Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?

B-Tier
Journal: Journal of International Money and Finance
Year: 2017
Volume: 70
Issue: C
Pages: 360-377

Authors (3)

Balima, Wenéyam Hippolyte (not in RePEc) Combes, Jean-Louis (not in RePEc) Minea, Alexandru (Université d'Orléans)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Based on a sample of 38 emerging economies, we find that inflation targeting (IT) adoption improves sovereign debt risk. Next, we show that this favorable effect is sensitive to several structural characteristics, and to the considered time span. Finally, the measure of sovereign risk (sovereign debt ratings or government bond yield spreads) and the IT form (full-fledged or partial) equally influence the effect of IT adoption on sovereign debt risk. Thus, our paper provides valuable insights regarding IT implementation as a device for improving emerging market economies' access to international financial markets.

Technical Details

RePEc Handle
repec:eee:jimfin:v:70:y:2017:i:c:p:360-377
Journal Field
International
Author Count
3
Added to Database
2026-01-24