Long-duration bonds and sovereign defaults
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
References listed on IDEAS
- Yue, Vivian Z., 2010.
"Sovereign default and debt renegotiation,"
Journal of International Economics, Elsevier, vol. 80(2), pages 176-187, March.
- Vivian Z. Yue, 2005. "Sovereign Default and Debt Renegotiation," 2005 Meeting Papers 138, Society for Economic Dynamics.
- Cuadra Gabriel & Sapriza Horacio, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers 2006-01, Banco de México.
- Enrique G. Mendoza & Vivian Z. Yue, 2008. "A Solution to the Disconnect between Country Risk and Business Cycle Theories," NBER Working Papers 13861, National Bureau of Economic Research, Inc.
- Aguiar, Mark & Gopinath, Gita, 2006.
"Defaultable debt, interest rates and the current account,"
Journal of International Economics, Elsevier, vol. 69(1), pages 64-83, June.
- Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates and the current account," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates and the current account," Working Paper Series 2004-31, Federal Reserve Bank of San Francisco.
- Mark Aguiar & Gita Gopinath, 2004. "Defaultable Debt, Interest Rates and the Current Account," NBER Working Papers 10731, National Bureau of Economic Research, Inc.
- Mark Aguiar & Gita Gopinath, 2004. "Defaultable debt, interest rates, and the current account," Working Papers 04-5, Federal Reserve Bank of Boston.
- Per Krusell & Anthony A. Smith, Jr., 2003.
"Consumption--Savings Decisions with Quasi--Geometric Discounting,"
Econometrica, Econometric Society, vol. 71(1), pages 365-375, January.
- Per Krusell & Anthony A. Smith, Jr., "undated". "Consumption-Savings Decisions with Quasi-Geometric Discounting," GSIA Working Papers 2001-05, Carnegie Mellon University, Tepper School of Business.
- Per Krusell & Anthony A Smith, Jr., 2001. "Consumption Savings Decisions with Quasi-Geometric Discounting," NajEcon Working Paper Reviews 625018000000000251, www.najecon.org.
- Per Krusell & Anthony A Smith, Jr., 2001. "Consumption Savings Decisions with Quasi-Geometric Discounting," Levine's Working Paper Archive 625018000000000251, David K. Levine.
- Smith Jr., Anthony A, 2001. "Consumption-Savings Decisions with Quasi-Geometric Discounting," CEPR Discussion Papers 2651, C.E.P.R. Discussion Papers.
- Cuadra, Gabriel & Sapriza, Horacio, 2008.
"Sovereign default, interest rates and political uncertainty in emerging markets,"
Journal of International Economics, Elsevier, vol. 76(1), pages 78-88, September.
- Cuadra Gabriel & Sapriza Horacio, 2006. "Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets," Working Papers 2006-02, Banco de México.
- Michael Tomz & Mark L. J. Wright, 2007.
"Do Countries Default in "Bad Times" ?,"
Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 352-360, 04-05.
- Michael Tomz & Mark L. J. Wright, 2007. "Do countries default in “bad times”?," Working Paper Series 2007-17, Federal Reserve Bank of San Francisco.
- Michael Tomz & Mark L. J. Wright, 2007. "Do Countries Default In "Bad Times"?," CAMA Working Papers 2007-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Gelos, R. Gaston & Sahay, Ratna & Sandleris, Guido, 2011.
"Sovereign borrowing by developing countries: What determines market access?,"
Journal of International Economics, Elsevier, vol. 83(2), pages 243-254, March.
- Mr. Gaston Gelos & Mr. Guido M Sandleris & Ms. Ratna Sahay, 2004. "Sovereign Borrowing by Developing Countries: What Determines Market Access?," IMF Working Papers 2004/221, International Monetary Fund.
- R. Gaston Gelos, Ratna Sahay and Guido Sandleris, 2008. "Sovereign Borrowing by Developing Countries: What Determines Market Access?," Business School Working Papers 2008-02, Universidad Torcuato Di Tella.
- Arteta, Carlos & Hale, Galina, 2008.
"Sovereign debt crises and credit to the private sector,"
Journal of International Economics, Elsevier, vol. 74(1), pages 53-69, January.
