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A study of debt servicing capacity applying logit analysis

Citations

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Cited by:

  1. Christopher Ngassam, 1991. "Factors affecting the external debt-servicing capacity of African nations: An empirical investigation," The Review of Black Political Economy, Springer;National Economic Association, vol. 20(2), pages 45-64, December.
  2. Feder, Gershon & Just, Richard E., 1977. "Optimal International Borrowing and Credit-Worthiness Control," CUDARE Working Papers 242455, University of California, Berkeley, Department of Agricultural and Resource Economics.
  3. Sebastian Edwards, 1983. "LDC's Foreign Borrowing and Default Risk: An Empirical Investigation," NBER Working Papers 1172, National Bureau of Economic Research, Inc.
  4. Hajivassiliou, V A, 1994. "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 109-131, April-Jun.
  5. M. O. Odedokun, 1996. "Foreign Creditors' Perception of Risks in Lending to African Countries: Evidence from Interest‐Rate Spread," Development Policy Review, Overseas Development Institute, vol. 14(4), pages 391-408, December.
  6. Tremblay, Rodrigue, 1983. "L’endettement international et les problèmes d’ajustement : une perspective générale," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(2), pages 283-324, juin.
  7. Ayse Karayalcin & Tugrul Temel, 1988. "Debt Servicing Capacity of Developing Countries and the Case of Turkey," Discussion Papers 8810, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  8. Sebastian Edwards, 1985. "The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries," UCLA Economics Working Papers 382, UCLA Department of Economics.
  9. Zilberman, David & Buschena, David E., 1990. "What We Know About Decision Making Under Uncertainty And Why We Do Not Use What We Know," 1990 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, January 28-31, 1990, Sanibel Island, Florida 271535, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
  10. Mr. Luis Catão & Sandeep Kapur, 2004. "Missing Link: Volatility and the Debt Intolerance Paradox," IMF Working Papers 2004/051, International Monetary Fund.
  11. Ramazan Aktas & Mehmet Baha Karan & Kürsat Aydogan, 2003. "Forecasting Short Run Performance of Initial Public Offerings in the Istanbul Stock Exchange," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 8(1), pages 69-85, Spring.
  12. Timur Han Gur, 2001. "A Country Risk Assessment Model and the Asian Crisis," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 1(1), pages 49-68.
  13. Sule Ozler, 1988. "Commercial Bank Lending to Developing Countries: The Question of Overlending," UCLA Economics Working Papers 500, UCLA Department of Economics.
  14. Peter Nunnenkamp & Hartmut Picht, 1989. "Willful default by developing countries in the 1980s: A cross-country analysis of major determinants," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(4), pages 681-702, December.
  15. Kletzer, Kenneth M. & Newbery, David M. & Wright, Brian D., 1990. "Alternative instruments for smoothing the consumption of primary commodity exporters," Policy Research Working Paper Series 558, The World Bank.
  16. Edward I. Altman & Herbert Rijken, 2013. "Toward A Bottom-Up Approach To Assessing Sovereign Default Risk: An Update," World Scientific Book Chapters, in: Oliviero Roggi & Edward I Altman (ed.), Managing and Measuring Risk Emerging Global Standards and Regulations After the Financial Crisis, chapter 2, pages 41-64, World Scientific Publishing Co. Pte. Ltd..
  17. Edwards, Sebastian, 1986. "The pricing of bonds and bank loans in international markets : An empirical analysis of developing countries' foreign borrowing," European Economic Review, Elsevier, vol. 30(3), pages 565-589, June.
  18. Yu, Lean & Huang, Xiaowen & Yin, Hang, 2020. "Can machine learning paradigm improve attribute noise problem in credit risk classification?," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 440-455.
  19. Sri Hari NAIDU. A & Phanindra GOYARI & Bandi KAMAIAH, 2016. "Determinants of sovereign bond yields in emerging economies: Some panel inferences," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 101-118, Autumn.
