Volume/Issue: 2001/111
Series: IMF Working Papers
Author(s):
Piti Disyatat
, and
R. Gelos
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
August
2001
ISBN: 9781451853476
Benchmark following and portfolio rebalancing effects have often been cited when trying to explain international financial contagion phenomena. Using a dataset containing the country allocation of individual dedica...
Volume/Issue: 2001/191
Series: IMF Working Papers
Author(s):
Roberto Perrelli
, and
Christian Mulder
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
December
2001
ISBN: 9781451859713
This paper examines how ratings for emerging market economies have been set. Given the high degree of autocorrelation in ratings, we use estimators that yield consistent parameters in the presence of such correlati...
Volume/Issue: 2001/111
Series: IMF Working Papers
Author(s):
Piti Disyatat
, and
R. Gelos
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
August
2001
DOI: http://dx.doi.org/10.5089/9781451853476.001
ISBN: 9781451853476
Benchmark following and portfolio rebalancing effects have often been cited when trying to explain international financial contagion phenomena. Using a dataset containing the country allocation of individual dedica...
Volume/Issue: 2001/191
Series: IMF Working Papers
Author(s):
Roberto Perrelli
, and
Christian Mulder
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
December
2001
DOI: http://dx.doi.org/10.5089/9781451859713.001
ISBN: 9781451859713
This paper examines how ratings for emerging market economies have been set. Given the high degree of autocorrelation in ratings, we use estimators that yield consistent parameters in the presence of such correlati...