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Debt dilution and sovereign default risk
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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.
- 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.
- 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).
- 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.).
- 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,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242413, Verein für Socialpolitik / German Economic Association.
- Matthias Kaldorf & Florian Wicknig, 2021. "Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements," ECONtribute Discussion Papers Series 123, University of Bonn and University of Cologne, Germany.
- Christis Katsouris, 2023. "Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors," Papers 2305.00860, arXiv.org, revised May 2023.
- Corsetti, Giancarlo & Erce, Aitor & Uy, Timothy, 2018.
"Debt Sustainability and the Terms of Official Support,"
CEPR Discussion Papers
13292, C.E.P.R. Discussion Papers.
- Corsetti, G. & Erce, A. & Uy, T., 2018. "Debt Sustainability and the Terms of Official Support," Cambridge Working Papers in Economics 1864, Faculty of Economics, University of Cambridge.
- John Hatfield & Fuhito Kojima & Yusuke Narita, 2012. "Many-to-Many Matching with Max-Min Preferences," Discussion Papers 12-020, Stanford Institute for Economic Policy Research.
- Toan Phan & Felipe Schwartzman, 2023. "Climate Defaults and Financial Adaptation," Working Paper 23-06, Federal Reserve Bank of Richmond.
- 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.
- Juan Passadore & Juan Xandri, 2019. "Robust Predictions in Dynamic Policy Games," 2019 Meeting Papers 1345, Society for Economic Dynamics.
- Mallucci, Enrico, 2022.
"Natural disasters, climate change, and sovereign risk,"
Journal of International Economics, Elsevier, vol. 139(C).
- Enrico Mallucci, 2020. "Natural Disasters, Climate Change, and Sovereign Risk," FEDS Notes 2020-12-18-1, Board of Governors of the Federal Reserve System (U.S.).
- Enrico Mallucci, 2020. "Natural Disasters, Climate Change, and Sovereign Risk," International Finance Discussion Papers 1291r1, Board of Governors of the Federal Reserve System (U.S.), revised 14 Oct 2020.
- John Thornton & Chrysovalantis Vasilakis, 2018. "Fiscal Rules And Government Borrowing Costs: International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 446-459, January.
- Aubhik Khan & Soyoung Lee, 2023. "Persistent Debt and Business Cycles in an Economy with Production Heterogeneity," Staff Working Papers 23-17, Bank of Canada.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2022.
"Sovereign Cocos,"
Working Papers
139, Red Nacional de Investigadores en Economía (RedNIE).
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Kursat Onder & Mr. Francisco Roch, 2022. "Sovereign Cocos," IMF Working Papers 2022/078, International Monetary Fund.
- 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.
- Satyajit Chatterjee & Burcu Eyigungor, 2013. "Debt dilution and seniority in a model of defaultable sovereign debt," Working Papers 13-30, Federal Reserve Bank of Philadelphia.
- Sergey Pekarski & Anna Sokolova, 2021. "Default Costs and Self-fulfilling Fiscal Limits in a Small Open Economy," HSE Working papers WP BRP 243/EC/2021, National Research University Higher School of Economics.
- Nikolai Stähler, 2013.
"Recent Developments In Quantitative Models Of Sovereign Default,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
- Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
- Marcos González-Fernández & Carmen González-Velasco, 2018. "Bond Yields, Sovereign Risk and Maturity Structure," Risks, MDPI, vol. 6(4), pages 1-25, September.
- Luigi Bocola & Alessandro Dovis, 2019.
"Self-Fulfilling Debt Crises: A Quantitative Analysis,"
American Economic Review, American Economic Association, vol. 109(12), pages 4343-4377, December.
- Alessandro Dovis & Luigi Bocola, 2016. "Self_fulfilling Debt Crises: A Quantitative Analysis," 2016 Meeting Papers 1218, Society for Economic Dynamics.
- Luigi Bocola & Alessandro Dovis, 2016. "Self-Fulfilling Debt Crises: A Quantitative Analysis," NBER Working Papers 22694, National Bureau of Economic Research, Inc.
- Grace Weishi Gu & Zachary R. Stangebye, 2023. "Costly Information And Sovereign Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1397-1429, November.
- Niemann, Stefan & Prein, Timm, 2024. "Sovereign Risk under Diagnostic Expectations," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302386, Verein für Socialpolitik / German Economic Association.
- Juan Carlos Conesa & Timothy J. Kehoe, 2017.
"Gambling for redemption and self-fulfilling debt crises,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 707-740, December.
- Timothy Kehoe & Juan Carlos Conesa, 2012. "Gambling for Redemption and Self-Fulfilling Debt Crises," 2012 Meeting Papers 614, Society for Economic Dynamics.
- Juan Carlos Conesa & Timothy J. Kehoe, 2015. "Gambling for Redemption and Self-Fulfilling Debt Crises," NBER Working Papers 21026, National Bureau of Economic Research, Inc.
- Juan Carlos Conesa & Timothy J. Kehoe, 2012. "Gambling for redemption and self-fulfilling debt crises," Staff Report 465, Federal Reserve Bank of Minneapolis.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(2Q), pages 139-157.
- Minetti, Raoul & Peng, Tao, 2013. "Lending constraints, real estate prices and business cycles in emerging economies," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2397-2416.
- Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2020.
"News, sovereign debt maturity, and default risk,"
Journal of International Economics, Elsevier, vol. 126(C).
