dc.creator	Rowland, Peter
dc.creator	Torres, José Luis
dc.date.created	2004-07-16
dc.date.issued	2004-07-16
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5313
dc.description.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
dc.format.mimetype	PDF
dc.language.iso	spa
dc.publisher	Banco de la República
dc.relation.ispartof	Documentos de Trabajo
dc.relation.ispartofseries	Borradores de Economía
dc.relation.isversionof	Borradores de Economía; No. 295
dc.rights.accessRights	Open Access
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/
dc.title	Determinants of spread and creditworthiness for emerging market sovereign debt: a panel data study
dc.type	Working Paper
dc.subject.jel	C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models
dc.subject.jel	F21 - International Investment; Long-Term Capital Movements
dc.subject.jel	F34 - International Lending and Debt Problems
dc.subject.keyword	Creditworthiness
dc.subject.keyword	OLS regression
dc.subject.keyword	PIB
dc.subject.keyword	Per capita
dc.subject.lemb	Deuda soberana -- Países en desarrollo
dc.subject.lemb	Spreads -- Países en desarrollo
dc.subject.lemb	Deuda externa -- Países en desarrollo
dc.subject.lemb	Mercados emergentes
dc.subject.lemb	Riesgo país
dc.subject.lemb	Mercado de bonos -- Países en desarrollo
dc.type.spa	Documentos de trabajo
dc.rights.spa	Acceso abierto
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspa	C33 - Modelos de ecuaciones múltiples/simultáneas; Variables múltiples: Modelos con datos de panel; Modelos espacio
dc.subject.jelspa	F34 - Préstamos internacionales y problemas relacionados con la deuda externa
dc.subject.jelspa	F21 - Inversión internacional; Movimientos de capital a largo plazo
dc.type.hasversion	Published Version
dc.coverage.sucursal	Bogotá
dc.relation.doi	https://doi.org/10.32468/be.295
dc.rights.disclaimer	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.
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/295.html
dc.relation.dotec	https://ideas.repec.org/p/col/000094/002337.html
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5313
dc.source.handleRepec	RePEc:bdr:borrec:295
dc.source.handleRepec	RePEc:col:000094:002337

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

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