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

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  • Woller, Gray M.
  • Phillips, Kerk

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  • Woller, Gray M. & Phillips, Kerk, 1995. "LDC default probabilities and U.S. commercial banks: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 4(4), pages 333-352.
    • Handle: RePEc:eee:reveco:v:4:y:1995:i:4:p:333-352
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    References listed on IDEAS

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    1. Paul R. Krugman, 1988. "Market-Based Debt-Reduction Schemes," NBER Working Papers 2587, National Bureau of Economic Research, Inc.
    2. Nunnenkamp, Peter, 1989. "Voluntary and involuntary lending : a test of major hypotheses," Policy Research Working Paper Series 193, The World Bank.
    3. Daniel Cohen & Jeffrey Sachs, 1991. "Growth and External Debt Under Risk of Debt Repudiation," NBER Chapters, in: International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics, pages 437-472, National Bureau of Economic Research, Inc.
    4. Spiegel, Mark M, 1992. "Concerted Lending: Did Large Banks Bear the Burden?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(4), pages 465-482, November.
    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. 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 Kiel).
    7. Nicholas Sargen, 1977. "Economic indicators and country risk appraisal," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 19-35.
    8. Krugman, Paul, 1988. "Financing vs. forgiving a debt overhang," Journal of Development Economics, Elsevier, vol. 29(3), pages 253-268, November.
    9. 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.
    10. 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.
    11. Graham Bird (ed.), 1989. "Third World Debt," Books, Edward Elgar Publishing, number 43.
    12. 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,.
    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. 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.
    15. 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.
    16. Edwards, Sebastian, 1984. "LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80," American Economic Review, American Economic Association, vol. 74(4), pages 726-734, September.
    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. Graham Bird, 1989. "Commercial Bank Lending and Third-World Debt," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-349-10831-2, October.
    19. 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(5), pages 651-669, December.
    20. Schmidt, Reinhart, 1984. "Early warning of debt rescheduling," Journal of Banking & Finance, Elsevier, vol. 8(2), pages 357-370, June.
    21. 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.
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