Cepni, Oguzhan; Gupta, Rangan; Guney, I. Ethem; Yilmaz, M. Bertan
(Wiley, 2020-09)
In this paper, we forecast local currency debt of five major emerging market countries (Brazil, Indonesia, Mexico, South Africa, and Turkey) over the period January 2010 to January 2019 (with an in‐sample period: March ...