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

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.

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Year of publication:	2000
Authors:	Trevino, L. ; Thomas, S.
Institutions:	Economics Division, University of Southampton
Subject:	RISK \| MACROECONOMICS \| CURRENCIES

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Series:	University of Southampton - Department of Accounting and Management Science.
Type of publication:	Book / Working Paper
Notes:	27 pages
Classification:	F3 - International Finance
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005640628