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Entre la peste et le choléra Le détenteur d’obligations peut préférer la répudiation au défaut…

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Author Info
Kim Oosterlinck () (Centre Emile Bernheim, Solvay Business School, Université Libre de Bruxelles, Brussels.)
Loredana Ureche-Rangau () (IESEG, School of Management, Lille)

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Abstract

Sovereign debts are often subject to payment suspension. Default, i.e. the financial incapacity to fulfil the debt service, and repudiation, i.e. the denial by a sovereign to recognize its legal obligations, are normally used to explain these payment suspensions. Intuitively, for bondholders, defaults should incur the smallest financial losses. In this case, bondholders may indeed hope for either a negotiated solution (leading only to a partial loss), or for a resumption of the debt service if the defaulting state manages to overcome its financial troubles. In the case of repudiations, these two elements are not relevant as repudiations usually go with a complete stop of the negotiation process. Furthermore, when a country repudiates its debt, its pay-back ability does not matter as the debtor government refuses to fulfil its financial obligations. This paper shows, by using two series of bonds (Romanian bonds in default during the 1930’ and Russian bonds repudiated in 1918), that there are some situations when the market prices of repudiated bonds may stay above those of defaulted bonds. This counter-intuitive observation is explained by market anticipation of possible events having a strong influence on the repudiated bond prices (bail out of the Russian debt by the French Government or by a country created following the decline of the Tsarist Empire).

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File URL: http://www.solvay.edu/EN/Research/Bernheim/documents/wp04021.pdf
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Paper provided by Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB) in its series Working Papers CEB with number 04-021.RS.

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Length: 22 pages
Date of creation: Aug 2004
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Handle: RePEc:sol:wpaper:04-021

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Related research
Keywords: Dette souveraine défaut répudiation.

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Find related papers by JEL classification:
F34 - International Economics - - International Finance - - - International Lending and Debt Problems
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative
N24 - Economic History - - Financial Markets and Institutions - - - Europe: 1913-

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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. 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)
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    Other versions:
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    Other versions:
  4. Cumby, Robert & Pastine, Tuvana, 2001. "Emerging Market Debt: Measuring Credit Quality and Examining Relative Pricing," CEPR Discussion Papers 2866, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Hernandez-Trillo, Fausto, 1995. "A model-based estimation of the probability of default in sovereign credit markets," Journal of Development Economics, Elsevier, vol. 46(1), pages 163-179, February. [Downloadable!] (restricted)
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  8. English, William B, 1996. "Understanding the Costs of Sovereign Default: American State Debts in the 1840's," American Economic Review, American Economic Association, vol. 86(1), pages 259-75, March. [Downloadable!] (restricted)
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  10. Duffee, Gregory R, 1999. "Estimating the Price of Default Risk," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(1), pages 197-226.
  11. Duffie, Darrell & Singleton, Kenneth J, 1999. "Modeling Term Structures of Defaultable Bonds," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 687-720.
  12. Eaton, J. & Fernandez, R., 1995. "Sovereign Debt," Papers 37, Boston University - Department of Economics.
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  13. Darrell Duffie & Lasse Heje Pedersen & Kenneth J. Singleton, 2003. "Modeling Sovereign Yield Spreads: A Case Study of Russian Debt," Journal of Finance, American Finance Association, vol. 58(1), pages 119-159, 02. [Downloadable!] (restricted)
  14. Claessens, Stijn & van Wijnbergen, Sweder, 1993. "Secondary Market Prices and Mexico's Brady Deal," The Quarterly Journal of Economics, MIT Press, vol. 108(4), pages 967-82, November.
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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. John Landon-Lane & Kim Oosterlinck, 2005. "Hope springs eternal… French bondholders and the Soviet Repudiation (1915-1919)," Departmental Working Papers 200513, Rutgers University, Department of Economics. [Downloadable!]
    Other versions:
  2. Marc D. Weidenmier & Kim Oosterlinck, 2007. "Victory or Repudiation? The Probability of the Southern Confederacy Winning the Civil War," NBER Working Papers 13567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Oscar Bernal & Kim Oosterlinck & Ariane Szafarz, 2008. "Observing bailout expectations during a total eclipse of the sun," Working Papers CEB 08-015.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB). [Downloadable!]
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