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Heterogeneous borrowers in quantitative models of sovereign default

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Cited by:

  1. Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Fiscal Rules and the Sovereign Default Premium," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
  2. Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
  3. Lizarazo, Sandra, 2009. "Contagion of Financial Crises in Sovereign Debt Markets," MPRA Paper 20795, University Library of Munich, Germany, revised 06 Feb 2010.
  4. Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010. "Fiscal Policy and Default Risk in Emerging Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
  5. Amrita Dhillon & Andrew Pickering & Tomas Sjöström, 2019. "Sovereign debt: election concerns and the democratic disadvantage," Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 320-343.
  6. Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018. "Income inequality and sovereign default," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
  7. Leonardo Martinez & Francisco Roch & Francisco Roldán & Jeromin Zettelmeyer, 2023. "Sovereign debt," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 17, pages 378-405, Edward Elgar Publishing.
    • Leonardo Martinez & Francisco Roch & Francisco Roldan & Jeromin Zettelmeyer, 2022. "Sovereign Debt," Working Papers 167, Red Nacional de Investigadores en Economía (RedNIE).
    • Mr. Leonardo Martinez & Mr. Francisco Roch & Francisco Roldán & Mr. Jeromin Zettelmeyer, 2022. "Sovereign Debt," IMF Working Papers 2022/122, International Monetary Fund.
  8. Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
  9. Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 7-44.
  10. Azzimonti, Marina & Mitra, Nirvana, 2023. "Political constraints and sovereign default," Journal of International Money and Finance, Elsevier, vol. 137(C).
  11. D’Erasmo, P. & Mendoza, E.G. & Zhang, J., 2016. "What is a Sustainable Public Debt?," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2493-2597, Elsevier.
  12. Park, JungJae, 2011. "Sovereign Default and Capital Accumulation," MPRA Paper 60150, University Library of Munich, Germany, revised Nov 2014.
  13. MILEA, Camelia, 2021. "Reflections On The Consequences And Risks Of An Economy’S Indebtedness," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(2), pages 50-63, June.
  14. Acharya, Viral V. & Rajan, Raghuram G. & Shim, Jack B., 2024. "Sovereign debt and economic growth when government is myopic and self-interested," Journal of International Economics, Elsevier, vol. 150(C).
  15. Boz, Emine, 2011. "Sovereign default, private sector creditors, and the IFIs," Journal of International Economics, Elsevier, vol. 83(1), pages 70-82, January.
  16. Stefan Niemann & Paul Pichler, 2020. "Optimal fiscal policy and sovereign debt crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
  17. Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.
  18. Hatchondo, Juan Carlos & Martinez, Leonardo, 2009. "Long-duration bonds and sovereign defaults," Journal of International Economics, Elsevier, vol. 79(1), pages 117-125, September.
  19. Johnny Cotoc & Alok Johri & César Sosa‐Padilla, 2025. "Sovereign Spreads and the Political Leaning of Nations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 66(2), pages 687-709, May.
  20. Tavares, Tiago, 2015. "Labor Market Distortions under Sovereign Default Crises," MPRA Paper 66964, University Library of Munich, Germany.
  21. Marina Azzimonti & Vincenzo Quadrini, 2024. "International Spillovers and Bailouts," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 77-128.
  22. Christoph Trebesch, 2019. "Resolving sovereign debt crises: the role of political risk," Oxford Economic Papers, Oxford University Press, vol. 71(2), pages 421-444.
  23. 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.
  24. Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022. "Unbounded dynamic programming via the Q-transform," Journal of Mathematical Economics, Elsevier, vol. 100(C).
  25. 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.
  26. Park, JungJae, 2017. "Sovereign default and capital accumulation," Journal of International Economics, Elsevier, vol. 106(C), pages 119-133.
  27. Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013. "News and sovereign default risk in small open economies," Journal of International Economics, Elsevier, vol. 91(1), pages 1-17.
  28. Ionut Cotoc & Alok Johri & Cesar Sosa-Padilla, 2018. "Debt, Defaults and Dogma: politics and the dynamics of sovereign debt markets," 2018 Meeting Papers 1125, Society for Economic Dynamics.
  29. Prein, Timm M. & Scholl, Almuth, 2021. "The impact of bailouts on political turnover and sovereign default risk," Journal of Economic Dynamics and Control, Elsevier, vol. 124(C).
  30. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
  31. Cristina Arellano & Gabriel Mihalache & Yan Bai, 2018. "Inflation Targeting with Sovereign Default Risk," 2018 Meeting Papers 851, Society for Economic Dynamics.
  32. Fabrice Collard & Michel Habib & Jean-Charles Rochet, 2015. "Sovereign Debt Sustainability In Advanced Economies," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 381-420, June.
