Sovereign Credit Ratings, Relative Risk Ratings, and Private Capital Flows (English)

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 the relationship between ratings and capital flows after controlling for other factors that can influence capital flows, such as growth and interest rate differentials and global risk conditions. The analysis...

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Author

De,Supriyo;

Mohapatra,Sanket;

Ratha,Dilip Kumar;
Document Date
2020/09/17
Document Type
Policy Research Working Paper
Report Number
WPS9401
Volume No
1
Total Volume(s)
1
Country
World,
Region
Other,
Disclosure Date
2020/09/17
Disclosure Status
Disclosed
Doc Name
Sovereign Credit Ratings, Relative Risk Ratings, and Private Capital Flows
Keywords
sovereign rating

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Citation

De,Supriyo; Mohapatra,Sanket; Ratha,Dilip Kumar.

Sovereign Credit Ratings, Relative Risk Ratings, and Private Capital Flows (English). Policy Research working paper|no. WPS 9401 Washington, D.C. : World Bank Group. http://documents.worldbank.org/curated/en/600951600350724639

Sovereign Credit Ratings, Relative Risk Ratings, and Private Capital Flows (English)

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