Calibrating the cost of defaulting in models of sovereign defaults
Year of publication: |
2017
|
---|---|
Authors: | Hatchondo, Juan Carlos ; Martinez, Leonardo |
Published in: |
Rethinking fiscal policy after the crisis. - Cambridge, United Kingdom : Cambridge University Press, ISBN 978-1-107-16058-3. - 2017, p. 414-440
|
Subject: | Staatsbankrott | Sovereign default | Internationale Staatsschulden | International sovereign debt | Öffentliche Schulden | Public debt | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
-
Government default, bonds, and bank lending around the world : what do the data say?
Gennaioli, Nicola, (2016)
-
Erce, Aitor, (2018)
-
Sovereign haircuts : 200 years of creditor losses
Luckner, Clemens von <Graf>, (2024)
- More ...
-
Fiscal Rules and the Sovereign Default Premium
Hatchondo, Juan Carlos, (2012)
-
Non-Defaultable Debt and Sovereign Risk
Hatchondo, Juan Carlos, (2014)
-
Quantitative Properties of Sovereign Default Models : Solution Methods Matter
Martinez, Leonardo, (2010)
- More ...