- Carlos Arteta & Galina Hale, 2006. "Sovereign debt crises and credit to the private sector," International Finance Discussion Papers 878, Board of Governors of the Federal Reserve System (U.S.).
- Carlos Arteta & Galina Hale, 2006. "Sovereign debt crises and credit to the private sector," Working Paper Series 2006-21, Federal Reserve Bank of San Francisco.
- Jeffrey Sachs & Daniel Cohen, 1982. "LDC Borrowing with Default Risk," NBER Working Papers 0925, National Bureau of Economic Research, Inc.
- Lizarazo, Sandra, 2009.
"Contagion of Financial Crises in Sovereign Debt Markets,"
MPRA Paper
20795, University Library of Munich, Germany, revised 06 Feb 2010.
- Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0906, Centro de Investigacion Economica, ITAM.
- Niepelt, Dirk, 2014.
"Debt maturity without commitment,"
Journal of Monetary Economics, Elsevier, vol. 68(S), pages 37-54.
- Dirk Niepelt, 2008. "Debt Maturity without Commitment," CESifo Working Paper Series 2500, CESifo.
- ,, 2008. "Debt Maturity without Commitment," CEPR Discussion Papers 7093, C.E.P.R. Discussion Papers.
- Dirk Niepelt, 2008. "Debt Maturity without Commitment," Working Papers 08.05, Swiss National Bank, Study Center Gerzensee.
- Michael Kumhof, 2004.
"Fiscal Crisis Resolution: Taxation versus Inflation,"
Working Papers
102004, Hong Kong Institute for Monetary Research.
- Michael Kumhof, 2004. "Fiscal Crisis Resolution: Taxation Versus Inflation," 2004 Meeting Papers 874, Society for Economic Dynamics.
- Schmitt-Grohe, Stephanie & Uribe, Martin, 2003.
"Closing small open economy models,"
Journal of International Economics, Elsevier, vol. 61(1), pages 163-185, October.
- Stephanie Schmitt-Grohe & Martin Uribe, 2001. "Closing Small Open Economy Models," Departmental Working Papers 200115, Rutgers University, Department of Economics.
- Stephanie Schmitt-Grohe & Martin Uribe, 2002. "Closing Small Open Economy Models," NBER Working Papers 9270, National Bureau of Economic Research, Inc.
- Uribe, MartÃn & Schmitt-Grohé, Stephanie, 2002. "Closing Small Open Economy Models," CEPR Discussion Papers 3096, C.E.P.R. Discussion Papers.
- Mark Aguiar & Gita Gopinath, 2007.
"Emerging Market Business Cycles: The Cycle Is the Trend,"
Journal of Political Economy, University of Chicago Press, vol. 115(1), pages 69-102.
- Mark Aguiar & Gita Gopinath, 2004. "Emerging Market Business Cycles: The Cycle is the Trend," NBER Working Papers 10734, National Bureau of Economic Research, Inc.
- Mark Aguiar & Gita Gopinath, 2004. "Emerging market business cycles: the cycle is the trend," Working Papers 04-4, Federal Reserve Bank of Boston.
- Aguiar, Mark & Gopinath, Gita, 2007. "Emerging Market Business Cycles: The Cycle is the Trend," Scholarly Articles 11988098, Harvard University Department of Economics.
- David Benjamin, 2008. "Recovery Before Redemption," 2008 Meeting Papers 531, Society for Economic Dynamics.
- Bai, Yan & Zhang, Jing, 2012.
"Financial integration and international risk sharing,"
Journal of International Economics, Elsevier, vol. 86(1), pages 17-32.
- Yan Bai & Jing Zhang, 2006. "Financial Integration and International Risk Sharing," 2006 Meeting Papers 371, Society for Economic Dynamics.
- Yan Bai & Jing Zhang, 2009. "Financial Integration and International Risk Sharing," Working Papers 594, Research Seminar in International Economics, University of Michigan.
- Cristina Arellano & Ananth Ramanarayanan, 2012.
"Default and the Maturity Structure in Sovereign Bonds,"
Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 187-232.
- Ananth Ramanarayanan & Cristina Arellano, 2008. "Default and the Maturity Structure in Sovereign Bonds," 2008 Meeting Papers 479, Society for Economic Dynamics.
