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On The Determinants of First-Time Sovereign Bond Issues

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Author Info
David A. Grigorian

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Abstract

In recent years, the number of countries which have borrowed in international capital markets by issuing sovereign bonds has increased substantially. For these countries, capital market access meant a de facto acknowledgement of their policy successes and improvements in their creditworthiness that enabled them to graduate from the group of official financing recipients into a more advanced group of emerging market economies. The paper looks at the determinants of sovereign bond issuances and derives the relationship between internal and external factors and market access using a simple macro model. The market access condition is then translated into a simple rule that requires an excess demand for the sovereign bonds in question. Regression results based on this model offer some insights into peculiarities of first-time sovereign bond issues that could be used in policy deliberations.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 03/184.

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Length: 23 pages
Date of creation: 17 Oct 2003
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Handle: RePEc:imf:imfwpa:03/184

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Keywords: Access to capital markets ; Bond markets ;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Reinhart, Carmen & Rogoff, Kenneth & Savastano, Miguel, 2003. "Debt intolerance," MPRA Paper 13932, University Library of Munich, Germany. [Downloadable!]
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  2. Frankel, Jeffrey A. & Rose, Andrew K., 1996. "Currency crashes in emerging markets: An empirical treatment," Journal of International Economics, Elsevier, vol. 41(3-4), pages 351-366, November. [Downloadable!] (restricted)
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  3. Ashoka Mody & Mark P. Taylor, 2002. "International Capital Crunches: The Time-Varying Role of Informational Asymmetries," IMF Working Papers 02/43, International Monetary Fund.
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  4. Thomas Laursen & Juan Jose Fernandez-Ansola, 1995. "Historical Experience with Bond Financing to Developing Countries," IMF Working Papers 95/27, International Monetary Fund.
  5. Eduardo Borensztein & Paolo Mauro, 2002. "Reviving the Case for GDP-Indexed Bonds," IMF Policy Discussion Papers 02/10, International Monetary Fund.
  6. Guido Sandleris & Gaston R. Gelos & Ratna Sahay, 2004. "Sovereign Borrowing by Developing Countries: What Determines Market Access?," IMF Working Papers 04/221, International Monetary Fund.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Magdalena Polan & Udaibir S. Das & Michael G. Papaioannou, 2008. "Strategic Considerations for First-Time Sovereign Bond Issuers," IMF Working Papers 08/261, International Monetary Fund. [Downloadable!]
  2. Wezel, Torsten, 2004. "Does co-financing by multilateral development banks increase "risky" direct investment in emerging markets?," Discussion Paper Series 1: Economic Studies 2004,02, Deutsche Bundesbank, Research Centre. [Downloadable!]
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This page was last updated on 2009-11-20.


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