  20. Sebastian Edwards, 1983. "LDC's Foreign Borrowing and Default Risk: An Empirical Investigation 1976-1980," UCLA Economics Working Papers 323, UCLA Department of Economics.
  21. Edward I. Altman & Herbert A. Rijken, 2011. "Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk," Journal of Applied Corporate Finance, Morgan Stanley, vol. 23(1), pages 20-31, January.
  22. Kalotychou, Elena & Staikouras, Sotiris K., 2006. "An empirical investigation of the loan concentration risk in Latin America," Journal of Multinational Financial Management, Elsevier, vol. 16(4), pages 363-384, October.
  23. Gianluigi Ferrucci, 2003. "Empirical determinants of emerging market economies' sovereign bond spreads," Bank of England working papers 205, Bank of England.
  24. Mario Coccia, 2004. "Analysis of country risk and taxonomic arrangement," CERIS Working Paper 200414, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  25. Sule Özler, 1989. "Commercial Bank Lending To Developing Countries: The Expansion Of The Market," Contemporary Economic Policy, Western Economic Association International, vol. 7(3), pages 1-10, July.
  26. Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2017. "The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model," Croatian Economic Survey, The Institute of Economics, Zagreb, vol. 19(1), pages 37-66, June.
  27. Sebastián Edwards, 1984. "Deuda Externa y Riesgo del País," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 21(62), pages 3-24.
  28. Peat, Maurice & Svec, Jiri & Wang, Jue, 2015. "The effects of fiscal opacity on sovereign credit spreads," Emerging Markets Review, Elsevier, vol. 24(C), pages 34-45.
  29. Fofana, Ismael & Goundan, Anatole & Magne, Léa, 2014. "Simulation des impacts de la politique d’autosuffisance en riz de l’Afrique de l’ouest," Conference papers 332560, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  30. María Lorena Mari del Cristo & Marta Gómez-Puig, 2017. "Dollarization and the relationship between EMBI and fundamentals in Latin American Countries," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 40(112), pages 14-30, Enero.
  31. Sebastian M. Saiegh, 2009. "Coalition Governments And Sovereign Debt Crises," Economics and Politics, Wiley Blackwell, vol. 21(2), pages 232-254, July.
  32. repec:zbw:bofrdp:1993_001 is not listed on IDEAS
  33. Hong G. Min, 1998. "Determinants of emerging market bond spread : do economic fundamentals matter?," Policy Research Working Paper Series 1899, The World Bank.
  34. Gottlieb, Daniel, 1987. "On the Determinants of a Country's Creditworthiness - The Case of Israel: 1971 to 1983," MPRA Paper 3147, University Library of Munich, Germany.
  35. Mr. Bennett W Sutton & Mr. Luis Catão, 2002. "Sovereign Defaults: The Role of Volatility," IMF Working Papers 2002/149, International Monetary Fund.
  36. Willem H. Buiter, 1980. "Implications for the Adjustment Process of International Asset Risks: Exchange Controls, Intervention and Policy Risk, and Sovereign Risk," NBER Working Papers 0516, National Bureau of Economic Research, Inc.
  37. Newbery, David M.G. & Wright, Brian D., 1989. "Commodity Bonds with Put Options for Consumption Smoothing by Commodity-Dependent Exporters," CUDARE Working Papers 198500, University of California, Berkeley, Department of Agricultural and Resource Economics.
  38. Hu, Yen-Ting & Kiesel, Rudiger & Perraudin, William, 2002. "The estimation of transition matrices for sovereign credit ratings," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1383-1406, July.
  39. Oshiro, Naoto & Saruwatari, Yasufumi, 2005. "Quantification of sovereign risk: Using the information in equity market prices," Emerging Markets Review, Elsevier, vol. 6(4), pages 346-362, December.
  40. Khaled Amira, 2004. "Determinants of Sovereign Eurobonds Yield Spread," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5-6), pages 795-821.
  41. Sri Hari NAIDU. A & Phanindra GOYARI & Bandi KAMAIAH, 2016. "Determinants of sovereign bond yields in emerging economies: Some panel inferences," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(608), A), pages 101-118, Autumn.