- Cristina Arellano & Ananth Ramanarayanan, 2008. "Default and the maturity structure in sovereign bonds," Staff Report 410, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Ananth Ramanarayanan, 2008. "Default and the maturity structure in sovereign bonds," Globalization Institute Working Papers 19, Federal Reserve Bank of Dallas.
- Pablo D'Erasmo, 2008. "Government Reputation and Debt Repayment in Emerging Economies," 2008 Meeting Papers 1006, Society for Economic Dynamics.
- Bizer, David S & DeMarzo, Peter M, 1992. "Sequential Banking," Journal of Political Economy, University of Chicago Press, vol. 100(1), pages 41-61, February.
- Mark L. J. Wright, 2005. "Coordinating Creditors," American Economic Review, American Economic Association, vol. 95(2), pages 388-392, May.
- Juan M. Sanchez, 2008. "The Role of Information in Consumer Debt and Bankruptcy," 2008 Meeting Papers 523, Society for Economic Dynamics.
- Juan Jose Cruces & Marcos Buscaglia & Joaquin Alonso, 2002. "The Term Structure of Country Risk and Valuation in Emerging Markets," Working Papers 46, Universidad de San Andres, Departamento de Economia, revised Apr 2002.
- Satyajit Chatterjee & Burcu Eyigungor, 2012.
"Maturity, Indebtedness, and Default Risk,"
American Economic Review, American Economic Association, vol. 102(6), pages 2674-2699, October.
- Burcu Eyigungor & Satyajit Chatterjee, 2008. "Maturity, Indebtedness and Default Risk," 2008 Meeting Papers 1001, Society for Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2011. "Maturity, indebtedness, and default risk," Working Papers 11-33, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2010. "Maturity, indebtedness, and default risk," Working Papers 10-12, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, Indebtedness, and Default Risk," Koç University-TUSIAD Economic Research Forum Working Papers 0901, Koc University-TUSIAD Economic Research Forum.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, indebtedness, and default risk," Working Papers 09-2, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007.
"A Quantitative Theory of Unsecured Consumer Credit with Risk of Default,"
Econometrica, Econometric Society, vol. 75(6), pages 1525-1589, November.
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & Jose-Victor Rios-Rull, 2002. "A Quantitative Theory of Unsecured Consumer Credit with Risk of Default," Centro de Altisimos Estudios Rios Pe©rez(CAERP) 2, Centro de Altisimos Estudios Rios Perez (CAERP).
- Satyajit Chatterjee & Dean Corbae & Makoto Nakajima & José-Víctor Ríos-Rull, 2007. "A quantitative theory of unsecured consumer credit with risk of default," Working Papers 07-16, Federal Reserve Bank of Philadelphia.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Detragiache, Enrica, 1994. "Sensible buybacks of sovereign debt," Journal of Development Economics, Elsevier, vol. 43(2), pages 317-333, April.
- Li, Wenli & Sarte, Pierre-Daniel, 2006. "U.S. consumer bankruptcy choice: The importance of general equilibrium effects," Journal of Monetary Economics, Elsevier, vol. 53(3), pages 613-631, April.
- Ran Bi, 2006. "Debt Dilution and Maturity Structure of Sovereign Bonds," 2006 Meeting Papers 652, Society for Economic Dynamics.
- Igor Livshits & James MacGee & Michèle Tertilt, 2007.
"Consumer Bankruptcy: A Fresh Start,"
American Economic Review, American Economic Association, vol. 97(1), pages 402-418, March.
- Igor Livshits & James MacGee & Michele Tertilt, 2003. "Consumer bankruptcy: a fresh start," Working Papers 617, Federal Reserve Bank of Minneapolis.
- Igor Livshits & James MacGee & Michele Tertilt, 2005. "Consumer Bankruptcy: A Fresh Start," Discussion Papers 04-011, Stanford Institute for Economic Policy Research.
- Uribe, Martin & Yue, Vivian Z., 2006.
"Country spreads and emerging countries: Who drives whom?,"
Journal of International Economics, Elsevier, vol. 69(1), pages 6-36, June.
