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LDC Debt: Forgiveness, Indexation, and Investment Incentives

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Author Info
Froot, Kenneth A
Scharfstein, David S
Stein, Jeremy C

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Abstract

The authors compare different indexation schemes in terms of their ability to facilitate forgiveness and reduce the investment disincentives associated with the large LDC debt overhang. Indexing to an endogenous variable (e.g., a country's output) has a negative moral hazard effect on investment. This problem does not arise when payments are linked to an exogenous variable such as commodity prices. Nonetheless, indexing payments to output may be useful when debtors know more about their willingness to invest than lenders. They also reach new conclusions about the desirability of default penalties under asymmetric information. Copyright 1989 by American Finance Association.

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Publisher Info
Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 44 (1989)
Issue (Month): 5 (December)
Pages: 1335-50
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Handle: RePEc:bla:jfinan:v:44:y:1989:i:5:p:1335-50

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Laffont, Jean-Jacques & Tirole, Jean, 1986. "Using Cost Observation to Regulate Firms," Journal of Political Economy, University of Chicago Press, vol. 94(3), pages 614-41, June. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Joseph Atta-Mensah, 2004. "Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital," Working Papers 04-20, Bank of Canada. [Downloadable!]
  2. Franklin Allen & Anthony M. Santomero, 1996. "The Theory of Financial Intermediation," Center for Financial Institutions Working Papers 96-32, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  3. Ceyhun Bora Durdu, 2007. "Quantitative implications of indexed bonds in small open economies," International Finance Discussion Papers 909, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  4. C. Bora Durdu, 2006. "Are Indexed Bonds a Remedy for Sudden Stops?," Computing in Economics and Finance 2006 11, Society for Computational Economics. [Downloadable!]
  5. Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1992. "Risk Management: Coordinating Corporate Investment and Financing Policies," NBER Working Papers 4084, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Robert Gertner & David Scharfstein, 1991. "A Theory of Workouts and the Effects of Reorganization Law," NBER Technical Working Papers 0103, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Kletzer, Kenneth M., 1990. "Inefficient private renegotiation of sovereign debt," Policy Research Working Paper Series 441, The World Bank. [Downloadable!]
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