Browse

You are looking at 1 - 4 of 4 items :

  • Dominican Republic x
  • Keywords: external debt x
Clear All
Sovereign Credit Ratings and Spreads in Emerging Markets
			: Does Investment Grade Matter?

Sovereign Credit Ratings and Spreads in Emerging Markets : Does Investment Grade Matter? »

Volume/Issue: 2011/44

Series: IMF Working Papers

Author(s): Laura Jaramillo , and Michelle Tejada

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

DOI: http://dx.doi.org/10.5089/9781455218981.001

ISBN: 9781455218981

Keywords: Rating Agencies, public debt, external public debt, standard deviation, external debt, standard errors, Financial Markets and the Macroeconomy, International Finance: General, International Lending and Debt Problems,

Sovereign investment grade status is often associated with lower spreads in international markets. Using a panel framework for 35 emerging markets between 1997 and 2010, thispaper finds that investment grade status...

The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals

The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals »

Volume/Issue: 1990/55

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1990

DOI: http://dx.doi.org/10.5089/9781451968989.001

ISBN: 9781451968989

Keywords: sovereign debt, bond, government bond, external debt, balance of payment

The sensitivity of secondary sovereign loan market returns to three classes of economic news is estimated in the arbitrage pricing theory framework. Returns are characterized by a limited response to unexpected cha...

The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals

The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals »

Source: The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals

Volume/Issue: 1990/55

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1990

ISBN: 9781451968989

Keywords: sovereign debt, bond, government bond, external debt, balance of payment

The sensitivity of secondary sovereign loan market returns to three classes of economic news is estimated in the arbitrage pricing theory framework. Returns are characterized by a limited response to unexpected cha...

Sovereign Credit Ratings and Spreads in Emerging Markets

Sovereign Credit Ratings and Spreads in Emerging Markets »

Source: Sovereign Credit Ratings and Spreads in Emerging Markets : Does Investment Grade Matter?

Volume/Issue: 2011/44

Series: IMF Working Papers

Author(s): Laura Jaramillo , and Michelle Tejada

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

ISBN: 9781455218981

Keywords: Rating Agencies, public debt, external public debt, standard deviation, external debt, standard errors, Financial Markets and the Macroeconomy, International Finance: General, International Lending and Debt Problems,

Sovereign investment grade status is often associated with lower spreads in international markets. Using a panel framework for 35 emerging markets between 1997 and 2010, thispaper finds that investment grade status...