Publicação
How do oil prices influence sovereign debt auction behaviour? Study of 91 days Mexican cetes.
| authorProfile.email | bhuvanvish23@gmail.com | |
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | |
| dc.contributor.advisor | Silva, André de Castro | |
| dc.contributor.author | Vishwakarma, Bhuvan | |
| dc.date.accessioned | 2026-03-04T14:29:10Z | |
| dc.date.available | 2026-03-04T14:29:10Z | |
| dc.date.issued | 2025-01-14 | |
| dc.date.submitted | 2024-12-13 | |
| dc.description.abstract | This thesis investigates the factors that influence demand for Mexican government debt in the primary market as measured by bond auction bid-to-cover ratios. The paper examines the influence of oil market dynamics, domestic and global risk indicators and macroeconomic factors using panel data and fixed-effects models. The findings emphasize how important creditworthiness and oil prices are in drawing in investors, but global liquidity and economic expansion also have an impact. With a focus on diversification and careful credit management in emerging nations, the findings offer policy insights for enhancing fiscal resilience and preserving investor confidence. | eng |
| dc.identifier.tid | 204130735 | |
| dc.identifier.uri | http://hdl.handle.net/10362/200957 | |
| dc.language.iso | eng | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | Oil prices | |
| dc.subject | Auction behaviour | |
| dc.subject | SVAR | |
| dc.subject | Panel regression | |
| dc.subject | Bid to cover ratio | |
| dc.title | How do oil prices influence sovereign debt auction behaviour? Study of 91 days Mexican cetes. | eng |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a master’s degree in Finance from the Nova School of Business and Economics |