A Benchmark for Public Debt: The Brazilian Case

Sovereign Risk and Asset and Liability Management-Conceptual Issues

“…It uses a NS model with macroeconomic factors, and runs vector auto-regressions: 27 26 See Cabral et al, 2008. ,…”

Assessing Public Debt Sustainability in Mauritania with a Stochastic Framework

“…For further references on applied models of optimal public debt portfolio, seeCabral and Lopes (2005),Cabral et al (2008), and Bolder (2002, 2003, 2005). …”