Determinants of spread and creditworthiness for emerging market sovereign debt: a panel data study

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Borradores de Economía; No. 295

Date published

2004-07-16

Date

2004-07-16

Authors

Rowland, Peter
Torres, José Luis

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ISBN

Document language

spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

This study uses a panel-data framework to identify the determinants of the spread over US Treasuries of emerging market sovereign issues as well as of the creditworthiness of the issuers, where the latter is represented by the Institutional Investor’s cre

Description

JEL Codes

C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models

Temática

Keywords

Keywords

Creditworthiness , OLS regression , PIB , Per capita

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5313
 https://hdl.handle.net/20.500.12134/5313
 https://ideas.repec.org/p/bdr/borrec/295.html
 https://doi.org/10.32468/be.295

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