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...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Perrelli, Roberto
Beste egile batzuk: Mulder, Christian
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2001.
Saila:IMF Working Papers; Working Paper ; No. 2001/191
Sarrera elektronikoa:Full text available on IMF