Determinants of Spread, Credit Ratings and Creditworthiness for Emerging Market Sovereign Debt: A Follow-Up Study Using Pooled Data Analysis

Borradores de Economia
Número: 
296
Publicado: 
Clasificación JEL: 
C33, F21, F34
Palabras clave: 
Creditworthiness, OLS regression, PIB, Per capita

Lo más reciente

Juliana Jaramillo-Echeverri, Andrea Sofía Otero-Cortés, Ana María Tribín-Uribe, Juanita Villaveces
Miguel Sarmiento, John Sebastian Tobar-Cruz, Andrés Esteban Casas-Fajardo, Eduardo Yanquen-Briñez
Jaime Alfredo Bonet-Moron, Jaime Andrés Collazos-Rodríguez, Karen Astrid Rubio-Ramírez, Adolfo Ramírez-Moreno, Andrés Felipe Parra-Solano

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