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Is the standard micro portfolio approach to sovereign debt management still appropriate?

In: Threat of fiscal dominance?

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Author Info

  • Hans J Blommestein

    (Organisation for Economic Co-operation and Development (OECD))

  • Anja Hubig

    (School of Business and Economics at the Humboldt University of Berlin (Institute for Banking and Asset Markets))

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This chapter was published in:

  • Bank for International Settlements, 2012. "Threat of fiscal dominance?," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 65, 8.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 65-09.

    Handle: RePEc:bis:bisbpc:65-09

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    1. Reinhart, Carmen M. & Rogoff, Kenneth S., 2010. "Growth in a Time of Debt," Scholarly Articles 11129154, Harvard University Department of Economics.
    2. Elisa Faraglia & Albert Marcet & Andrew Scott, 2007. "Fiscal Insurance and Debt Management in OECD Economies," Working Papers 333, Barcelona Graduate School of Economics.
    3. Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "In Search of a Theory of Debt Management," Working Papers 348, Barcelona Graduate School of Economics.
    4. Hans J. Blommestein & Anja Hubig, 2012. "A Critical Analysis of the Technical Assumptions of the Standard Micro Portfolio Approach to Sovereign Debt Management," OECD Working Papers on Sovereign Borrowing and Public Debt Management 4, OECD Publishing.
    5. Udaibir S. Das & Jay Surti & Faisal Ahmed & Michael G Papaioannou & Guilherme Pedras, 2010. "Managing Public Debt and its Financial Stability Implications," IMF Working Papers 10/280, International Monetary Fund.
    6. Stephen Cecchetti & Madhusudan Mohanty & Fabrizio Zampolli, 2011. "The real effects of debt," BIS Working Papers 352, Bank for International Settlements.
    7. Guido Wolswijk & Jakob de Haan, 2005. "Government debt management in the euro area - recent theoretical developments and changes in practices," Occasional Paper Series 25, European Central Bank.
    8. David Jamieson Bolder, 2003. "A Stochastic Simulation Framework for the Government of Canada's Debt Strategy," Working Papers, Bank of Canada 03-10, Bank of Canada.
    9. Emanuele Bacchiocchi & Alessandro Missale, 2005. "Managing Debt Stability," CESifo Working Paper Series 1388, CESifo Group Munich.
    10. Massimo Bernaschi & Alessandro Missale & Davide Vergni, 2009. "Should Governments Minimize Debt Service Cost and Risk?," UNIMI - Research Papers in Economics, Business, and Statistics, Universitá degli Studi di Milano unimi-1097, Universitá degli Studi di Milano.
    11. Hans J. Blommestein & Philip Turner, 2012. "Interactions Between Sovereign Debt Management and Monetary Policy Under Fiscal Dominance and Financial Instability," OECD Working Papers on Sovereign Borrowing and Public Debt Management 3, OECD Publishing.
    12. Blommestein, Hans, 2010. "Risk Management after the Great Crash," Journal of Financial Transformation, Capco Institute, Capco Institute, vol. 28, pages 1-19.
    13. Yves Nosbusch, 2008. "Interest Costs and the Optimal Maturity Structure Of Government Debt," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 118(527), pages 477-498, 03.
    14. Hans J. Blommestein & Vincenzo Guzzo & Allison Holland & Yibin Mu, 2010. "Debt Markets: Policy Challenges in the Post-Crisis Landscape," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2010(1), pages 143-169.
    15. Alessandro Missale, 2012. "Sovereign debt management and fiscal vulnerabilities," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 157-176 Bank for International Settlements.
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