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Comparison of sovereign risk and its determinants

This paper aims to measure, compare and model Sovereign Risk. The risk position of South Africa compared to Emerging Markets as well as in comparison to Developed Markets is considered. Particular interest is taken in how the South African Sovereign Risk environment, and its associated determinants, differs and conforms to that of other Emerging Markets. This effectively highlights how the South African economy is similar to the Emerging Markets and where it behaves differently. Regression, optimisation techniques, dimension reduction techniques as well as Machine Learning techniques, through the use of sentiment analysis, is utilised in this research.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/31119
Date14 February 2020
CreatorsSmith, Anri
ContributorsBarr, Graham
PublisherFaculty of Science, Department of Statistical Sciences
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeMaster Thesis, Masters, MSc
Formatapplication/pdf

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