Quantitative properties of sovereign default models; solution methods matter
Download full text from publisher
Other versions of this item:
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2010. "Quantitative properties of sovereign default models: solution methods matter," Working Paper 10-04, Federal Reserve Bank of Richmond.
More about this item
KeywordsDefault; Sovereign debt; Emerging economies; numerical methods; bond; bond price; computation; statistics; simulation results; International Lending and Debt Problems; Open Economy Macroeconomics;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-02 (All new papers)
- NEP-CMP-2010-05-02 (Computational Economics)
- NEP-RMG-2010-05-02 (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:imf:imfwpa:10/100. 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: (Jim Beardow) or (Hassan Zaidi). General contact details of provider: http://edirc.repec.org/data/imfffus.html .
We have no references for this item. You can help adding them by using this form .