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Sovereign-debt Renegotiations: A Strategic Analysis

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Author Info
Raquel Fernandez
Robert W. Rosenthal

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Abstract

The process of debt-rescheduling between a creditor and a sovereign (LDC) debtor is modeled as a noncooperative game built on a one-sector growth model. The creditor's threat to impose default penalties is ignored here as inherently incredible; instead, the debtor's motivation for repayment is to reap benefits from attaining an improved credit standing in international capital markets. The creditor can forgive portions of the outstanding debt so that a real-time bargaining process results with concessions being in the form of debt-service payments by the debtor and debt forgiveness by the creditor. Subgame-perfect equilibria of the game are characterized the main finding is that these all result in Pareto optima in which the creditor extracts all the surplus.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 2597.

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Date of creation: Jun 1988
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Publication status: published as "Strategic Models of Sovereign-Debt Negotiations," Review of Economic Studies, Vol. 57, pp. 331-349, (1990).
Handle: RePEc:nbr:nberwo:2597

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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. Eaton, Jonathan & Gersovitz, Mark, 1981. "Debt with Potential Repudiation: Theoretical and Empirical Analysis," Review of Economic Studies, Blackwell Publishing, vol. 48(2), pages 289-309, April. [Downloadable!] (restricted)
  2. Jeffrey Sachs, 1983. "Theoretical Issues in International Borrowing," NBER Working Papers 1189, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  1. Harold L. Cole & James Dow & William B. English, 1994. "Default, settlement, and signalling: lending resumption in a reputational model of sovereign debt," Staff Report 180, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
  2. Fernandez-Arias, Eduardo, 1991. "A dynamic bargaining model of sovereign debt," Policy Research Working Paper Series 778, The World Bank. [Downloadable!]
  3. Fernando Broner & Alberto Martin & Jaume Ventura, 2006. "Sovereign Risk and Secondary Markets," Economics Working Papers 998, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
  4. Raquel Fernandez & Robert W. Rosenthal, 1989. "Sovereign-Debt Renegotiations Revisted," NBER Working Papers 2981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Jaume Ventura & Fernando A. Broner, 2006. "Globalization and Risk Sharing," NBER Working Papers 12482, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Kletzer, Kenneth M., 1990. "Inefficient private renegotiation of sovereign debt," Policy Research Working Paper Series 441, The World Bank. [Downloadable!]
    Other versions:
  7. Jonathan Eaton & Raquel Fernandez, 1995. "Sovereign Debt," NBER Working Papers 5131, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. Raquel Fernandez & Jacob Glazer, 1989. "The Scope for Collusive Behavior Among Debtor Countries," NBER Working Papers 2980, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Mark Gertler & Kenneth Rogoff, 1989. "Developing Country Borrowing and Domestic Wealth," NBER Working Papers 2887, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  10. Cohen, Daniel & Verdier, Thierry, 1991. "Debt, debt relief, and growth : a bargaining approach," Policy Research Working Paper Series 762, The World Bank. [Downloadable!]
    Other versions:
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