Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals
This paper uses a panel data estimation of a simple univariate model of sovereign spreads on ratings to analyze statistically significant deviations from the estimated relationship. We find evidence of an asymmetric adjustment of spreads and ratings when such deviations are significant. In addition,...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
2001
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| Schriftenreihe: | IMF Working Papers
Working Paper No. 01/165 |
| Online-Zugang: | DE-20 DE-824 DE-70 DE-155 DE-29 DE-22 DE-473 DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-739 DE-355 DE-Aug4 DE-1049 DE-12 DE-91 URL des Erstveröffentlichers |
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| illustrated | Not Illustrated |
| indexdate | 2025-02-03T15:58:23Z |
| institution | BVB |
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| language | English |
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| publisher | International Monetary Fund |
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| spellingShingle | Sy, Amadou N. R. Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals |
| title | Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals |
| title_auth | Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals |
| title_exact_search | Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals |
| title_full | Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals Sy, Amadou N. R |
| title_fullStr | Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals Sy, Amadou N. R |
| title_full_unstemmed | Emerging Market Bond Spreads and Sovereign Credit Ratings Reconciling Market Views with Economic Fundamentals Sy, Amadou N. R |
| title_short | Emerging Market Bond Spreads and Sovereign Credit Ratings |
| title_sort | emerging market bond spreads and sovereign credit ratings reconciling market views with economic fundamentals |
| title_sub | Reconciling Market Views with Economic Fundamentals |
| url | http://elibrary.imf.org/view/IMF001/02029-9781451858051/02029-9781451858051/02029-9781451858051.xml |
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