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

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

Detalles Bibliográficos
Autor Principal: Rowland, Peter
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2004
Materias:
PIB
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5314
id oai:RI-BanRep:20.500.12134-5314
recordtype dspace
spelling oai:RI-BanRep:20.500.12134-53142019-04-16T16:11:43Z Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis Rowland, Peter C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models F34 - International Lending and Debt Problems F21 - International Investment; Long-Term Capital Movements Creditworthiness OLS regression PIB Per capita Deuda soberana -- Países en desarrollo Spreads -- Países en desarrollo Deuda externa -- Países en desarrollo F34 - Préstamos internacionales y problemas relacionados con la deuda externa F21 - Inversión internacional; Movimientos de capital a largo plazo C33 - Modelos de ecuaciones múltiples/simultáneas; Variables múltiples: Modelos con datos de panel; Modelos espacio 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 2004-07-18 2004-07-18 Working Paper Documentos de trabajo Published Version http://repositorio.banrep.gov.co/handle/20.500.12134/5314 http://hdl.handle.net/20.500.12134/5314 spa Documentos de Trabajo Borradores de Economía Borradores de Economía; No. 296 https://ideas.repec.org/p/bdr/borrec/296.html Open Access https://creativecommons.org/licenses/by-nc-sa/4.0/ Acceso abierto Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 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. PDF application/pdf image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg Bogotá Banco de la República
institution Repositorio Institucional del Banco de la República de Colombia
collection DSpace
language Español (Spanish)
topic C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models
F34 - International Lending and Debt Problems
F21 - International Investment; Long-Term Capital Movements
Creditworthiness
OLS regression
PIB
Per capita
Deuda soberana -- Países en desarrollo
Spreads -- Países en desarrollo
Deuda externa -- Países en desarrollo
F34 - Préstamos internacionales y problemas relacionados con la deuda externa
F21 - Inversión internacional; Movimientos de capital a largo plazo
C33 - Modelos de ecuaciones múltiples/simultáneas; Variables múltiples: Modelos con datos de panel; Modelos espacio
spellingShingle C33 - Multiple/Simultaneous Equation Models; Multiple Variables: Panel Data Models; Spatio-temporal Models
F34 - International Lending and Debt Problems
F21 - International Investment; Long-Term Capital Movements
Creditworthiness
OLS regression
PIB
Per capita
Deuda soberana -- Países en desarrollo
Spreads -- Países en desarrollo
Deuda externa -- Países en desarrollo
F34 - Préstamos internacionales y problemas relacionados con la deuda externa
F21 - Inversión internacional; Movimientos de capital a largo plazo
C33 - Modelos de ecuaciones múltiples/simultáneas; Variables múltiples: Modelos con datos de panel; Modelos espacio
Rowland, Peter
Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis
description 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
format Documento de trabajo (Working Paper)
author Rowland, Peter
author_facet Rowland, Peter
author_sort Rowland, Peter
title Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis
title_short Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis
title_full Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis
title_fullStr Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis
title_full_unstemmed Determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis
title_sort determinants of spread, credit ratings and creditworthiness for emerging market sovereign debt: a follow-up study using pooled data analysis
publisher Banco de la República
publishDate 2004
url http://repositorio.banrep.gov.co/handle/20.500.12134/5314
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score 10,662984