- Martin Uribe & Vivian Z. Yue, 2004. "Country spreads and emerging countries: who drives whom?," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
- Martin Uribe & Vivian Z. Yue, 2003. "Country Spreads and Emerging Countries: Who Drives Whom?," NBER Working Papers 10018, National Bureau of Economic Research, Inc.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2013.
"Why Do Emerging Economies Borrow Short Term?,"
Journal of the European Economic Association, European Economic Association, vol. 11, pages 67-100, January.
- Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, "undated". "Why Do Emerging Economies Borrow Short Term?," Working Papers 308, Barcelona School of Economics.
- Fernando Broner & Guido Lorenzoni & Sergio Schmuckler, 2006. "Why Do Emerging Economies Borrow Short Term?," 2006 Meeting Papers 841, Society for Economic Dynamics.
- Broner, Fernando A. & Lorenzoni, Guido & Schmukler, Sergio L., 2004. "Why do emerging economies borrow short term?," Policy Research Working Paper Series 3389, The World Bank.
- Fernando A. Broner & Guido Lorenzoni & Sergio L. Schmukler, 2007. "Why Do Emerging Economies Borrow Short Term?," NBER Working Papers 13076, National Bureau of Economic Research, Inc.
- Schmukler, Sergio & Broner, Fernando & Lorenzoni, Guido, 2007. "Why Do Emerging Economies Borrow Short Term?," CEPR Discussion Papers 6249, C.E.P.R. Discussion Papers.
- Fernando Broner & Guido Lorenzoni & Sergio L. Schmukler, 2003. "Why do emerging economies borrow short term?," Economics Working Papers 838, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2011.
- Lizarazo, Sandra Valentina, 2013.
"Default risk and risk averse international investors,"
Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
- Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.
- Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
- Enrique G. Mandoza & Vivian Z. Yue, 2008.
"A solution to the default risk-business cycle disconnect,"
International Finance Discussion Papers
924, Board of Governors of the Federal Reserve System (U.S.).
- Vivian Z. Yue & Enrique G. Mendoza, 2009. "A Solution to the Default Risk-Business Cycle Disconnect," 2009 Meeting Papers 76, Society for Economic Dynamics.
- Neumeyer, Pablo A. & Perri, Fabrizio, 2005.
"Business cycles in emerging economies: the role of interest rates,"
Journal of Monetary Economics, Elsevier, vol. 52(2), pages 345-380, March.
- Pablo Andres Neumeyer & Fabrizio Perri, 1999. "Business Cycles in Emerging Economies: the role of interest rates," Department of Economics Working Papers 014, Universidad Torcuato Di Tella.
- Perri, Fabrizio & Neumeyer, Pablo Andrés, 2004. "Business Cycles in Emerging Economies: The Role of Interest Rates," CEPR Discussion Papers 4482, C.E.P.R. Discussion Papers.
- Pablo A. Neumeyer & Fabrizio Perri, 2004. "Business Cycles in Emerging Economies: The Role of Interest Rates," NBER Working Papers 10387, National Bureau of Economic Research, Inc.
- Pablo A. Neumeyer & Fabrizio Perri, 2001. "Business Cycles in Emerging Economies:The Role of Interest Rates," Working Papers 01-12, New York University, Leonard N. Stern School of Business, Department of Economics.
- Pablo Andrés Neumeyer & Fabrizio Perri, 2004. "Business cycles in emerging economies: the role of interest rates," Staff Report 335, Federal Reserve Bank of Minneapolis.
- Kartik Athreya & Xuan S. Tam & Eric R. Young, 2012.
"A Quantitative Theory of Information and Unsecured Credit,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 153-183, July.
- Kartik Athreya, 2008. "A Quantitative Theory of Information and Unsecured Credit," 2008 Meeting Papers 68, Society for Economic Dynamics.
- Kartik B. Athreya & Xuan S. Tam & Eric Young, 2011. "A quantitative theory of information and unsecured credit," Working Paper 08-06, Federal Reserve Bank of Richmond.
- Mr. Michael Kumhof & Mr. Evan C Tanner, 2005. "Government Debt: A Key Role in Financial Intermediation," IMF Working Papers 2005/057, International Monetary Fund.
- Sandleris, Guido, 2008.
"Sovereign defaults: Information, investment and credit,"
Journal of International Economics, Elsevier, vol. 76(2), pages 267-275, December.
