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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Perrelli, Roberto
Rannpháirtithe: Mulder, Christian
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2001.
Sraith:IMF Working Papers; Working Paper ; No. 2001/191
Rochtain ar líne:Full text available on IMF