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A free lunch for Emerging Markets: Removing international financial market imperfections with modern finance instruments

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Author Info
Christian Bauer ()
Bernhard Herz ()
Stefan Hoops ()

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Abstract

Regulations and frictions of the market for emerging market bonds keep up the price of capital demanded by emerging countries. Instruments of modern finance, i.e. a pool of emerging market bonds refinanced via an enhanced Asset Backed Securities structure, can significantly reduce the interest payments. In an extensive simulation study based on empirical data, the cumulated interest savings for a horizon of 10 years amount to up to 44% of the credit sum. The theoretical structure of the transaction is explicitly derived in cooperation with professionals from major commercial banks and thus realistic. The implementation is costless and does neither require institutional reforms nor debt forgiveness and is in line with market forces.

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Publisher Info
Article provided by Department of Economics, Economics I, Bayreuth University in its journal Macroeconomics.

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Handle: RePEc:uba:hadfwe:emerging-markets-bauer-herz-hoops-2006-11

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Related research
Keywords: Emerging Markets; financial market imperfections; finance instruments; debt crises; asset backed securities (ABS);

Find related papers by JEL classification:
H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management
F34 - International Economics - - International Finance - - - International Lending and Debt Problems
G - Financial Economics

This paper has been announced in the following NEP Reports:

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  1. Paul R. Krugman, 1989. "Market-Based Debt-Reduction Schemes," NBER Working Papers 2587, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2009-11-13.


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