- Guido M. Sandleris, 2005. "Sovereign Defaults: Information, Investment and Credit," 2005 Meeting Papers 21, Society for Economic Dynamics.
- Guido Sandleris, 2008. "Sovereign Defaults: Information, Investment and Credit," Business School Working Papers 2008-04, Universidad Torcuato Di Tella.
- Kletzer, Kenneth M, 1984. "Asymmetries of Information and LDC Borrowing with Sovereign Risk," Economic Journal, Royal Economic Society, vol. 94(374), pages 287-307, June.
- Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 647-687, Elsevier.
- Cristina Arellano, 2008.
"Default Risk and Income Fluctuations in Emerging Economies,"
American Economic Review, American Economic Association, vol. 98(3), pages 690-712, June.
- Arellano, Cristina, 2008. "Default risk and income fluctuations in emerging economies," MPRA Paper 7867, University Library of Munich, Germany.
- Keiichiro Kobayashi, 2006.
"Payment uncertainty, the division of labor, and productivity declines in great depressions,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 715-741, October.
- Keiichiro Kobayashi, 2004. "Payment Uncertainty, the division of labor, and productivity declines in great depressions," Discussion papers 04037, Research Institute of Economy, Trade and Industry (RIETI).
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Computing business cycles in emerging economy models," Working Paper 06-11, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "Quantitative models of sovereign default and the threat of financial exclusion," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Sum), pages 251-286.
- Cristina Arellano & Ananth Ramanarayanan, 2006. "Default and the Term Structure in Sovereign Bonds," 2006 Meeting Papers 299, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009.
"Heterogeneous Borrowers In Quantitative Models Of Sovereign Default,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2008. "Heterogeneous borrowers in quantitative models of sovereign default," Working Paper 07-01, Federal Reserve Bank of Richmond.
- Laura Alfaro & Fabio Kanczuk, 2009.
"Debt Maturity: Is Long‐Term Debt Optimal?,"
Review of International Economics, Wiley Blackwell, vol. 17(5), pages 890-905, November.
- Laura Alfaro & Fabio Kanczuk, 2007. "Debt Maturity: Is Long-Term Debt Optimal?," NBER Working Papers 13119, National Bureau of Economic Research, Inc.
- Jonathan Eaton & Mark Gersovitz, 1981. "Debt with Potential Repudiation: Theoretical and Empirical Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(2), pages 289-309.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 163-187.
- Kartik B. Athreya & Hubert P. Janicki, 2006. "Credit exclusion in quantitative models of bankruptcy: does it matter?," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 92(Win), pages 17-49.
- Athreya, Kartik B., 2002. "Welfare implications of the Bankruptcy Reform Act of 1999," Journal of Monetary Economics, Elsevier, vol. 49(8), pages 1567-1595, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016.
"Debt Dilution and Sovereign Default Risk,"
Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," CAEPR Working Papers 2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009.
"Heterogeneous Borrowers In Quantitative Models Of Sovereign Default,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2008. "Heterogeneous borrowers in quantitative models of sovereign default," Working Paper 07-01, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012.
"Fiscal rules and the sovereign default premium,"
Working Paper
12-01, Federal Reserve Bank of Richmond.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015. "Fiscal rules and the Sovereign Default Premium," CAEPR Working Papers 2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Leonardo Martinez & Juan Carlos Hatchondo, 2008.
"A model of credit risk without commitment,"
2008 Meeting Papers
940, Society for Economic Dynamics.
- Leonardo Martinez & Juan Carlos Hatchondo, 2009. "A model of credit risk without commitment," 2009 Meeting Papers 978, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
- Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013.
"News and sovereign default risk in small open economies,"
Journal of International Economics, Elsevier, vol. 91(1), pages 1-17.
- Ricardo Nunes & Horacio Sapriza & Ceyhun Bora Durdu, 2010. "News and sovereign default risk in small open economies," 2010 Meeting Papers 1224, Society for Economic Dynamics.
- Ricardo Nunes & Horacio Sapriza & Bora Durdu, 2011. "News and sovereign default risk in small open economies," 2011 Meeting Papers 1355, Society for Economic Dynamics.
