Sovereign default risk and commodity prices
Autor(a) principal: | |
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Data de Publicação: | 2017 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/18302 |
Resumo: | Country risk is known to be an important driver of emerging economies business cycles. Existing studies of macroeconomics effects of commodities prices on emerging economies' country risk assume an exogenous negative relation between these two variables. This work presents a model to explain endogenously this relation built upon the sovereign debt literature deriving from Arellano (2008). Our framework is then used to assess quantitatively the importance of the country risk effect of commodity prices on output volatility. We find that although this effect is negligible for economies with a high share of commodities on GDP but low indebtedness, the effect is important in indebted economies with a lower share of commodities in GDP. |
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Lazzaro, João Guilherme SantosEscolas::EESPShousha, SamerTeles, Vladimir KuhlGuimarães, Bernardo de Vasconcellos2017-06-05T20:35:34Z2017-06-05T20:35:34Z2017-05-12LAZZARO, João Guilherme Santos. Sovereign default risk and commodity prices. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2017.http://hdl.handle.net/10438/18302Country risk is known to be an important driver of emerging economies business cycles. Existing studies of macroeconomics effects of commodities prices on emerging economies' country risk assume an exogenous negative relation between these two variables. This work presents a model to explain endogenously this relation built upon the sovereign debt literature deriving from Arellano (2008). Our framework is then used to assess quantitatively the importance of the country risk effect of commodity prices on output volatility. We find that although this effect is negligible for economies with a high share of commodities on GDP but low indebtedness, the effect is important in indebted economies with a lower share of commodities in GDP.O risco país é conhecido por ser um motor importante dos ciclos econômicos das economias emergentes. Os estudos existentes sobre os efeitos macroeconômicos dos preços das commodities sobre o risco país das economias emergentes assumem uma relação negativa exógena entre essas duas variáveis. Este trabalho apresenta um modelo para explicar endogenamente esta relação baseado na literatura de dívida soberana derivada de Arellano (2008). Este arcabouço é então utilizado para avaliar quantitativamente a importância efeito do risco país dos preços de commodities sobre a volatilidade do produto. Descobre-se que, embora este efeito seja insignificante para economias com uma alta proporção de commodities em relação ao PIB e baixo endividamento, o efeito é importante em economias endividadas com menor participação de commodities no PIB.engCountry riskSovereign defaultBusiness cyclesCommodities pricesRisco-paísCalote soberanoPreços de commoditiesCiclos de negóciosEconomiaPaíses de risco (Economia)Ciclos econômicosMercado financeiro - PrevisãoMercado futuro de mercadoriasSovereign default risk and commodity pricesinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTEXTDissertacao_ABNT.pdf.txtDissertacao_ABNT.pdf.txtExtracted 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dc.title.eng.fl_str_mv |
Sovereign default risk and commodity prices |
title |
Sovereign default risk and commodity prices |
spellingShingle |
Sovereign default risk and commodity prices Lazzaro, João Guilherme Santos Country risk Sovereign default Business cycles Commodities prices Risco-país Calote soberano Preços de commodities Ciclos de negócios Economia Países de risco (Economia) Ciclos econômicos Mercado financeiro - Previsão Mercado futuro de mercadorias |
title_short |
Sovereign default risk and commodity prices |
title_full |
Sovereign default risk and commodity prices |
title_fullStr |
Sovereign default risk and commodity prices |
title_full_unstemmed |
Sovereign default risk and commodity prices |
title_sort |
Sovereign default risk and commodity prices |
author |
Lazzaro, João Guilherme Santos |
author_facet |
Lazzaro, João Guilherme Santos |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.member.none.fl_str_mv |
Shousha, Samer Teles, Vladimir Kuhl |
dc.contributor.author.fl_str_mv |
Lazzaro, João Guilherme Santos |
dc.contributor.advisor1.fl_str_mv |
Guimarães, Bernardo de Vasconcellos |
contributor_str_mv |
Guimarães, Bernardo de Vasconcellos |
dc.subject.eng.fl_str_mv |
Country risk Sovereign default Business cycles Commodities prices |
topic |
Country risk Sovereign default Business cycles Commodities prices Risco-país Calote soberano Preços de commodities Ciclos de negócios Economia Países de risco (Economia) Ciclos econômicos Mercado financeiro - Previsão Mercado futuro de mercadorias |
dc.subject.por.fl_str_mv |
Risco-país Calote soberano Preços de commodities Ciclos de negócios |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Países de risco (Economia) Ciclos econômicos Mercado financeiro - Previsão Mercado futuro de mercadorias |
description |
Country risk is known to be an important driver of emerging economies business cycles. Existing studies of macroeconomics effects of commodities prices on emerging economies' country risk assume an exogenous negative relation between these two variables. This work presents a model to explain endogenously this relation built upon the sovereign debt literature deriving from Arellano (2008). Our framework is then used to assess quantitatively the importance of the country risk effect of commodity prices on output volatility. We find that although this effect is negligible for economies with a high share of commodities on GDP but low indebtedness, the effect is important in indebted economies with a lower share of commodities in GDP. |
publishDate |
2017 |
dc.date.accessioned.fl_str_mv |
2017-06-05T20:35:34Z |
dc.date.available.fl_str_mv |
2017-06-05T20:35:34Z |
dc.date.issued.fl_str_mv |
2017-05-12 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
LAZZARO, João Guilherme Santos. Sovereign default risk and commodity prices. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2017. |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/18302 |
identifier_str_mv |
LAZZARO, João Guilherme Santos. Sovereign default risk and commodity prices. Dissertação (Mestrado em Economia de Empresas) - FGV - Fundação Getúlio Vargas, São Paulo, 2017. |
url |
http://hdl.handle.net/10438/18302 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
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