Comparison of sovereign risk and its determinants

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dc.contributor.advisorBarr, Graham
dc.contributor.authorSmith, Anri
dc.date.accessioned2020-02-14T09:21:53Z
dc.date.available2020-02-14T09:21:53Z
dc.date.issued2019
dc.date.updated2020-02-14T09:21:36Z
dc.description.abstractThis 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.identifier.apacitationSmith, A. (2019). <i>Comparison of sovereign risk and its determinants</i>. (). ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/31119en_ZA
dc.identifier.chicagocitationSmith, Anri. <i>"Comparison of sovereign risk and its determinants."</i> ., ,Faculty of Science ,Department of Statistical Sciences, 2019. http://hdl.handle.net/11427/31119en_ZA
dc.identifier.citationSmith, A. 2019. Comparison of sovereign risk and its determinants.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Smith, Anri AB - 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. DA - 2019 DB - OpenUCT DP - University of Cape Town KW - sovereign risk KW - emerging markets KW - developed markets KW - machine learning KW - sentiment analysis LK - https://open.uct.ac.za PY - 2019 T1 - Comparison of sovereign risk and its determinants TI - Comparison of sovereign risk and its determinants UR - http://hdl.handle.net/11427/31119 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/31119
dc.identifier.vancouvercitationSmith A. Comparison of sovereign risk and its determinants. []. ,Faculty of Science ,Department of Statistical Sciences, 2019 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/31119en_ZA
dc.language.rfc3066eng
dc.publisher.departmentDepartment of Statistical Sciences
dc.publisher.facultyFaculty of Science
dc.subjectsovereign risk
dc.subjectemerging markets
dc.subjectdeveloped markets
dc.subjectmachine learning
dc.subjectsentiment analysis
dc.titleComparison of sovereign risk and its determinants
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMSc
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