Emerging Market Bond Spreads and Sovereign Credit Ratings: Reconciling Market Views with Economic Fundamentals
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- Sy, Amadou N. R., 2002. "Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals," Emerging Markets Review, Elsevier, vol. 3(4), pages 380-408, December.
References listed on IDEAS
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- Steven B. Kamin & Karsten von Kleist, 1999. "The evolution and determinants of emerging market credit spreads in the 1990s," International Finance Discussion Papers 653, Board of Governors of the Federal Reserve System (U.S.).
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- Richard Cantor & Frank Packer, 1996. "Determinants and impacts of sovereign credit ratings," Research Paper 9608, Federal Reserve Bank of New York.
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Keywords
WP; rating; market; emerging market; credit rating; Bond spreads; credit ratings; monitoring; sovereign risk; risk appetite; rating agency; emerging market bond; rating adjustment; market participant; rating downgrade; sovereign spread; rating upgrade; Emerging and frontier financial markets; Securities markets; Yield curve; Bonds; Africa; Global;All these keywords.
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