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Debt dilution and sovereign default risk
Citations
Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Debt Dilution and Sovereign Default Risk
by Christian Zimmermann in NEP-DGE blog on 2014-09-02 19:56:09
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- 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.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018.
"International Reserves and Rollover Risk,"
American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Zuzana Mucka & Ludovit Odor, 2017. "Sovereign default risk and debt limits: Case of Slovakia," Working Papers Working Paper No. 1/2017, Council for Budget Responsibility.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022.
"Improving sovereign debt restructurings,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2019. "Improving Sovereign Debt Restructurings," Working Papers 2019-36, Federal Reserve Bank of St. Louis, revised 06 Apr 2022.
- Dvorkin, Maximiliano & Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2022. "Improving Sovereign Debt Restructurings," CEPR Discussion Papers 17223, C.E.P.R. Discussion Papers.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2022. "Improving Sovereign Debt Restructurings," Working Paper 22-06, Federal Reserve Bank of Richmond.
- Satyajit Chatterjee & Burcu Eyigungor, 2015.
"A Seniority Arrangement for Sovereign Debt,"
American Economic Review, American Economic Association, vol. 105(12), pages 3740-3765, December.
- Satyajit Chatterjee & Burcu Eyigungor, 2015. "A seniority arrangement for sovereign debt," Working Papers 15-7, Federal Reserve Bank of Philadelphia.
- Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022. "In sickness and in debt: The COVID-19 impact on sovereign credit risk," Journal of Financial Economics, Elsevier, vol. 143(3), pages 1251-1274.
- Gonçalves, Carlos Eduardo & Guimaraes, Bernardo, 2015.
"Sovereign default risk and commitment for fiscal adjustment,"
Journal of International Economics, Elsevier, vol. 95(1), pages 68-82.
- Guimaraes, Bernardo & Gonçalves, Carlos Eduardo, 2012. "Sovereign default risk and commitment for fiscal adjustment," CEPR Discussion Papers 9163, C.E.P.R. Discussion Papers.
- Carlos Eduardo Gonçalves & Bernardo Guimarães, 2012. "Sovereign default risk and commitment for fiscal adjustment," Working Papers, Department of Economics 2012_23, University of São Paulo (FEA-USP).
- Alamgir, Farzana & Cotoc, Johnny & Johri, Alok, 2023.
"The bribe rate and long run differences in sovereign borrowing costs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Alok Johri & Johnny Cotoc, 2021. "The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs," Department of Economics Working Papers 2021-02, McMaster University.
- Farzana Alamgir & Johnny Cotoc & Alok Johri, 2022. "The Bribe Rate and Long Run Differences in Sovereign Borrowing Costs," Department of Economics Working Papers 2022-07, McMaster University.
- Saki Bigio & Galo Nuño & Juan Passadore, 2019.
"A Framework for Debt-Maturity Management,"
Working Papers
143, Peruvian Economic Association.
- Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A framework for debt-maturity management," Working Papers 1919, Banco de España.
- Johri, Alok & Khan, Shahed & Sosa-Padilla, César, 2022.
"Interest rate uncertainty and sovereign default risk,"
Journal of International Economics, Elsevier, vol. 139(C).
- Shahed Khan & Cesar Sosa-Padilla & Alok Johri, 2016. "Interest Rate Uncertainty and Sovereign Default Risk," 2016 Meeting Papers 1676, Society for Economic Dynamics.
- Alok Johri & Shahed Khan & César Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," Working Papers 31, Red Nacional de Investigadores en Economía (RedNIE).
- Alok Johri & Shahed Khan & César Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," NBER Working Papers 27639, National Bureau of Economic Research, Inc.
- Alok Johri & Shahed K. Khan & Cesar Sosa-Padilla, 2018. "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers 2018-17, McMaster University.
- Alok Johri & Shahed Khan & Cesar Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers 2020-13, McMaster University.
- Shahed Khan & Alok Johri & Cesar Sosa-Padilla, 2017. "Interest Rate Uncertainty and Sovereign Default Risk," 2017 Meeting Papers 1192, Society for Economic Dynamics.
- Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022.