- Maximiliano Dvorkin & Juan M. Sanchez & Horacio Sapriza & Emircan Yurdagul, 2018. "News, sovereign debt maturity, and default risk," Working Papers 2018-033, Federal Reserve Bank of St. Louis, revised 18 May 2020.
- Maximiliano Dvorkin & Emircan Yurdagul & Horacio Sapriza & Juan Sanchez, 2019. "News, sovereign debt maturity, and default risk," 2019 Meeting Papers 918, Society for Economic Dynamics.
- Daniel, Betty C. & Nam, Jinwook, 2022. "The Greek debt crisis: Excusable vs. strategic default," Journal of International Economics, Elsevier, vol. 138(C).
- Saki Bigio & Galo Nuño & Juan Passadore, 2023.
"Debt-Maturity Management with Liquidity Costs,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 119-190.
- Saki Bigio & Galo Nuño & Juan Passadore, 2019. "Debt-Maturity Management with Liquidity Costs," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
- Prein, Timm, 2019. "Persistent Unemployment, Sovereign Debt Crises, and the Impact of Haircuts," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203654, Verein für Socialpolitik / German Economic Association, revised 2019.
- Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2019. "Risk Management for Sovereign Debt Financing with Sustainability Conditions," Globalization Institute Working Papers 367, Federal Reserve Bank of Dallas.
- Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
- Leonardo Martinez & Juan Hatchondo, 2017. "Credit Risk without Commitment," 2017 Meeting Papers 1326, Society for Economic Dynamics.
- Gabriel Desgranges & Ms. Celine Rochon, 2014. "Optimal Maturity Structure of Sovereign Debt in Situation of Near Default," IMF Working Papers 2014/168, International Monetary Fund.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2018.
"Sustainable Debt,"
The Warwick Economics Research Paper Series (TWERPS)
1178, University of Warwick, Department of Economics.
- Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2018. "Sustainable Debt," CRETA Online Discussion Paper Series 45, Centre for Research in Economic Theory and its Applications CRETA.
- Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2018. "Sovereign default and maturity choice," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 72-85.
- Joachim Jungherr & Immo Schott, 2021.
"Optimal Debt Maturity and Firm Investment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 110-132, October.
- Joachim Jungherr & Immo Schott, 2016. "Optimal Debt Maturity and Firm Investment," Working Papers 943, Barcelona School of Economics.
- Tavares, Tiago, 2019. "Labor market distortions under sovereign debt default crises," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
- Joachim Jungherr & Immo Schott, 2018. "The Long-term Debt Accelerator," 2018 Meeting Papers 961, Society for Economic Dynamics.
- Li, Yuan & Yang, Jinqiang & Zhao, Siqi, 2022. "Present-biased government and sovereign debt dynamics," Journal of Mathematical Economics, Elsevier, vol. 98(C).
- Bloise, Gaetano & Vailakis, Yiannis, 2024. "Sovereign debt crises and low interest rates," Journal of International Economics, Elsevier, vol. 150(C).
- Yasin Kür¸sat Önder & Mauricio Villamizar-Villegas & Jose Villegas, 2023. "Debt Moratorium: Theory and Evidence," Borradores de Economia 1253, Banco de la Republica de Colombia.
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2023.
"Long-term bank lending and the transfer of aggregate risk,"
Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
- Reiter, Michael & Zessner-Spitzenberg, Leopold, 2020. "Long-term bank lending and the transfer of aggregate risk," IHS Working Paper Series 13, Institute for Advanced Studies.
- Nada Azmy Elberry & Frank Naert & Stijn Goeminne, 2023. "Optimal public debt composition during debt crises: A review of theoretical literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 351-376, April.
- Aguiar, Mark & Amador, Manuel, 2019. "A contraction for sovereign debt models," Journal of Economic Theory, Elsevier, vol. 183(C), pages 842-875.
- Cristina Arellano & Gabriel Mihalache & Yan Bai, 2018.
"Inflation Targeting with Sovereign Default Risk,"
2018 Meeting Papers
851, Society for Economic Dynamics.
- Cristina Arellano & Gabriel Mihalache & Yan Bai, 2019. "Inflation Targeting with Sovereign Default Risk," 2019 Meeting Papers 239, 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, Stony Brook University, Department of Economics.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2018. "Inflation Targeting with Sovereign Default Risk," Department of Economics Working Papers 18-14, Stony Brook University, Department of Economics.
- Roettger, Joost, 2019. "Discretionary monetary and fiscal policy with endogenous sovereign risk," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 44-66.
- repec:fip:fedreq:y:2012:i:2q:p:139-157:n:vol.98no.2 is not listed on IDEAS
- Frantisek Hajnovic & Juraj Zeman, 2012. "Fiscal Space in the Euro zone," Working and Discussion Papers WP 5/2012, Research Department, National Bank of Slovakia.
- Diego J. Perez, 2015. "Sovereign Debt, Domestic Banks and the Provision of Public Liquidity," Discussion Papers 15-016, Stanford Institute for Economic Policy Research.
- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2024. "Sovereign CoCos and debt forgiveness," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1096, Ghent University, Faculty of Economics and Business Administration.
- Passadore, Juan & Xu, Yu, 2022. "Illiquidity in sovereign debt markets," Journal of International Economics, Elsevier, vol. 137(C).
- Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.