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Secondary Market Prices and Mexico's Brady Deal

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Author Info
Claessens, Stijn
van Wijnbergen, Sweder

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Abstract

The use of official funds in debt reduction packages has been widely argued to amount to a creditor bailout. The authors analyze this question using a case study of Mexico's 1989 Brady deal. Using an option-based pricing model, they obtain pre- and postmarket values for Mexico's commercial debt and find that the market value inclusive of official funds went up only marginally. Consequently, Mexico obtained a large share of the benefits of the official funds and struck a favorable deal. The Brady debt reduction formula, thus, seems to offer an efficient framework for debt workouts. Recent events in Mexico confirm that view. Copyright 1993, the President and Fellows of Harvard College and the Massachusetts Institute of Technology.

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Publisher Info
Article provided by MIT Press in its journal Quarterly Journal of Economics.

Volume (Year): 108 (1993)
Issue (Month): 4 (November)
Pages: 967-82
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Handle: RePEc:tpr:qjecon:v:108:y:1993:i:4:p:967-82

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  1. Peter Rowland, . "Buyback of Colombian Sovereign Debt," Borradores de Economia 331, Banco de la Republica de Colombia. [Downloadable!]
  2. Barbone, Luca & Forni, Lorenzo, 1997. "Are markets learning? : behavior in the secondary market for Brady bonds," Policy Research Working Paper Series 1734, The World Bank. [Downloadable!]
  3. Kim Oosterlinck & Loredana Ureche-Rangau, 2004. "Entre la peste et le choléra Le détenteur d’obligations peut préférer la répudiation au défaut…," Working Papers CEB 04-021.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
  4. John T. Cuddington & Hong Liang & Shihua Lu, 1996. "Uncertainty, Trade, and Capital Flows in Sub-Saharan Africa," International Finance 9602002, EconWPA. [Downloadable!]
  5. Budina, Nina & Mantchev, Tzvetan, 2000. "Determinants of Bulgarian Brady bond prices - an empirical assessment," Policy Research Working Paper Series 2277, The World Bank. [Downloadable!]
  6. Peter Rowland, 2004. "The Colombian Sovereign Spread And Its Determinants," BORRADORES DE ECONOMIA 003572, BANCO DE LA REPÚBLICA. [Downloadable!]
  7. Peter Rowland, 2005. "Buyback Of Colombian Sovereign Debt," BORRADORES DE ECONOMIA 002073, BANCO DE LA REPÚBLICA. [Downloadable!]
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