Relationship between country risk volatility and indices based on unstructured information
Abstract: This work assesses whether certain indicators constructed from unstructured information published in newspapers contain useful information regarding dynamics of Argentina’s country risk volatility, estimated from a GARCH(1,1) model. The analysis covers the period 1998-2019. One s...
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| Lenguaje: | English |
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Universidad de Chile. Departamento de Economía
2021
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| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862021000200175 |
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