Comparison of sovereign risk and its determinants

 

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dc.contributor.advisor Barr, Graham
dc.contributor.author Smith, Anri
dc.date.accessioned 2020-02-14T09:21:53Z
dc.date.available 2020-02-14T09:21:53Z
dc.date.issued 2019
dc.identifier.citation Smith, A. 2019. Comparison of sovereign risk and its determinants. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/31119
dc.description.abstract 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.
dc.subject sovereign risk
dc.subject emerging markets
dc.subject developed markets
dc.subject machine learning
dc.subject sentiment analysis
dc.title Comparison of sovereign risk and its determinants
dc.type Thesis / Dissertation
dc.date.updated 2020-02-14T09:21:36Z
dc.language.rfc3066 eng
dc.publisher.faculty Faculty of Science
dc.publisher.department Department of Statistical Sciences
dc.type.qualificationlevel Masters
dc.type.qualificationname MSc


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