- Bora Durdu & Ricardo Nunes & Horacio Sapriza, 2010. "News and sovereign default risk in small open economies," International Finance Discussion Papers 997, Board of Governors of the Federal Reserve System (U.S.).
- C. Bora Durdu & Ricardo Nunes & Horacio Sapriza, 2013. "News and Sovereign Default Risk in Small Open Economies," Koç University-TUSIAD Economic Research Forum Working Papers 1309, Koc University-TUSIAD Economic Research Forum.
- Juan Carlos Hatchondo & Cesar Sosa-Padilla & Leonardo Martinez, 2010. "Debt dilution, overborrowing, and sovereign default risk," 2010 Meeting Papers 481, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 163-187.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "Quantitative models of sovereign default and the threat of financial exclusion," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Sum), pages 251-286.
- Lizarazo, Sandra Valentina, 2013.
"Default risk and risk averse international investors,"
Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
- Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.
- Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
- Enrique G. Mendoza & Vivian Z. Yue, 2012.
"A General Equilibrium Model of Sovereign Default and Business Cycles,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(2), pages 889-946.
- Enrique G. Mendoza & Vivian Z. Yue, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers 17151, National Bureau of Economic Research, Inc.
- Miss Zhanwei Z. Yue & Mr. Enrique G. Mendoza, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," IMF Working Papers 2011/166, International Monetary Fund.
- Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016.
"Quantitative Models of Sovereign Debt Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1697-1755,
Elsevier.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2016. "Quantitative Models of Sovereign Debt Crises," NBER Working Papers 22125, National Bureau of Economic Research, Inc.
- Ugo Panizza & Federico Sturzenegger & Jeromin Zettelmeyer, 2009. "The Economics and Law of Sovereign Debt and Default," Journal of Economic Literature, American Economic Association, vol. 47(3), pages 651-698, September.
- Satyajit Chatterjee & Burcu Eyigungor, 2012.
"Maturity, Indebtedness, and Default Risk,"
American Economic Review, American Economic Association, vol. 102(6), pages 2674-2699, October.
- Burcu Eyigungor & Satyajit Chatterjee, 2008. "Maturity, Indebtedness and Default Risk," 2008 Meeting Papers 1001, Society for Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2011. "Maturity, indebtedness, and default risk," Working Papers 11-33, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2010. "Maturity, indebtedness, and default risk," Working Papers 10-12, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, Indebtedness, and Default Risk," Koç University-TUSIAD Economic Research Forum Working Papers 0901, Koc University-TUSIAD Economic Research Forum.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, indebtedness, and default risk," Working Papers 09-2, Federal Reserve Bank of Philadelphia.
- Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010.
"Fiscal Policy and Default Risk in Emerging Markets,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
- Cuadra Gabriel & Sapriza Horacio, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.
- Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009. "Fiscal policy and default risk in emerging markets," Working Paper 09-01, Federal Reserve Bank of Richmond.
- Juan M. Sanchez & Horacio Sapriza & Gabriel Cuadra, 2009. "Fiscal Policy and Default Risk in Emerging Markets," 2009 Meeting Papers 701, Society for Economic Dynamics.
- Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018.
"Income inequality and sovereign default,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
- Kiyoung Jeon & Zeynep Yom, 2016. "Income Inequality and Sovereign Default," Villanova School of Business Department of Economics and Statistics Working Paper Series 29, Villanova School of Business Department of Economics and Statistics.
- Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 647-687, Elsevier.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018.
"International Reserves and Rollover Risk,"
American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Computing business cycles in emerging economy models," Working Paper 06-11, Federal Reserve Bank of Richmond.
- Catão, Luis A.V. & Fostel, Ana & Kapur, Sandeep, 2009.
"Persistent gaps and default traps,"
Journal of Development Economics, Elsevier, vol. 89(2), pages 271-284, July.
- Luis A. V. Catao & Ana Fostel & Sandeep Kapur, 2008. "Persistent Gaps and Default Traps," Birkbeck Working Papers in Economics and Finance 0803, Birkbeck, Department of Economics, Mathematics & Statistics.
More about this item
Keywords
Sovereign default Endogenous borrowing constraints Bond duration Debt dilution Markov Perfect equilibrium;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:inecon:v:79:y:2009:i:1:p:117-125. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505552 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.