Foreign Currency Credit Ratings for Emerging Market Economies /

Foreign Currency Credit Ratings for Emerging Market Economies /

This paper examines how ratings for emerging market economies have been set. Given the high degree of autocorrelation in ratings, we use estimators that yield consistent parameters in the presence of such correlation. The results show that rating changes for emerging market economies have been domin...

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Bibliografiske detaljer
Hovedforfatter:	Perrelli, Roberto
Andre forfattere:	Mulder, Christian
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2001.
Serier:	IMF Working Papers; Working Paper ; No. 2001/191
Online adgang:	Full text available on IMF

Lignende værker

Why Do Emerging Economies Borrow in Foreign Currency? /
af: Jeanne, Olivier
Udgivet: (2003)

Exchange-Rate Swings and Foreign Currency Intervention /
af: Filardo, Andrew
Udgivet: (2022)

Credit Risk Spreads in Local and Foreign Currencies /
af: Wiener, Zvi
Udgivet: (2009)

Time-Varying Neutral Interest Rate-The Case of Brazil /
af: Perrelli, Roberto
Udgivet: (2014)

Foreign Participation in Emerging Markets' Local Currency Bond Markets /
af: Peiris, Shanaka
Udgivet: (2010)

Currency Crises in Developed and Emerging Market Economies : A Comparative Empirical Treatment /
af: Fontaine, Thomson
Udgivet: (2005)

Foreign Bank Entry and Credit Allocation in Emerging Markets /
af: Kozak, Sylwester
Udgivet: (2009)

Determinants of Bank Credit in Emerging Market Economies /
af: Stepanyan, Vahram
Udgivet: (2011)

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies : Possible Impact of a New Basel Accord /
af: Mulder, Christian
Udgivet: (2000)

Foreign Currency Deposits : Implications for Macroeconomic Policies /
af: Georgiou, Andreas
Udgivet: (1991)

Sovereign Credit Ratings and Spreads in Emerging Markets : Does Investment Grade Matter? /
af: Jaramillo, Laura
Udgivet: (2011)

Currency Composition and Foreign Exchange Reserves.
Udgivet: (1988)

Currency Crises and Foreign Reserves : A Simple Model /
af: Disyatat, Piti
Udgivet: (2001)

Predicting Emerging Market Currency Crashes /
af: Perraudin, W.
Udgivet: (2002)

Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals /
af: Sy, Amadou
Udgivet: (2001)

Is Foreign Debt Portfolio Management Efficient in Emerging Economies? /
af: Hussein, Khaled
Udgivet: (2001)

Exchange Rates and Trade Balance Adjustment in Emerging Market Economies.
Udgivet: (2006)

Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies? /
af: Jochum, Christian
Udgivet: (1998)

Interest Rate Defenses of Currency Pegs /
af: Sole, Juan
Udgivet: (2004)

Credit Rationing in Emerging Economies' Access to Global Capital Markets /
af: Zoli, Edda
Udgivet: (2004)

The Currency Composition of Foreign Exchange Reserves : Retrospect and Prospect /
af: Eichengreen, Barry
Udgivet: (2000)

Internationalization of Emerging Market Currencies : A Balance Between Risks and Rewards /
af: Ahmed, Faisal
Udgivet: (2011)

Is Credit Easing Viable in Emerging and Developing Economies? : An Empirical Approach /
af: Jacome H., Luis I.
Udgivet: (2018)

The Role of the Exchange Rate in Inflation-Targeting Emerging Economies /
af: Nordstrom, Anna
Udgivet: (2009)

Exchange Rate Policy and Debt Crises in Emerging Economies /
af: Montiel, Peter
Udgivet: (2003)

Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period : a Fortune or Misfortune? /
af: Ebeke, Christian
Udgivet: (2014)

Money and Credit Under Currency Substitution /
af: Rodriguez, Carlos
Udgivet: (1992)

Foreign Currency Bank Funding and Global Factors /
af: Krogstrup, Signe
Udgivet: (2018)

The Global Credit Crunch and Foreign Banks' Lending to Emerging Markets : Why Did Latin America Fare Better? /
af: Rai, Kulwant
Udgivet: (2010)

Credit rating method of credit rating agency of Bangladesh (CRAB)
af: Nisa, Sifat-E-Monzur
Udgivet: (2015)

The Systemic Regulation of Credit Rating Agencies and Rated Markets /
af: Sy, Amadou
Udgivet: (2009)

International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template /
af: Kester, Anne
Udgivet: (2001)

Currency Crises and the Real Economy : The Role of Banks /
af: Disyatat, Piti
Udgivet: (2001)

International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template.
Udgivet: (2014)

International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template /
af: Kester, Anne
Udgivet: (2002)

International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template.
Udgivet: (2014)

International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template.
Udgivet: (2015)

International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template.
Udgivet: (2013)

International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template /
af: Kester, Anne
Udgivet: (2004)

Exchange Rate Arrangements and Currency Convertibility : Developments and Issues /
af: Johnston, R.
Udgivet: (1999)