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LDC default probabilities and U.S. commercial banks: An empirical investigation

  • Woller, Gray M.
  • Phillips, Kerk

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File URL: http://www.sciencedirect.com/science/article/pii/1059-0560(95)90033-0
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Article provided by Elsevier in its journal International Review of Economics & Finance.

Volume (Year): 4 (1995)
Issue (Month): 4 ()
Pages: 333-352

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Handle: RePEc:eee:reveco:v:4:y:1995:i:4:p:333-352
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620165

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  1. Donogh C. McDonald, 1982. "Debt Capacity and Developing Country Borrowing: A Survey of the Literature (Capacité d'endettement et emprunts des pays en développement: aperçu des études consacrées à cette question) (Capacidad," IMF Staff Papers, Palgrave Macmillan, vol. 29(4), pages 603-646, December.
  2. Feder, Gershon & Just, Richard & Ross, Knud, 1981. "Projecting Debt Servicing Capacity of Developing Countries," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(05), pages 651-669, December.
  3. Jonathan Eaton & Mark Gersovitz & Joseph E. Stiglitz, 1991. "The Pure Theory of Country Risk," NBER Chapters, in: International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics, pages 391-435 National Bureau of Economic Research, Inc.
  4. Nicholas Sargen, 1977. "Economic indicators and country risk appraisal," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 19-35.
  5. Saini, Krishan G. & Bates, Philip S., 1984. "A survey of the quantitative approaches to country risk analysis," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 341-356, June.
  6. Spiegel, Mark M., 1989. "Concerted Lending: Did Large Banks Bear The Burden?," Working Papers 89-24, C.V. Starr Center for Applied Economics, New York University.
  7. Nunnenkamp, Peter, 1989. "Voluntary and involuntary lending : a test of major hypotheses," Policy Research Working Paper Series 193, The World Bank.
  8. Krugman, Paul, 1988. "Financing vs. forgiving a debt overhang," Journal of Development Economics, Elsevier, vol. 29(3), pages 253-268, November.
  9. Paul R. Krugman, 1988. "Market-Based Debt-Reduction Schemes," NBER Working Papers 2587, National Bureau of Economic Research, Inc.
  10. Schmidt, Reinhart, 1984. "Early warning of debt rescheduling," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 357-370, June.
  11. Nunnenkamp, Peter & Picht, Hartmut, 1988. "Debt repudiation by developing countries in the 1980s: a cross-country analysis of major determinants," Kiel Working Papers 313, Kiel Institute for the World Economy (IfW).
  12. Daniel Cohen & Jeffrey Sachs, 1985. "Growth and External Debt Under Risk of Debt Repudiation," NBER Working Papers 1703, National Bureau of Economic Research, Inc.
  13. Pierre Dhonte, 1975. "Describing External Debt Situations: A Roll-over Approach (La description de l'endettement extérieur: l'approche du refinancement) (La refinanciación y su utilidad para la descripción de situacione," IMF Staff Papers, Palgrave Macmillan, vol. 22(1), pages 159-186, March.
  14. Frank, Charles Jr. & Cline, William R., 1971. "Measurement of debt servicing capacity: An application of discriminant analysis," Journal of International Economics, Elsevier, vol. 1(3), pages 327-344, August.
  15. Jonathan Eaton & Mark Gersovitz, 1981. "Debt with Potential Repudiation: Theoretical and Empirical Analysis," Review of Economic Studies, Oxford University Press, vol. 48(2), pages 289-309.
  16. Jeffrey Sachs, 1986. "Managing the LDC Debt Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 17(2), pages 397-440.
  17. Feder, Gershon & Just, Richard E., 1977. "A study of debt servicing capacity applying logit analysis," Journal of Development Economics, Elsevier, vol. 4(1), pages 25-38, February.
  18. Guttentag, J.M & Herring, R., 1989. "Accounting For Losses On Sovereign Debt: Implications For New Lending," Princeton Studies in International Economics 172, International Economics Section, Departement of Economics Princeton University,.
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