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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Perrelli, Roberto
مؤلفون آخرون: Mulder, Christian
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2001.
سلاسل:IMF Working Papers; Working Paper ; No. 2001/191
الوصول للمادة أونلاين:Full text available on IMF