"Unbounded dynamic programming via the Q-transform,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Qingyin Ma & John Stachurski & Alexis Akira Toda, 2020. "Unbounded Dynamic Programming via the Q-Transform," Papers 2012.00219, arXiv.org, revised Mar 2021.
- Burcu Eyigungor, 2013. "Debt dilution: when it is a major problem and how to deal with it," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 1-8.
- Sosa-Padilla, César, 2018.
"Sovereign defaults and banking crises,"
Journal of Monetary Economics, Elsevier, vol. 99(C), pages 88-105.
- Cesar Sosa-Padilla, 2012. "Sovereign Defaults and Banking Crises," Department of Economics Working Papers 2012-09, McMaster University, revised Aug 2015.
- Cesar Sosa-Padilla, 2014. "Sovereign Defaults and Banking Crises," 2014 Meeting Papers 666, Society for Economic Dynamics.
- Sosa-Padilla, Cesar, 2012. "Sovereign Defaults and Banking Crises," MPRA Paper 41074, University Library of Munich, Germany.
- Youngsoo Jang & Soyoung Lee, 2021. "A Generalized Endogenous Grid Method for Default Risk Models," Staff Working Papers 21-11, Bank of Canada.
- Illenin Kondo & Fabrizio Perri & Sewon Hur, 2016.
"Inflation, Debt, and Default,"
2016 Meeting Papers
1610, Society for Economic Dynamics.
- Sewon Hur & Illenin O. Kondo & Fabrizio Perri, 2018. "Inflation, Debt, and Default," Working Papers (Old Series) 1812, Federal Reserve Bank of Cleveland.
- Joao Ayres & Gaston Navarro & Juan Pablo Nicolini & Pedro Teles, 2019.
"Self-Fulfilling Debt Crises with Long Stagnations,"
Working Papers
757, Federal Reserve Bank of Minneapolis.
- Ayres, JoaÞo & Navarro, Gaston & Nicolini, Juan Pablo & Teles, Pedro, 2023. "Self-Fulfilling Debt Crises with Long Stagnations," IDB Publications (Working Papers) 12701, Inter-American Development Bank.
- Joao Ayres & Gaston Navarro & Juan Pablo Nicolini & Pedro Teles, 2023. "Self-Fulfilling Debt Crises with Long Stagnations," International Finance Discussion Papers 1370, Board of Governors of the Federal Reserve System (U.S.).
- Joao Ayres & Gaston Navarro & Juan Pablo Nicolini & Pedro Teles, 2024. "Self-Fulfilling Debt Crises with Long Stagnations," Staff Report 659, Federal Reserve Bank of Minneapolis.
- John Thornton & Chrysovalantis Vasilakis, 2020. "Do fiscal rules reduce government borrowing costs in developing countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 499-510, October.
- Cristina Arellano & Gabriel Mihalache & Yan Bai, 2018.
"Inflation Targeting with Sovereign Default Risk,"
2018 Meeting Papers
851, Society for Economic Dynamics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02-rev1, Stony Brook University, Department of Economics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2020. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Staff Report 592, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Yan Bai & Gabriel P. Mihalache, 2020. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," NBER Working Papers 26671, National Bureau of Economic Research, Inc.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02, Stony Brook University, Department of Economics.
- Fernández, Raquel & MartÃn, Alberto, 2014.
"The Long and the Short of It: Sovereign Debt Crises and Debt Maturity,"
CEPR Discussion Papers
10322, C.E.P.R. Discussion Papers.
- Raquel Fernández & Alberto Martín, 2015. "The Long and the Short of It: Sovereign Debt Crises and Debt Maturity," Working Papers 818, Barcelona School of Economics.
- Raquel Fernández & Alberto Martin, 2014. "The Long and the Short of It: Sovereign Debt Crises and Debt Maturity," NBER Working Papers 20786, National Bureau of Economic Research, Inc.
- Raquel Fernández & Alberto Martin, 2014. "The long and the short of it: Sovereign debt crises and debt maturity," Economics Working Papers 1459, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2015.
- Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2018. "Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach," 2018 Meeting Papers 1273, Society for Economic Dynamics.
- Trebesch, Christoph & Zabel, Michael, 2017.
