Determinants of Spread and Creditworthiness for Emerging Market Sovereign Debt: A Panel Data Study

Borradores de Economia
Number: 
295
Published: 
Classification JEL: 
C33, F21, F34
Keywords: 
Human capital agglomeration, Social returns, Private returns, Externalities, Uncertainty, Fiscal policy
Download document

The most recent

Fertility in Colombia: Recent Trends and Socioeconomic Determinants.
Juliana Jaramillo-Echeverri, Adriana Sofía Rodríguez
Spatial Mobility, Economic Opportunity, and Crime
Gaurav Khanna, Carlos Alberto Medina-Durango, Anant Nyshadham, Daniel Ramos-Menchelli, Jorge Andrés Tamayo-Castaño, Audrey Tiew
Forecasting Disaggregated Food Inflation Baskets in Colombia with an XGBoost Model
Cesar Anzola-Bravo, Poveda-Olarte Paola

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