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 of last update
2004-07-16
Author
Rowland, Peter
Torres, José Luis
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.
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
JEL Codes
C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal ModelsF21 - International Investment; Long-Term Capital MovementsF34 - International Lending and Debt Problems
Keywords
Creditworthiness ; OLS regression ; PIB ; Per capita ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5313
https://hdl.handle.net/20.500.12134/5313
https://doi.org/10.32468/be.295
https://ideas.repec.org/p/bdr/borrec/295.html
https://ideas.repec.org/p/col/000094/002337.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit