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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Perrelli, Roberto
מחברים אחרים: Mulder, Christian
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2001.
סדרה:IMF Working Papers; Working Paper ; No. 2001/191
גישה מקוונת:Full text available on IMF