  33. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
  34. Fink, Fabian & Scholl, Almuth, 2016. "A quantitative model of sovereign debt, bailouts and conditionality," Journal of International Economics, Elsevier, vol. 98(C), pages 176-190.
  35. Stefan Niemann & Paul Pichler, 2020. "Optimal fiscal policy and sovereign debt crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
  36. Mihalache, Gabriel, 2020. "Sovereign default resolution through maturity extension," Journal of International Economics, Elsevier, vol. 125(C).
  37. Mitra, Nirvana, 2020. "Political Constraints and Sovereign Default Premia," MPRA Paper 104172, University Library of Munich, Germany.
  38. Ghulam, Yaseen, 2025. "A further examination of sovereign domestic and external debt defaults," The North American Journal of Economics and Finance, Elsevier, vol. 76(C).
  39. Chatterjee, Satyajit & Eyigungor, Burcu, 2019. "Endogenous political turnover and fluctuations in sovereign default risk," Journal of International Economics, Elsevier, vol. 117(C), pages 37-50.
  40. Habib, Michel & Collard, Fabrice & Rochet, Jean Charles, 2016. "The Reluctant Defaulter: A Tale of High Government Debt," CEPR Discussion Papers 11299, C.E.P.R. Discussion Papers.
  41. Mr. Tamon Asonuma, 2016. "Serial Sovereign Defaults and Debt Restructurings," IMF Working Papers 2016/066, International Monetary Fund.
  42. Maximilian Ludwig, 2013. "Government Debt and Default in a Minimal State," Working Papers 30/2013, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
  43. Tamon Asonuma, 2010. "Serial Default and Debt Renegotiation," 2010 Meeting Papers 169, Society for Economic Dynamics.
  44. Sandra Lizarazo & Horacio Sapriza & Javier Bianchi, 2014. "Sovereign Default and Government’s Bailouts," 2014 Meeting Papers 1297, Society for Economic Dynamics.
  45. Tavares, Tiago, 2019. "Labor market distortions under sovereign debt default crises," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
  46. 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.
  47. Antonio Cusato Novelli, 2021. "Sovereign default, political instability and political fragmentation," Review of International Economics, Wiley Blackwell, vol. 29(4), pages 732-755, September.
  48. Kim, Yun Jung & Zhang, Jing, 2012. "Decentralized borrowing and centralized default," Journal of International Economics, Elsevier, vol. 88(1), pages 121-133.
  49. Qian, Rong, 2012. "Why do some countries default more often than others ? the role of institutions," Policy Research Working Paper Series 5993, The World Bank.
  50. Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019. "Constrained efficient borrowing with sovereign default risk," 2019 Meeting Papers 899, Society for Economic Dynamics.
  51. Markus Jorra, 2011. "The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises," MAGKS Papers on Economics 201151, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  52. Acharya, Viral V. & Rajan, Raghuram G. & Shim, Jack B., 2024. "Reprint of “Sovereign debt and economic growth when government is myopic and self-interested”," Journal of International Economics, Elsevier, vol. 149(C).
  53. Scholl, Almuth, 2024. "The politics of redistribution and sovereign default," Journal of International Economics, Elsevier, vol. 148(C).
  54. Phan, Toan, 2017. "A model of sovereign debt with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 1-17.
  55. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Spr), pages 163-187.
  56. M. Udara Peiris & Anna Sokolova & Dimitrios P. Tsomocos, 2025. "Capital flow freezes," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(3), pages 853-887, May.
  57. Phan, Toan, 2017. "Sovereign debt signals," Journal of International Economics, Elsevier, vol. 104(C), pages 157-165.
  58. Ludwig, Maximilian, 2014. "How well do we understand sovereign debt crisis? Evidence from Latin America," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100531, Verein für Socialpolitik / German Economic Association.
  59. Daude, Christian, 2012. "Sovereign default risk and volatility," Economics Letters, Elsevier, vol. 114(1), pages 47-50.
  60. Zhu, Junjun & Xie, Shiyu, 2011. "Asymmetric Shocks, Long-term Bonds and Sovereign Default," MPRA Paper 28236, University Library of Munich, Germany.
  61. Nicolas Melissas, 2009. "On Bid Disclosure in OCS Wildcat Auctions," Working Papers 0905, Centro de Investigacion Economica, ITAM.
  62. Marina Azzimonti & Vincenzo Quadrini, 2019. "International spillovers and `ex-ante' efficient bailouts," 2019 Meeting Papers 318, Society for Economic Dynamics.
  63. Eichler, Stefan, 2015. "How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112877, Verein für Socialpolitik / German Economic Association.
  64. Stefan Eichler, 2017. "How Do Political Factors Shape the Bank Risk–Sovereign Risk Nexus in Emerging Markets?," Review of Development Economics, Wiley Blackwell, vol. 21(3), pages 451-474, August.
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