Risk Management for Sovereign Debt Financing with Sustainability Conditions
Download full text from publisher
References listed on IDEAS
- Mark Aguiar & Manuel Amador & Hugo Hopenhayn & Iván Werning, 2019.
"Take the Short Route: Equilibrium Default and Debt Maturity,"
Econometric Society, vol. 87(2), pages 423-462, March.
- Mark Aguiar & Manuel Amador & Hugo Hopenhayn & Iván Werning, 2016. "Take the Short Route: Equilibrium Default and Debt Maturity," NBER Working Papers 22847, National Bureau of Economic Research, Inc.
- Missale, Alessandro, 1997. " Managing the Public Debt: The Optimal Taxation Approach," Journal of Economic Surveys, Wiley Blackwell, vol. 11(3), pages 235-265, September.
More about this item
Keywordssovereign debt; sustainability; debt financing; optimization; stochastic programming; scenario analysis; conditional Value-at-Risk; risk measures;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-EEC-2019-11-11 (European Economics)
- NEP-MAC-2019-11-11 (Macroeconomics)
- NEP-ORE-2019-11-11 (Operations Research)
- NEP-RMG-2019-11-11 (Risk Management)
StatisticsAccess and download statistics
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:fip:feddgw:367. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Amy Chapman). General contact details of provider: http://edirc.repec.org/data/frbdaus.html .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.