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A general framework for the benchmark pricing in a fully collateralized market

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Debt sustainability and the terms of official support

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News, sovereign debt maturity, and default risk

Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio - 2018

productivity. A quantitative model of news and sovereign debt default with endogenous maturity choice generates impulse responses …-term debt does not shield the country from bad news shocks, and it may even exacerbate default risk. Finally, an increase in the …

Persistent link: https://www.econbiz.de/10011950496