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Economic and political determinants of sovereign default and IMF credit use : a robustness assessment post 2010
Maddah, Lina; Sherry, Hassan; Zeaiter, Hussein - In: Economies : open access journal 12 (2024) 7, pp. 1-36
since the mid-1960s. Despite the vast research on alarming levels of sovereign default, the literature remains inconclusive …
Persistent link: https://www.econbiz.de/10014636157
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Sovereign tail risk
López-Espinosa, Germán; Moreno, Antonio; Rubia, Antonio; … - In: Journal of international money and finance 79 (2017), pp. 174-188
Persistent link: https://www.econbiz.de/10011788359
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Government default, bonds, and bank lending around the world : what do the data say?
Gennaioli, Nicola; Martin, Alberto; Rossi, Stefano - 2016
Persistent link: https://www.econbiz.de/10011606947
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Extreme bounds of sovereign defaults : evidence from the MENA region
Zeaiter, Hussein; El Khalil, Raed - In: International review of economics & finance : IREF 41 (2016), pp. 391-410
Persistent link: https://www.econbiz.de/10011625017
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Sovereign default risk premia and state-dependent twin deficits : conference paper
Hürtgen, Patrick; Rühmkorf, Ronald - 2013 - This version: August 7, 2013
This paper studies the impact of the state-dependent risk of a government default on the correlation of the scal … possible sovereign default leads to dynamics of sovereign debt which cause taxes to rise and increase the dispersion of …
Persistent link: https://www.econbiz.de/10010341080
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Official or unofficial? : extreme bounds analysis on the determinants of sovereign default
Liu, Ailan; Wang, Zhixuan; Wang, Ping - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014534830
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The determinants of sovereign default : a sensitivity analysis
Chakrabarti, Avik; Zeaiter, Hussein - In: International review of economics & finance : IREF 33 (2014), pp. 300-318
Persistent link: https://www.econbiz.de/10010532720
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Sovereign debt and bank fragility in Spain
Kwaak, Christiaan van der; Wijnbergen, Sweder van - In: Review of world economics 153 (2017) 3, pp. 511-543
Persistent link: https://www.econbiz.de/10011889361
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Forecasting sovereign default risk with Merton's model
Duyvesteyn, Johan; Martens, Martin - In: The journal of fixed income 25 (2015) 2, pp. 58-71
Persistent link: https://www.econbiz.de/10011399885
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Forecasting Sovereign Default risk with Merton’s Model
Duyvesteyn, Johan G. - 2016
Merton's structural model for sovereigns is proven to be useful to analyze the default risk of a country. We are the … changes in model outputs such as the distance to default, the default probability and model spreads. Hence contingency claim …
Persistent link: https://www.econbiz.de/10013008626