What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk
Year of publication: |
2011-09
|
---|---|
Authors: | Aizenman, Joshua ; Hutchison, Michael Mercier ; Jinjarak, Yothin |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | IFM ITI published as Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin, 2013. "What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 37-59. Number 17407 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; F34 - International Lending and Debt Problems ; F36 - Financial Aspects of Economic Integration ; G01 - Financial Crises ; H63 - Debt; Debt Management |
Source: |
-
Political economics of external sovereign defaults
Achury, Carolina, (2015)
-
External sovereign debt in a monetary union: Bailouts and the role of corruption
Achury, Carolina, (2011)
-
External sovereign debt in a monetary union : bailouts and the role of corruption
Achury, Carolina, (2011)
- More ...
-
Credit Ratings and the Pricing of Sovereign Debt during the Euro Crisis
Aizenman, Joshua, (2013)
-
Inflation Targeting and Real Exchange Rates in Emerging Markets
Aizenman, Joshua, (2008)
-
Aizenman, Joshua, (2010)
- More ...