Limiting risk premia in EMEs: The role of FX reserves

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 196
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Low debt and inflation, and higher growth reduce default risk. FX reserves do not matter for risk whenever CDS spreads are below the median. But higher FX buffers clearly reduce risk at the higher end of the sovereign risk spectrum.

Technical Details

RePEc Handle
repec:eee:ecolet:v:196:y:2020:i:c:s016517652030344x
Journal Field
General
Author Count
1
Added to Database
2026-01-25