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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Perrelli, Roberto
Awduron Eraill: Mulder, Christian
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2001.
Cyfres:IMF Working Papers; Working Paper ; No. 2001/191
Mynediad Ar-lein:Full text available on IMF