productivity. A quantitative model of news and sovereign debt default with endogenous maturity choice generates impulse responses … precision of news allows the government to improve its debt maturity management, especially during periods of high stress in …

The aim of this paper is to analyze the relation between maturity structure, sovereign bond yields and sovereign risk … relationship between sovereign bond yields, sovereign risk and the maturity structure of sovereign debt, regardless of the proxy … shortens the maturity structure of sovereign debt because it reduces the stock of long-term debt. The relationship between …