  42. Easton, Stephen T. & Rockerbie, Duane W., 1999. "What's in a default? Lending to LDCs in the face of default risk," Journal of Development Economics, Elsevier, vol. 58(2), pages 319-332, April.
  43. Erdal Karagol & Selami Sezgin, 2004. "DO defence expenditures increase debt rescheduling in Turkey? probit model approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 15(5), pages 471-480.
  44. Luis Catão & Sandeep Kapur, 2006. "Volatility and the Debt-Intolerance Paradox," IMF Staff Papers, Palgrave Macmillan, vol. 53(2), pages 1-1.
  45. Ozler, Sule, 1990. "The evolution of credit terms : an empirical study of commercial bank lending to developing countries," Policy Research Working Paper Series 355, The World Bank.
  46. Tamás Kristóf, 2021. "Sovereign Default Forecasting in the Era of the COVID-19 Crisis," JRFM, MDPI, vol. 14(10), pages 1-24, October.
  47. Nath, Hiranya K., 2009. "Country Risk Analysis: A Survey of the Quantitative Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 62(1), pages 69-94.
  48. Cuddington, John T., 1997. "Analyzing the sustainability of fiscal deficitsin developing countries," Policy Research Working Paper Series 1784, The World Bank.
  49. Esteban Serrano-Monge, 2022. "Inferences from Portfolio Theory and Efficient Market Hypothesis to the Impact of Social Media on Sovereign Debt: Colombia, Ecuador, and Peru," JRFM, MDPI, vol. 15(4), pages 1-16, March.
  50. K.P., Prabheesh, 2013. "Optimum international reserves and sovereign risk: Evidence from India," Journal of Asian Economics, Elsevier, vol. 28(C), pages 76-86.
  51. Jakob De Haan & Clemens Siermann & Erna Van Lubek, 1997. "Political instability and country risk: new evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 4(11), pages 703-707.
  52. Hernandez-Trillo, Fausto, 1995. "A model-based estimation of the probability of default in sovereign credit markets," Journal of Development Economics, Elsevier, vol. 46(1), pages 163-179, February.
  53. Chowdhry, Bhagwan, 2000. "Defaults and interest rates in international lending," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 333-345, July.
  54. Sule Ozler, 1986. "Valuation of Rescheduled Loans, 1978-1983: A Rational Expectations Approach," UCLA Economics Working Papers 414, UCLA Department of Economics.
  55. Woller, Gray M. & Phillips, Kerk, 1995. "LDC default probabilities and U.S. commercial banks: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 4(4), pages 333-352.
  56. Sule Ozler, 1988. "Have Commerical Banks Ignored History," UCLA Economics Working Papers 498, UCLA Department of Economics.
  57. Edward I. Altman & Herbert A. Rijken, 2013. "Sovereign default risk assessment," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 6-27.
  58. Nunnenkamp, Peter & Picht, Hartmut, 1988. "Debt repudiation by developing countries in the 1980s: a cross-country analysis of major determinants," Kiel Working Papers 313, Kiel Institute for the World Economy (IfW Kiel).
  59. John Cooper, 1999. "Artificial neural networks versus multivariate statistics: An application from economics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 909-921.
  60. repec:ags:ucdavw:225633 is not listed on IDEAS
  61. Evrensel, Ayse Y., 2004. "Lending to developing countries revisited: changing nature of lenders and payment problems," Economic Systems, Elsevier, vol. 28(3), pages 235-256, September.
  62. Serhat Yuksel & Suat Eroglu & Mustafa Ozsari, 2016. "An Analysis of the Reasons of Internal Migration in Turkey with Logit Method," Business and Management Horizons, Macrothink Institute, vol. 4(2), pages 34-45, December.
  63. Tkalec, Marina & Vizek, Maruška & Verbič, Miroslav, 2014. "Balance sheet effects and original sinners’ risk premiums," Economic Systems, Elsevier, vol. 38(4), pages 597-613.
