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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書目詳細資料
主要作者: Perrelli, Roberto
其他作者: Mulder, Christian
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2001.
叢編:IMF Working Papers; Working Paper ; No. 2001/191
在線閱讀:Full text available on IMF