Sovereign Credit Ratings, Relative Risk Ratings, and Private Capital Flows

Sovereign Credit Ratings, Relative Risk Ratings, and Private Capital Flows

This paper examines the influence of sovereign credit ratings and relative risk ratings on private capital flows to 26 emerging and frontier market economies, using quarterly data for 1998-2017. A dynamic panel regression model is used to estimate...

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Bibliographic Details
Main Authors: De, Supriyo, Mohapatra, Sanket, Ratha, Dilip
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2020
Subjects:
EMERGING MARKET ECONOMIES
FRONTIER MARKETS
CAPITAL FLOWS
PRIVATE CAPITAL FLOWS
SOVEREIGN CREDIT RATING
DEBT MARKETS
SOVEREIGN BOND MARKET
Online Access:http://documents.worldbank.org/curated/en/600951600350724639/Sovereign-Credit-Ratings-Relative-Risk-Ratings-and-Private-Capital-Flows
http://hdl.handle.net/10986/34488

Internet

http://documents.worldbank.org/curated/en/600951600350724639/Sovereign-Credit-Ratings-Relative-Risk-Ratings-and-Private-Capital-Flows
http://hdl.handle.net/10986/34488

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