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Is Aggregation a Problem for Sovereign Debt Restructuring?

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Author Info
Eichengreen, Barry
Mody, Ashoka

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Abstract

Reform of the mechanisms and procedures through which problems of sovereign debt sustainability are resolved is at the centre of the effort to make the international financial system less crisis prone. The purported difficulty of coordinating creditors holding distinct bond issues provides one basis for choosing among the reform proposals currently on the table. We assess the significance of this difficulty (‘the aggregation problem’) using evidence on the pricing of international bonds. Our evidence suggests that investors do perceive that aggregation has costs. Plausibly, they worry most about difficulties of information sharing and coordination across issues when the debt in question is an obligation of a country with a significant perceived probability of having to restructure.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 3771.

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Date of creation: Feb 2003
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Handle: RePEc:cpr:ceprdp:3771

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Related research
Keywords: crises; sovereign debt;

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Find related papers by JEL classification:
F00 - International Economics - - General - - - General

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. Barry Eichengreen & Ashoka Mody, 2000. "Would Collective Action Clauses Raise Borrowing Costs?," NBER Working Papers 7458, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Barry Eichengreen & Ashoka Mody, 2001. "Would Collective Action Clauses Raise Borrowing Costs? An Update and Additional Results," International Finance 0012003, EconWPA. [Downloadable!]
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  3. Michael P. Dooley, 2000. "Can Output Losses Following International Financial Crises be Avoided?," NBER Working Papers 7531, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Richard Cantor & Frank Packer, 1995. "Sovereign credit ratings," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jun. [Downloadable!]
  5. Barry Eichengreen & Ashoka Mody, 1998. "What Explains Changing Spreads on Emerging-Market Debt: Fundamentals or Market Sentiment?," NBER Working Papers 6408, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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Cited by:
(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. Esteban Jadresic & Klaus Schmidt-Hebbel & Rodrigo Valdés, 2003. "Crisis Financieras Internacionales, Prestamista de Última Instancia y Nueva Arquitectura Financiera Internacional," Working Papers Central Bank of Chile 212, Central Bank of Chile. [Downloadable!]
  2. Ousmène Mandeng, 2004. "Intercreditor Distribution in Sovereign Debt Restructuring," IMF Working Papers 04/183, International Monetary Fund. [Downloadable!]
  3. Barry Eichengreen & Kenneth Kletzer & Ashoka Mody, 2003. "Crisis Resolution: Next Steps," Santa Cruz Center for International Economics, Working Paper Series 1008, Center for International Economics, UC Santa Cruz. [Downloadable!]
    Other versions:
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