Search Results - subject:"Sovereign Default Risk"

Financial fragility, sovereign default risk and the limits to commercial bank bail-outs

Wijnbergen, Sweder van; Kwaak, Christiaan van der - 2013

, significantly increasing output losses and declines in investment after a financial crisis. We introduce sovereign default risk … between sovereign default risk and financial fragility emerges. A debt-financed recapitalisation of the financial …

Persistent link: https://www.econbiz.de/10010224776

Sovereign default risk and banks in a monetary union

Uhlig, Harald - 2013 - This revision: August 12, 2013

This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank …

Persistent link: https://www.econbiz.de/10009786077

Long-term government debt, financial fragility and sovereign default risk

Kwaak, Christiaan van der; Wijnbergen, Sweder van - 2013

Persistent link: https://www.econbiz.de/10010191409

Sovereign Default Risk and Banks in a Monetary Union

Uhlig, Harald - CESifo - 2013

This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank …

Persistent link: https://www.econbiz.de/10010877795

Long Term Government Debt, Financial Fragility and Sovereign Default Risk

Kwaak, Christiaan van der; Wijnbergen, Sweder van - Tinbergen Instituut - 2013

positive effects from an anticipated capital injection dominate the effects of the associated increase in sovereign default … risk. …

Persistent link: https://www.econbiz.de/10011255596

News and Sovereign Default Risk in Small Open Economies

Durdu, C. Bora; Nunes, Ricardo; Sapriza, Horacio - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2013

This paper builds a model of sovereign debt in which default risk, interest rates, and debt depend not only on current fundamentals but also on news about future fundamentals. News shocks affect equilibrium outcomes because they contain information about the likelihood that the government repays...

Persistent link: https://www.econbiz.de/10010635303

Financial Fragility, Sovereign Default Risk and the Limits to Commercial Bank Bail-outs

Wijnbergen, Sweder van; Kwaak, Christiaan van der - Tinbergen Instituut - 2013

output losses and declines in investment after a financial crisis. We introduce sovereign default risk through the existence … sovereign default risk and financial fragility emerges. A debt-financed recapitalisation of the financial intermediaries causes …

Persistent link: https://www.econbiz.de/10011257190

The Term-Structure of Sovereign Default Risk in Colombia and its Determinants

Ojeda-Joya, Jair; Gómez-González, José E. - Banco de la Republica de Colombia - 2012

We study the determinants of sovereign default risk in Colombia by focusing on different time spans of risk which are …

Persistent link: https://www.econbiz.de/10010550488

Sovereign default Risk in the Euro-Periphery and the Euro-Candidate Countries

Gabrisch, Hubert; Orlowski, Lucjan T.; Pusch, Toralf - Volkswirtschaftliche Fakultät, … - 2012

This study examines the key drivers of sovereign default risk in five euro area periphery countries and three euro … aftermath of the global economic crisis, since such policy might actually worsen sovereign default risk. The model works well … pursue real economy growth oriented policies in order to mitigate a potential increase in sovereign default risk. …

Persistent link: https://www.econbiz.de/10011257986

The Term-Structure of Sovereign Default Risk in Colombia and its Determinants

Ojeda-Joya, Jair; Gómez-González, José E. - BANCO DE LA REPÚBLICA - 2012

We study the determinants of sovereign default risk in Colombia by focusing on different time spans of risk which are …

Persistent link: https://www.econbiz.de/10010763632