An empirical investigation of banker's perceptions of country creditworthiness /
By: McMiken, Evanor D.
Series: Vol. 20 No. 2 Second Sem 1993.Description: p.185.Subject(s): Banks - creditwortiness - Philippines | PIDS JPD 1993Online resources: Click here to access online In: Journal of Philippine DevelopmentSummary: Utilizing time-wise autoregressive model to investigate the perception of the international community on the Philippines, that has suffered from debt crisis in 1982, indicates that banker's creditworthiness assessments are sensitive not only from liquidity and solvency but also from long-term structural risk. It also provides evidence of regional contamination. One-way fixed effects panel data analysis lends validity that banker's creditworthiness are influenced by "non-quantifiable" country-specific risks presumed to transpire from socio-political conditions.No physical items for this record
Utilizing time-wise autoregressive model to investigate the perception of the international community on the Philippines, that has suffered from debt crisis in 1982, indicates that banker's creditworthiness assessments are sensitive not only from liquidity and solvency but also from long-term structural risk. It also provides evidence of regional contamination. One-way fixed effects panel data analysis lends validity that banker's creditworthiness are influenced by "non-quantifiable" country-specific risks presumed to transpire from socio-political conditions.