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dc.titleOn Emerging Economy Sovereign Spreads and Ratings
dc.contributor.authorPowell, Andrew
dc.contributor.authorMartínez, Juan Francisco
dc.contributor.orgunitDepartment of Research and Chief Economist
dc.coverageThe Caribbean
dc.coverageCentral America
dc.coverageSouth America
dc.date.available2011-02-07T00:00:00
dc.date.issue2008-01-01T00:00:00
dc.description.abstractThis paper analyzes alternative models for emerging sovereign ratings. Although a small number of economic fundamentals explain ratings reasonably well, variations in those economic fundamentals are themselves explained by a small number of world factors. On the other hand, global financial variables associated with risk aversion are additionally required in order to explain the significant spread compression at the end of 2006. To determine whether ratings matter for spreads, the paper compares results across different methodologies, in particular exploiting differences in opinion between rating agencies. The evidence from this and previous methodologies is that ratings do matter. Finally, the paper finds that global indicators of risk aversion have become less important for emerging market spreads and that the effect of sub-prime news is less than the effect of average news on emerging economy credit default swap (CDS) spreads.
dc.identifier.doihttp://dx.doi.org/10.18235/0010884
dc.identifier.urlhttps://publications.iadb.org/publications/english/document/On-Emerging-Economy-Sovereign-Spreads-and-Ratings.pdf
dc.language.isoen
dc.mediumAdobe PDF
dc.publisherInter-American Development Bank
dc.subjectFinancial Sector
dc.subject.jelcodeC23 - Panel Data Models • Spatio-temporal Models
dc.subject.jelcodeF37 - International Finance Forecasting and Simulation: Models and Applications
dc.subject.jelcodeG14 - Information and Market Efficiency • Event Studies • Insider Trading
dc.subject.jelcodeG15 - International Financial Markets
dc.subject.keywordsWP-629
dc.typeWorking Papers
idb.identifier.pubnumberWorking Papers
idb.operationRG-N2892
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