"The output costs of hard and soft sovereign default,"
European Economic Review, Elsevier, vol. 92(C), pages 416-432.
- Christoph Trebesch & Michael Zabel, 2016. "The Output Costs of Hard and Soft Sovereign Default," CESifo Working Paper Series 6143, CESifo.
- Trebesch, Christoph & Zabel, Michael, 2017. "The output costs of hard and soft sovereign default," Munich Reprints in Economics 55046, University of Munich, Department of Economics.
- Trebesch, Christoph & Zabel, Michael, 2016. "The Output Costs of Hard and Soft Sovereign Default," CEPR Discussion Papers 11582, C.E.P.R. Discussion Papers.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2017.
"Sovereign debt and incentives to default with uninsurable risks,"
Theoretical Economics, Econometric Society, vol. 12(3), September.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," The Warwick Economics Research Paper Series (TWERPS) 1107, University of Warwick, Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016. "Sovereign debt and incentives to default with uninsurable risks," Economic Research Papers 269718, University of Warwick - Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles M & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," CRETA Online Discussion Paper Series 15, Centre for Research in Economic Theory and its Applications CRETA.
- Maeng, F. S., 2024. "Default, Inflation Expectations, and the Currency Denomination of Sovereign Bonds," Cambridge Working Papers in Economics 2438, Faculty of Economics, University of Cambridge.
- 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.
- Asonuma, Tamon & Niepelt, Dirk & Ranciere, Romain, 2023.
"Sovereign bond prices, haircuts and maturity,"
Journal of International Economics, Elsevier, vol. 140(C).
- Dirk Niepelt, 2017. "Sovereign Bond Prices, Haircuts and Maturity," Diskussionsschriften dp1703, Universitaet Bern, Departement Volkswirtschaft.
- Dirk Niepelt, 2022. "Sovereign Bond Prices, Haircuts and Maturity," Diskussionsschriften dp2213, Universitaet Bern, Departement Volkswirtschaft.
- Mr. Tamon Asonuma & Dirk Niepelt & Mr. Romain Ranciere, 2017. "Sovereign Bond Prices, Haircuts and Maturity," IMF Working Papers 2017/119, International Monetary Fund.
- Rancière, Romain & , & Asonuma, Tamon, 2017. "Sovereign Bond Prices, Haircuts and Maturity," CEPR Discussion Papers 12252, C.E.P.R. Discussion Papers.
- Tamon Asonuma & Dirk Niepelt & Romain Rancière, 2017. "Sovereign Bond Prices, Haircuts and Maturity," NBER Working Papers 23864, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt,"
International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," Working Paper 13-08, Federal Reserve Bank of Richmond.
- Juan Sanchez & Rodolfo Manuelli, 2016.
"Endogenous Debt Maturity: Liquidity Risk vs. Default Risk,"
2016 Meeting Papers
1435, Society for Economic Dynamics.
- Rodolfo Manuelli & Juan Sanchez, 2019. "Endogenous Debt Maturity: Liquidity Risk vs. Default Risk," 2019 Meeting Papers 1103, Society for Economic Dynamics.
- Rodolfo E. Manuelli & Juan M. Sanchez, 2018. "Endogenous Debt Maturity: Liquidity Risk vs. Default Risk," Working Papers 2018-34, Federal Reserve Bank of St. Louis.
- Zuzana Mucka, 2019. "The mirror does not lie: Endogenous fiscal limits for Slovakia," Working Papers Working Paper No. 2/2019, Council for Budget Responsibility.
- Emilio Espino & Julian Kozlowski & Fernando M. Martin & Juan M. Sanchez, 2020. "Domestic Policies and Sovereign Default," Working Papers 2020-017, Federal Reserve Bank of St. Louis, revised 06 Sep 2023.
- 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.
- Siming Liu & Hewei Shen, 2022.
"Fiscal Commitment and Sovereign Default Risk,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 98-123, October.
- Siming Liu & Hewei Shen, 2021. "Online Appendix to "Fiscal Commitment and Sovereign Default Risk"," Online Appendices 18-490, Review of Economic Dynamics.
- Carré, Sylvain & Cohen, Daniel & Villemot, Sébastien, 2019. "The sources of sovereign risk: a calibration based on Lévy stochastic processes," Journal of International Economics, Elsevier, vol. 118(C), pages 31-43.
- Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2019.
"Does the composition of government expenditures matter for sovereign bond spreads' evolution in developing countries?,"
CERDI Working papers
halshs-02019063, HAL.
- Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2019. "Does the composition of government expenditures matter for sovereign bond spreads' evolution in developing countries?," Post-Print halshs-02316227, HAL.
- Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2019. "Does the composition of government expenditures matter for sovereign bond spreads' evolution in developing countries?," Working Papers halshs-02019063, HAL.
- Bernardo Guimaraes & Lucas Tumkus, 2020. "On the costs of sovereign default in quantitative models," Discussion Papers 2021, Centre for Macroeconomics (CFM).
- Ma, Qingyin & Stachurski, John, 2019. "Optimal timing of decisions: A general theory based on continuation values," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 62-81.
- Maximiliano Dvorkin & Juan M. Sánchez & Horacio Sapriza & Emircan Yurdagul, 2021.
"Sovereign Debt Restructurings,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 26-77, April.
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018. "Sovereign Debt Restructurings," Working Papers 2018-13, Federal Reserve Bank of St. Louis.
- Mark Wright, 2018.
"The Seniority Structure of Sovereign Debt,"
2018 Meeting Papers
928, Society for Economic Dynamics.
- Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The seniority structure of sovereign debt," CESifo Working Paper Series 7632, CESifo.
- Matthias Schlegl & Christoph Trebesch & Mark L.J. Wright, 2019. "The Seniority Structure of Sovereign Debt," NBER Working Papers 25793, National Bureau of Economic Research, Inc.
- Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The seniority structure of sovereign debt," Kiel Working Papers 2129, Kiel Institute for the World Economy (IfW Kiel).
- Trebesch, Christoph & Schlegl, Matthias & Wright, Mark, 2019. "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers 13692, C.E.P.R. Discussion Papers.
- Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The Seniority Structure of Sovereign Debt," Working Papers 759, Federal Reserve Bank of Minneapolis.
- Singh, Rajesh & Hasan, Mohammad, 2023. "Sovereign Debt Maturity Structure and Dilution," ISU General Staff Papers 202311011433100000, Iowa State University, Department of Economics.
- Michinao Okachi, 2019. "Sovereign Default Triggered by Inability to Repay Debt," IMES Discussion Paper Series 19-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Kürşat Önder, Yasin, 2022.
"Liquidity crises, liquidity lines and sovereign risk,"
Journal of Development Economics, Elsevier, vol. 154(C).
- Yasin Kursat Onder, 2015. "Liquidity Crises, Liquidity Lines and Sovereign Risk," Working Papers 1536, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Yasin Kürsat Önder, 2021. "Liquidity Crises, Liquidity Lines and Sovereign Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1029, Ghent University, Faculty of Economics and Business Administration.
- Perez, Diego J., 2017. "Sovereign debt maturity structure under asymmetric information," Journal of International Economics, Elsevier, vol. 108(C), pages 243-259.
- Horacio Sapriza & Emircan Yurdagul & Juan Sanchez, 2014.
"Sovereign default and the choice of maturity,"
2014 Meeting Papers
799, Society for Economic Dynamics.
- 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.
- Yasin Kursat Onder & Enes Sunel, 2021.
"Inflation-default trade-off without a nominal anchor: The case of Greece,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 55-78, January.
- Yasin Kursat Onder & Enes Sunel, 2020. "Code and data files for "Inflation-default trade-off without a nominal anchor: The case of Greece"," Computer Codes 18-220, Review of Economic Dynamics.
- Matheron, J. & Mojon, B. & Sahuc, J.G., 2012. "The sovereign debt crisis and monetary policy," Financial Stability Review, Banque de France, issue 16, pages 155-167, April.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Roch, Francisco, 2022.
"Numerical fiscal rules for economic unions: The role of sovereign spreads,"
Economics Letters, Elsevier, vol. 210(C).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2021. "Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads," IMF Working Papers 2021/196, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Numerical Fiscal Rules for Economic Unions: the Role of Sovereign Spreads," Working Papers 147, Red Nacional de Investigadores en Economía (RedNIE).
