Date Published:
Jun 01, 1993
Focus Area(s):
JPD 1993 Vol. XX No. 2-b

Utilizing time-wise autoregressive model to investigate the perception of the international community on the Philippines, which 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.

Main Menu

Secondary Menu