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Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default
Karmann, Alexander; Maltritz, Dominik - 2003
Persistent link: https://www.econbiz.de/10001751548
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Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default
Karmann, Alexander; Maltritz, Dominik - In: Credit risk : measurement, evaluation and management ; …, (pp. 91-109). 2003
Persistent link: https://www.econbiz.de/10002001473
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Sovereign risk in a structural approach: Evaluating sovereign ability-to-pay and probability of default
Karmann, Alexander; Maltritz, Dominik - 2003
demonstrate for the case of Latin America and Russia that our approach indicates default events well in advance of agencies and …
Persistent link: https://www.econbiz.de/10010305443
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Sovereign risk, reserves, and implicit default probabilities : an option based spread analysis
Karmann, Alexander - In: Financial structure and stability, (pp. 232-244). 2000
Persistent link: https://www.econbiz.de/10001520923
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"Country risk-indicator. An option based evaluation" implicit default probabilities of foreign USD bonds
Karmann, Alexander; Plate, Mike - In: Datamining und computational finance : Ergebnisse des …, (pp. 43-50). 2000
Persistent link: https://www.econbiz.de/10001484234
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Allianzen zur Wiederherstellung internationaler Zahlungsfähigkeit : ein Modell für Argentinien?
Sell, Friedrich L. - 2003
Argentinien hat im Januar 2002 seine Zahlungsunfähigkeit erklärt und hofft seitdem auf neue Kredite des IWF. Anders als …Argentina has defaulted on its external debt on January, 2002. The country hopes for "fresh money" from the IMF … distribution of tax income. These issues can be modelled based on the theory of alliances, where the provinces and the central …
Persistent link: https://www.econbiz.de/10010509332
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Risk framework analysis in the management of sovereign debt : the Argentine case
Delfau, Emiliano - 2018
The main objective of this paper is to develop a practical approach to Argentina's sovereign risk management. Through … term structure estimation method called Nelson and Siegel. For Argentina we generated two yield curves, i.e., sets of fixed …
Persistent link: https://www.econbiz.de/10011879381
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Domestic debt and sovereign defaults
Mallucci, Enrico - 2015
This paper examines how domestic holdings of government debt affect sovereign default risk and government debt management. I develop a dynamic stochastic general equilibrium model with both external and domestic debt that endogenously generates output contraction upon default. Domestic holdings...
Persistent link: https://www.econbiz.de/10011459391
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Don't Cry for Argentina (or Other Sovereign Borrowers) : Lessons from a Previous Era of Sovereign Debt Contract Enforcement
Chabot, Benjamin Remy - 2016
Recent court rulings effectively barred Argentina from international capital markets until she honored previous … era provides us with clues into how the sovereign debt market could evolve in the wake of the Argentina rulings. In …
Persistent link: https://www.econbiz.de/10012987619
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The heterogeneity of default costs : evidence from recent sovereign debt crises
Jorra, Markus - 2011
This paper examines the costs of recent sovereign defaults using synthetic control methods, a novel econometric technique based on comparative case studies. Evidence on the effects of debt crises is thus presented on a case-by-case basis, uncovering large variations in country-specific...
Persistent link: https://www.econbiz.de/10009409494