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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,...
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2020
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| _version_ | 1867613776664068097 |
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| access_status_str | Open Access |
| author | Smith, Anri |
| author2 | Barr, Graham |
| author_browse | Barr, Graham Smith, Anri |
| author_facet | Barr, Graham Smith, Anri |
| author_sort | Smith, Anri |
| collection | Thesis |
| description | 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. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/31119 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:41:31.771Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2020 |
| publishDateRange | 2020 |
| publishDateSort | 2020 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/31119 Comparison of sovereign risk and its determinants Smith, Anri Barr, Graham sovereign risk emerging markets developed markets machine learning sentiment analysis 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. 2020-02-14T09:21:53Z 2020-02-14T09:21:53Z 2019 2020-02-14T09:21:36Z Master Thesis Masters MSc http://hdl.handle.net/11427/31119 eng application/pdf Department of Statistical Sciences Faculty of Science |
| spellingShingle | sovereign risk emerging markets developed markets machine learning sentiment analysis Smith, Anri Comparison of sovereign risk and its determinants |
| thesis_degree_str | Master's |
| title | Comparison of sovereign risk and its determinants |
| title_full | Comparison of sovereign risk and its determinants |
| title_fullStr | Comparison of sovereign risk and its determinants |
| title_full_unstemmed | Comparison of sovereign risk and its determinants |
| title_short | Comparison of sovereign risk and its determinants |
| title_sort | comparison of sovereign risk and its determinants |
| topic | sovereign risk emerging markets developed markets machine learning sentiment analysis |
| url | http://hdl.handle.net/11427/31119 |
| work_keys_str_mv | AT smithanri comparisonofsovereignriskanditsdeterminants |