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Record Nr. |
UNINA9910464248303321 |
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Autore |
Baldacci Emanuele |
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Titolo |
Is it (still) mostly fiscal? : determinants of sovereign spreads in emerging markets / / Emanuele Baldacci, Sanjeev Gupta and Amine Mati |
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Pubbl/distr/stampa |
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
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©2008 |
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ISBN |
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1-4623-8303-3 |
1-4527-1880-6 |
9786612842108 |
1-282-84210-2 |
1-4518-7117-1 |
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Descrizione fisica |
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1 online resource (25 p.) |
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Collana |
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IMF Working Papers |
IMF working paper ; ; WP/08/259 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Corporate bonds - Developing countries - Econometric models |
State bonds - Developing countries - Econometric models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Literature Review; III. Sovereign Spreads: A Simple Theoretical Framework; IV. Empirical Model Specification; V. Data and Estimation Results; Tables; 1. Descriptive Statistics; 2. Correlation Between (log) Spreads, Political Risk and Fiscal Variables; Charts; 1. Emerging Market Risk (log) Spreads and Various Political Risk Indices; 2. Emerging Market Risk (log) Spreads and Fiscal Variables; 3. Random Effects Estimates; VI. Robustness Analysis; 4. Alternative Estimations: Whole Sample; VII. Conclusions; 5. Effects of Different Political Variables on Spreads |
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Sommario/riassunto |
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Using a panel of 30 emerging market economies from 1997 to 2007, this paper investigates the determinants of country risk premiums as |
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