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On the Determinants of a Country's Creditworthiness - The Case of Israel: 1971 to 1983

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Gottlieb, Daniel

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Abstract

This paper assesses an economy's default risk on its international debt by considering different approaches,prevalent in the literature. Unlike in multi-country studies,these data comprise reported loans to one economy only-This is useful since the country's macroeconomic development is the common factor in all observations.The study suggests that for Israeli data the traditional approach,stressing an economy's ability to repay the external debt,performed better than the more recent approach emphasizing the borrowing country's costs and benefits from default,reflecting Its willingness to repay debt.Policy considerations conclude the study.

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File URL: http://mpra.ub.uni-muenchen.de/3147/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 3147.

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Date of creation: 04 Dec 1987
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Publication status: Published in Journal of Economic Development Number 1.Volume 14(1989): pp. 65-91
Handle: RePEc:pra:mprapa:3147

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Related research
Keywords: Country risk Sovereign risk creditworthiness external debt borrowing countries Israel

Find related papers by JEL classification:
G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation

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  1. Eaton, Jonathan & Gersovitz, Mark, 1981. "Debt with Potential Repudiation: Theoretical and Empirical Analysis," Review of Economic Studies, Blackwell Publishing, vol. 48(2), pages 289-309, April. [Downloadable!] (restricted)
  2. Feder, Gershon & Just, Richard E., 1977. "A study of debt servicing capacity applying logit analysis," Journal of Development Economics, Elsevier, vol. 4(1), pages 25-38, February. [Downloadable!] (restricted)
  3. Hamada, Koichi, 1969. "Optimal Capital Accumulation by an Economy Facing an International Capital Market," Journal of Political Economy, University of Chicago Press, vol. 77(4), pages 684-97, Part II, . [Downloadable!] (restricted)
  4. Kharas, Homi, 1984. "The Long-Run Creditworthiness of Developing Countries: Theory and Practice," The Quarterly Journal of Economics, MIT Press, vol. 99(3), pages 415-39, August. [Downloadable!] (restricted)
  5. Hanson, James A, 1974. "Optimal International Borrowing and Lending," American Economic Review, American Economic Association, vol. 64(4), pages 616-30, September. [Downloadable!] (restricted)
  6. Dornbusch, Rudiger, 1982. "Consumption opportunities and the real value of the external debt," Journal of Development Economics, Elsevier, vol. 10(1), pages 93-101, February. [Downloadable!] (restricted)
  7. Nicholas Sargen, 1977. "Economic indicators and country risk appraisal," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 19-35. [Downloadable!]
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