Is it (Still) Mostly Fiscal? : Determinants of Sovereign Spreads in Emerging Markets /

Using a panel of 30 emerging market economies from 1997 to 2007, this paper investigates the determinants of country risk premiums as measured by sovereign bond spreads. Unlike previous studies, the results indicate that both fiscal and political factors matter for credit risk in emerging markets. L...

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Bibliografski detalji
Glavni autor: Gupta, Sanjeev
Daljnji autori: Baldacci, Emanuele, Mati, Amine
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2008.
Serija:IMF Working Papers; Working Paper ; No. 2008/259
Online pristup:Full text available on IMF

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