Sovereign Bond Prices, Haircuts and Maturity
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- Tamon Asonuma & Dirk Niepelt & Romain Rancière, 2017. "Sovereign Bond Prices, Haircuts and Maturity," NBER Working Papers 23864, National Bureau of Economic Research, Inc.
- Tamon Asonuma & Dirk Niepelt & Romain Ranciere, 2017. "Sovereign Bond Prices, Haircuts and Maturity," IMF Working Papers 17/119, International Monetary Fund.
References listed on IDEAS
- Fernández, Raquel & Martin, Alberto, 2014.
"The Long and the Short of It: Sovereign Debt Crises and Debt Maturity,"
CEPR Discussion Papers
10322, C.E.P.R. Discussion Papers.
- Raquel Fernández & Alberto Martín, 2015. "The Long and the Short of It: Sovereign Debt Crises and Debt Maturity," Working Papers 818, Barcelona Graduate School of Economics.
- Raquel Fernández & Alberto Martin, 2014. "The long and the short of it: Sovereign debt crises and debt maturity," Economics Working Papers 1459, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2015.
- Raquel Fernández & Alberto Martin, 2014. "The Long and the Short of It: Sovereign Debt Crises and Debt Maturity," NBER Working Papers 20786, National Bureau of Economic Research, Inc.
- Sturzenegger, Federico & Zettelmeyer, Jeromin, 2008.
"Haircuts: Estimating investor losses in sovereign debt restructurings, 1998-2005,"
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Elsevier, vol. 27(5), pages 780-805, September.
- Jeronimo Zettelmeyer & Federico Sturzenegger, 2005. "Haircuts; Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005," IMF Working Papers 05/137, International Monetary Fund.
- Federico Sturzenegger and Jeromin Zettelmeyer, 2006. "Haircuts: Estimating Investors Losses in Sovereign Debt Restructurings, 1998-2005," Business School Working Papers 2006-02, Universidad Torcuato Di Tella.
- Tamon Asonuma & Christoph Trebesch, 2016.
"Sovereign Debt Restructurings: Preemptive Or Post-Default,"
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European Economic Association, vol. 14(1), pages 175-214, February.
- Tamon Asonuma & Christoph Trebesch, 2015. "Sovereign Debt Restructurings: Preemptive or Post-Default," CESifo Working Paper Series 5605, CESifo Group Munich.
- Asonuma, Tamon & Trebesch, Christoph, 2015. "Sovereign Debt Restructurings: Preemptive or Post-Default," CEPR Discussion Papers 10950, C.E.P.R. Discussion Papers.
- Asonuma, Tamon & Trebesch, Christoph, 2015. "Sovereign Debt Restructurings: Preemptive or Post-Default," Discussion Papers in Economics 26563, University of Munich, Department of Economics.
- Javier Díaz-Cassou & Aitor Erce-Domínguez & Juan J. Vázquez-Zamora, 2008. "Recent episodes of sovereign debt restructurings. A case-study approach," Occasional Papers 0804, Banco de España;Occasional Papers Homepage.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bai, Yan & Kim, Seon Tae & Mihalache, Gabriel, 2017. "The payment schedule of sovereign debt," Economics Letters, Elsevier, vol. 161(C), pages 19-23.
- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- repec:sgm:jbfeuw:v:2:y:2017:i:8:p:5-27 is not listed on IDEAS
More about this item
KeywordsBond Pricing; debt restructuring; Sovereign debt;
- F3 - International Economics - - International Finance
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
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