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Sovereign debt markets in turbulent times: Creditor discrimination and crowding-out effects
Broner, Fernando; Erce, Aitor; Martin, Alberto; … - Department of Economics and Business, Universitat … - 2013
these facts, we propose a simple model of sovereign risk in which debt can be traded in secondary markets. The model has two …
Persistent link: https://www.econbiz.de/10010849603
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Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects
Broner, Fernando; Erce, Aitor; Martín, Alberto; … - Barcelona Graduate School of Economics (Barcelona GSE) - 2013
these facts, we propose a simple model of sovereign risk in which debt can be traded in secondary markets. The model has two …
Persistent link: https://www.econbiz.de/10010851405
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Sovereign debt markets in turbulent times: creditor discrimination and crowding-out effects
Broner, Fernando; Martin, Alberto; Ventura, Jaume; … - Banco de España - 2014
these facts, we propose a simple model of sovereign risk in which debt can be traded in secondary markets. The model has two …
Persistent link: https://www.econbiz.de/10010764909
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Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects
Broner, Fernando A; Erce, Aitor; Martin, Alberto; … - C.E.P.R. Discussion Papers - 2013
these facts, we propose a simple model of sovereign risk in which debt can be traded in secondary markets. The model has two …
Persistent link: https://www.econbiz.de/10011084507
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International debt deleveraging
Fornaro, Luca - Department of Economics and Business, Universitat … - 2012
episode of international deleveraging world consumption demand is depressed and the world interest rate is low, reflecting a … demand and in the world interest rate are amplified. Hence, monetary unions are especially prone to hit the zero lower bound …
Persistent link: https://www.econbiz.de/10010849607
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How Effective Are Capital Controls in Asia?
Gochoco-Bautista, Maria Socorro; Jongwanich, Juthathip; … - In: Asian Economic Papers 11 (2012) 2, pp. 122-143
in the rest of the world. For example, unlike in the rest of the world, the use of controls on capital outflows in …
Persistent link: https://www.econbiz.de/10011009833
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US Long Term Interest Rates and Capital Flows to Emerging Economies
Olaberria, Eduardo - Economics Department, Organisation de Coopération et … - 2014
, indeed, cycles in capital flows to EMEs are linked to global conditions, including global risk aversion and long term … domestic fundamentals are more vulnerable to the risk of a classic sudden stop à la Calvo. This Working Paper relates to the …
Persistent link: https://www.econbiz.de/10011276981
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The Valuation Channel of International Adjustment
Ghironi, Fabio; Lee, Jaewoo; Rebucci, Alessandro - C.E.P.R. Discussion Papers - 2015
, capital gains, and portfolio adjustment for consumption risk sharing when financial markets are incomplete, showing how these …
Persistent link: https://www.econbiz.de/10011266533
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LIBERALIZAÇÃO DA CONTA DE CAPITAL E FLUXOS DE PORTFÓLIO PARA O BRASIL NO PERÍODO RECENTE
Veríssimo, Michele Polline; Brito, Márcio Holland de - Associação dos Centros de Pós-Graduação em … - 2004
uncovered interest parity, country risk and the legislation on portfolio capital flows. The empirical framework is based on a … general terms the results indicate a crucial role played by the uncovered interest parity and the country risk to explain …
Persistent link: https://www.econbiz.de/10005085903
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The process by which the Dollar will fall: the effect of forward-looking consumers
Kuralbayeva, Karlygash; Vines, David - C.E.P.R. Discussion Papers - 2009
This paper extends the analysis of the forthcoming fall in the dollar by Blanchard, Giavazzi and Sà 2005), using a model which incorporates forward-looking consumers. It provides additional underpinnings for the idea of a rapid adjustment in the value of the dollar. We analyze what will happen...
Persistent link: https://www.econbiz.de/10005016248