Debt dilution and seniority in a model of defaultable sovereign debt
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- Satyajit Chatterjee & Burcu Eyigungor, 2012. "Debt dilution and seniority in a model of defaultable sovereign debt," Working Papers 12-14, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2013. "Debt Dilution and Seniority in a Model of Defaultable Sovereign Debt," 2013 Meeting Papers 654, Society for Economic Dynamics.
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Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- A solution to sovereign debt dilution
by Economic Logician in Economic Logic, Too on 2014-01-20 23:40:00 - [経済]ソブリン危機を避ける一法
by himaginary in himaginaryの日記 on 2012-07-12 12:00:00 - Avoiding sovereign debt dilution with debt seniority
by Economic Logician in Economic Logic on 2012-07-10 19:04:00
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Cited by:
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012.
"Fiscal rules and the sovereign default premium,"
Working Paper
12-01, Federal Reserve Bank of Richmond.
- 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 & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, 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.
- Rancière, Romain & Catão, LuÃs & Fostel, Ana, 2013. "Fiscal Discoveries and Sudden Decouplings," CEPR Discussion Papers 9368, C.E.P.R. Discussion Papers.
- Jesse Perla & Carolin Pflueger & Michal Szkup, 2020.
"Doubling Down on Debt: Limited Liability as a Financial Friction,"
NBER Working Papers
27747, National Bureau of Economic Research, Inc.
- Jesse Perla & Carolin Pflueger & Michal Szkup, 2020. "Doubling Down on Debt: Limited Liability as a Financial Friction," Working Papers 2020-122, Becker Friedman Institute for Research In Economics.
- Pflueger, Carolin & Perla, Jesse & Szkup, Michal, 2020. "Doubling Down on Debt: Limited Liability as a Financial Friction," CEPR Discussion Papers 15238, C.E.P.R. Discussion Papers.
- Luis Catão & Ana Fostel & Romain Ranciere, 2017.
"Fiscal Discoveries and Yield Decouplings,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(4), pages 704-744, November.
- Luis Catão & Ana Fostel & Romain Ranciere, 2014. "Fiscal Discoveries and Yield Decouplings," Working Papers 2014-21, The George Washington University, Institute for International Economic Policy.
- Juliana Salomao, 2015. "Sovereign Debt Renegotiation and Credit Default Swaps," 2015 Meeting Papers 826, Society for Economic Dynamics.
- Perez, Diego J., 2017. "Sovereign debt maturity structure under asymmetric information," Journal of International Economics, Elsevier, vol. 108(C), pages 243-259.
- 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.
- 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 & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- 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.
- Aubhik Khan & Soyoung Lee, 2023. "Persistent Debt and Business Cycles in an Economy with Production Heterogeneity," Staff Working Papers 23-17, Bank of Canada.
- Alessandro Dovis, 2013. "Efficient Sovereign Default," 2013 Meeting Papers 293, Society for Economic Dynamics.
- Salomao, Juliana, 2017. "Sovereign debt renegotiation and credit default swaps," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 50-63.
- Zuzana Mucka & Ludovit Odor, 2018. "Optimal sovereign debt: Case of Slovakia," Working Papers Working Paper No. 3/2018, Council for Budget Responsibility.
- Waibel Michael, 2016. "Eurobonds: Legal Design Features," Review of Law & Economics, De Gruyter, vol. 12(3), pages 635-657, November.
- 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.
- Mark Aguiar & Manuel Amador, 2013. "Sovereign Debt: A Review," NBER Working Papers 19388, National Bureau of Economic Research, Inc.
- Sunder-Plassmann, Laura, 2018. "Writing off sovereign debt: Default and recovery rates over the cycle," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 221-241.
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More about this item
Keywords
Debt;NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2013-08-05 (Financial Markets)
- NEP-OPM-2013-08-05 (Open Economy Macroeconomics)
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