Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis

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Borradores de Economía; No. 296
Date published
2004-07-18
Date of last update
2004-07-18
Author
Rowland, Peter
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
The study presented here is a follow-up study to Rowland and Torres (2004), who used a panel data framework together with data from 16 emerging market issuers to identify the determinants of the spread and the creditworthiness. Since many new issuers of e
JEL Codes
F34 - International Lending and Debt ProblemsF21 - International Investment; Long-Term Capital MovementsC33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models
Keywords
Creditworthiness ; OLS regression ; PIB ; Per capita ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5314
https://hdl.handle.net/20.500.12134/5314
https://doi.org/10.32468/be.296
https://ideas.repec.org/p/bdr/borrec/296.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