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...

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Detaylı Bibliyografya
Yazar: Perrelli, Roberto
Diğer Yazarlar: Mulder, Christian
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2001.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2001/191
Online Erişim:Full text available on IMF