  64. Lean Yu & Lihang Yu & Kaitao Yu, 2021. "A high-dimensionality-trait-driven learning paradigm for high dimensional credit classification," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-20, December.
  65. Tebaldi, Edinaldo & Nguyen, Hana & Zuluaga, John, 2018. "Determinants of emerging markets’ financial health: A panel data study of sovereign bond spreads," Research in International Business and Finance, Elsevier, vol. 45(C), pages 82-93.
  66. Jelena Laušev & Aleksandar Stojanović & Nataša Todorović, 2011. "Determinants Of Debt Rescheduling In Eastern European Countries," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(188), pages 7-31, January –.
  67. David McKenzie, 2001. "An Econometric analysis of IBRD creditworthiness," International Economic Journal, Taylor & Francis Journals, vol. 18(4), pages 427-448.
  68. Rivoli, Pietra & Brewer, Thomas L., 1997. "Political instability and country risk," Global Finance Journal, Elsevier, vol. 8(2), pages 309-321.
  69. Huang, Shumin, 1993. "Determinants of country creditworthiness : an empirical investigation, 1980-1989," Research Discussion Papers 1/1993, Bank of Finland.
  70. Amartya Lahiri & Hinh T. Dinh, 1996. "External debt and creditworthiness : theory with evidence," Finnish Economic Papers, Finnish Economic Association, vol. 9(2), pages 110-125, Autumn.
  71. Clark, Ephraim & Kassimatis, Konstantinos, 2004. "Country financial risk and stock market performance: the case of Latin America," Journal of Economics and Business, Elsevier, vol. 56(1), pages 21-41.
  72. Yago, Milton & Morgan, Wyn, 2008. "The impact of policy reversal on economic performance in Sub-Saharan Africa," European Journal of Political Economy, Elsevier, vol. 24(1), pages 88-106, March.
  73. Philipp Maier & Garima Vasishtha, 2008. "Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?," Staff Working Papers 08-25, Bank of Canada.
  74. Maltritz, Dominik & Molchanov, Alexander, 2013. "Analyzing determinants of bond yield spreads with Bayesian Model Averaging," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5275-5284.
  75. Maltritz, Dominik & Molchanov, Alexander, 2014. "Country credit risk determinants with model uncertainty," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 224-234.
  76. Sule Ozler, 1988. "Evolution of Commerical Bank Lending to Developing Countries," UCLA Economics Working Papers 497, UCLA Department of Economics.
  77. Feder, Gershon & Just, Richard E., 1977. "An analysis of credit terms in the eurodollar market," European Economic Review, Elsevier, vol. 9(2), pages 221-243.
  78. Olusegun Ayodele Akanbi, 2016. "External debt accumulation in sub-Saharan African countries: how fast is safe?," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 8(2), pages 93-110.
  79. Susan K. Schroeder, 2008. "The Underpinnings Of Country Risk Assessment," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 498-535, July.
  80. Dominik Maltritz & Andreas Buehn & Stefan Eichler, 2011. "Modeling country default risk as a latent variable: a Multiple Indicators Multiple Causes (MIMIC) approach," Post-Print hal-00730230, HAL.
  81. Huang, Shumin, 1993. "Determinants of country creditworthiness: an empirical investigation, 1980-1989," Bank of Finland Research Discussion Papers 1/1993, Bank of Finland.
  82. Somerville, R. A. & Taffler, R. J., 1995. "Banker judgement versus formal forecasting models: The case of country risk assessment," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 281-297, May.
  83. Ramcharran, Harri, 1999. "The determinants of secondary market prices for developing country loans: the impact of country risk," Global Finance Journal, Elsevier, vol. 10(2), pages 173-186.
  84. Martín Grandes, 2007. "The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(130), pages 151-181.
  85. repec:ags:ucdavw:225632 is not listed on IDEAS
  86. Lean Yu & Xinxie Li & Ling Tang & Zongyi Zhang & Gang Kou, 2015. "Social credit: a comprehensive literature review," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-18, December.
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