hasConceptScore W2182887565C2777336010 @default.
- W2182887565 hasConceptScore W2182887565C33923547 @default.
- W2182887565 hasConceptScore W2182887565C48921125 @default.
- W2182887565 hasConceptScore W2182887565C98763669 @default.
- W2182887565 hasConceptScore W2182887565C99656134 @default.
- W2182887565 hasLocation W21828875651 @default.
- W2182887565 hasOpenAccess W2182887565 @default.
- W2182887565 hasPrimaryLocation W21828875651 @default.
- W2182887565 hasRelatedWork W1569160309 @default.
- W2182887565 hasRelatedWork W1991232968 @default.
- W2182887565 hasRelatedWork W2004774179 @default.
- W2182887565 hasRelatedWork W2028752521 @default.
- W2182887565 hasRelatedWork W2036045196 @default.
- W2182887565 hasRelatedWork W2588547155 @default.
- W2182887565 hasRelatedWork W2730430657 @default.
- W2182887565 hasRelatedWork W2904615406 @default.
- W2182887565 hasRelatedWork W3097931406 @default.
- W2182887565 hasRelatedWork W3121539710 @default.
- W2182887565 hasRelatedWork W3122088690 @default.
- W2182887565 hasRelatedWork W3122700401 @default.
- W2182887565 hasRelatedWork W3122744266 @default.
- W2182887565 hasRelatedWork W3125661438 @default.
- W2182887565 hasRelatedWork W3146089327 @default.
- W2182887565 hasRelatedWork W3170228394 @default.
- W2182887565 hasRelatedWork W41050612 @default.
- W2182887565 hasRelatedWork W2185276665 @default.
- W2182887565 hasRelatedWork W2187222603 @default.
- W2182887565 hasRelatedWork W2955926757 @default.
- W2182887565 isParatext "false" @default.
- W2182887565 isRetracted "false" @default.
- W2182887565 magId "2182887565" @default.
- W2182887565 workType "article" @default.