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...
Príomhchruthaitheoir: | |
---|---|
Rannpháirtithe: | |
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 |