Sovereign default and the choice of maturity
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Other versions of this item:
- Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2014. "Sovereign Default and the Choice of Maturity," Working Papers 2014-31, Federal Reserve Bank of St. Louis, revised 24 Sep 2017.
References listed on IDEAS
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- Juan M. Sanchez & Horacio Sapriza & Gabriel Cuadra, 2009. "Fiscal Policy and Default Risk in Emerging Markets," 2009 Meeting Papers 701, Society for Economic Dynamics.
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- Kopecky, Karen A. & Suen, Richard M. H., 2009. "Finite State Markov-Chain Approximations to Highly Persistent Processes," MPRA Paper 17201, University Library of Munich, Germany.
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"Maturity and Repayment Structure of Sovereign Debt,"
2014 Meeting Papers
523, Society for Economic Dynamics.
- Yan Bai & Seon Tae Kim & Gabriel P. Mihalache, 2015. "The Maturity and Payment Schedule of Sovereign Debt," NBER Working Papers 20896, National Bureau of Economic Research, Inc.
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- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016.
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- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
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Citations
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Cited by:
- Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016.
"Quantitative Models of Sovereign Debt Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.),Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1697-1755,
Elsevier.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2016. "Quantitative Models of Sovereign Debt Crises," NBER Working Papers 22125, National Bureau of Economic Research, Inc.
- Pancrazi, Roberto & Seoane, Hernán D. & Vukotić, Marija, 2020.
"Welfare gains of bailouts in a sovereign default model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Pancrazi, Roberto & Seoane, Hernán D. & Vukotic, Marija, 2019. "Welfare gains of bailouts in a sovereign default model," Research Discussion Papers 25/2019, Bank of Finland.
- Mihalache, Gabriel, 2020.
"Sovereign default resolution through maturity extension,"
Journal of International Economics, Elsevier, vol. 125(C).
- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- Grey Gordon & Pablo Guerron-Quintana, 2018.
"Dynamics of Investment, Debt, and Default,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 71-95, April.
- Grey Gordon & Pablo Guerron-Quintana, 2013. "Dynamics of investment, debt, and default," Working Papers 13-18, Federal Reserve Bank of Philadelphia.
- Javier Bianchi & Jorge Mondragon, 2018.
"Monetary Independence and Rollover Crises,"
NBER Working Papers
25340, National Bureau of Economic Research, Inc.
- Javier Bianchi, 2019. "Monetary Independence and Rollover Crises," 2019 Meeting Papers 1367, Society for Economic Dynamics.
- Javier Bianchi & Jorge Mondragon, 2018. "Monetary Independence and Rollover Crises," Working Papers 755, Federal Reserve Bank of Minneapolis, revised 03 Dec 2018.
- Seon Tae Kim & Gabriel Mihalache & Yan Bai, 2014.
"Maturity and Repayment Structure of Sovereign Debt,"
2014 Meeting Papers
523, Society for Economic Dynamics.
- Yan Bai & Seon Tae Kim & Gabriel P. Mihalache, 2015. "The Maturity and Payment Schedule of Sovereign Debt," NBER Working Papers 20896, National Bureau of Economic Research, Inc.
- Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
- Juan Passadore & Juan Xandri, 2019. "Robust Predictions in Dynamic Policy Games," 2019 Meeting Papers 1345, Society for Economic Dynamics.
More about this item
JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2015-01-26 (Dynamic General Equilibrium)
- NEP-MAC-2015-01-26 (Macroeconomics)
- NEP-OPM-2015-01-26 (Open Economy Macroeconomics)
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