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Sovereign Stress and Economic Growth: Scenarios for US Investors | May 2010

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Abstract

This research bulletin is the first in a series covering various aspects of stress testing and scenario analysis. In this paper, we compare and contrast two historical scenarios that may be of current interest given the increasing uncertainty regarding the returns on sovereign fixed income investments. The scenarios we consider here are the 1998 Russian debt crisis and the 1994 U

Year: 2010
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