Local vs Foreign Currency Ratings: What Determines Sovereign Transfer Risk?

L. Trevino and S. Thomas

Working Papers from University of Southampton - Department of Accounting and Management Science

Abstract: We examine the statistical determinants of transfer risk using probit estimation and an estensive data set of over 300 sovereign ratings given by the leading rating agencies between 1992-1997.

Keywords: RISK; MACROECONOMICS; CURRENCIES (search for similar items in EconPapers)
JEL-codes: F3 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2000
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:sotoam:00-160

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