- Flavia Corneli, 2024.
"Sovereign debt maturity structure and its costs,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 31(1), pages 262-297, February.
- Flavia Corneli, 2018. "Sovereign debt maturity structure and its costs," Temi di discussione (Economic working papers) 1196, Bank of Italy, Economic Research and International Relations Area.
- Giancarlo Corsetti, 2023. "Debt crises, fast and slow Giancarlo," RSCAS Working Papers 2023/15, European University Institute.
- Javier Bianchi & Jorge Mondragon, 2022.
"Monetary Independence and Rollover Crises,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(1), pages 435-491.
- 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.
- Si Guo & Yun Pei, 2023. "The impact of sovereign defaults on lending countries," Review of Quantitative Finance and Accounting, Springer, vol. 60(1), pages 345-374, January.
- 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.
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2023.
"Fiscal Stimulus under Sovereign Risk,"
Journal of Political Economy, University of Chicago Press, vol. 131(9), pages 2328-2369.
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus under Sovereign Risk," Working Papers 762, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus under Sovereign Risk," NBER Working Papers 26307, National Bureau of Economic Research, Inc.
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus Under Sovereign Risk," International Finance Discussion Papers 1257, Board of Governors of the Federal Reserve System (U.S.).
- Marina Azzimonti-Renzo & Nirvana Mitra, 2024. "The Politics of Debt in the Era of Rising Rates," Working Paper 24-12, Federal Reserve Bank of Richmond.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014.
"Voluntary sovereign debt exchanges,"
Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013. "Voluntary Sovereign Debt Exchanges," Department of Economics Working Papers 2013-13, McMaster University.
- Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
- Juan Hatchondo & Francisco Roch & Leonardo Martinez, 2019.
"Constrained efficient borrowing with sovereign default risk,"
2019 Meeting Papers
899, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022. "Constrained Efficient Borrowing with Sovereign Default Risk," Working Papers 126, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Mr. Francisco Roch, 2020. "Constrained Efficient Borrowing with Sovereign Default Risk," IMF Working Papers 2020/227, International Monetary Fund.
- Bulent Guler & Yasin Kürsat Önder & Temel Taskin, 2024. "Sovereign Debt Disclosure," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1094, Ghent University, Faculty of Economics and Business Administration.
- Bocola, Luigi & Bornstein, Gideon & Dovis, Alessandro, 2019.
"Quantitative sovereign default models and the European debt crisis,"
Journal of International Economics, Elsevier, vol. 118(C), pages 20-30.
- Luigi Bocola & Gideon Bornstein & Alessandro Dovis, 2018. "Quantitative Sovereign Default Models and the European Debt Crisis," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 20-30, National Bureau of Economic Research, Inc.
- Luigi Bocola & Gideon Bornstein & Alessandro Dovis, 2018. "Quantitative Sovereign Default Models and the European Debt Crisis," NBER Working Papers 24981, National Bureau of Economic Research, Inc.
- Keiichiro Kobayashi & Tomoyuki Nakajima & Shuhei Takahashi, 2023.
"Debt Overhang and Lack of Lender's Commitment,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2153-2185, December.
- Keiichiro Kobayashi & Tomoyuki Nakajima & Shuhei Takahashi, 2021. "Debt overhang and lack of lender’s commitment," CIGS Working Paper Series 21-010E, The Canon Institute for Global Studies.
- Sosa-Padilla, César & Sturzenegger, Federico, 2023.
"Does it matter how central banks accumulate reserves? Evidence from sovereign spreads,"
Journal of International Economics, Elsevier, vol. 140(C).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," NBER Working Papers 28973, National Bureau of Economic Research, Inc.
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," Working Papers 79, Red Nacional de Investigadores en Economía (RedNIE).
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017.
"Non-defaultable debt and sovereign risk,"
Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014. "Non-Defaultable Debt and Sovereign Risk," IMF Working Papers 2014/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Haotian Xiang, 2019. "Time Inconsistency and Financial Covenants," 2019 Meeting Papers 63, Society for Economic Dynamics.
- Kaldorf, Matthias & Wicknig, Florian, 2021.
"Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements,"
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