The term structure of country risk and valuation in emerging markets

Most practitioners add the country risk to the discount rate when valuing projects in Emerging Markets. In addition to the problems already pointed out in the literature, in this paper we claim that such practice leads to a pro-cyclical bias in the valuation of long-term projects. The mismatch betwe...

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Autores principales: Cruces, Juan José, Buscaglia, Marcos, Alonso, Joaquín
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2002
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Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/3784
http://www.depeco.econo.unlp.edu.ar/jemi/2002/trabajo4.pdf
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