China’s lending boom to developing countries is morphing into defaults and debt distress. Given the secrecy surrounding China’s loans, also the associated defaults remain “hidden”, as missed payments and restructuring details are not disclosed. We construct an encompassing dataset of...

This project studies and models key macroeconomic variables and their impact on sovereign risk premia across some European economies and developed countries. The sample is divided into groups of countries in the European Monetary Union (EMU), the 'standalone' economies that are outside the EMU...