Sovereign credit ratings and macroeconomic variables: An application of bounds testing approach to Malaysia
This paper aims to investigate the short- and long-run macroeconomic determinants of sovereign credit ratings in developing countries.Malaysia is used as a case study.This study employed quarterly data from 1991 to 2004.We apply a recently developed time series technique called ‘Auto-Regressive Dist...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IABE
2008
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/12578/1/Masih%20Halim.pdf |