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Writing off sovereign debt : default and recovery rates over the cycle

Sunder-Plassmann, Laura - In: Journal of international money and finance 81 (2018), pp. 221-241

Persistent link: https://www.econbiz.de/10012000044

Assessing sovereign default risk : a bottom-up approach

Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542

Persistent link: https://www.econbiz.de/10012027982

On the role of financial aid in a default episode

Cuadra, Gabriel; Ramos-Francia, Manuel; Garcia-Verdu, … - In: Latin American economic review : LAER ; official … 27 (2018), pp. 1-19

Our aim is to explore the role of financial aid in a default episode. To that end, we develop a dynamic stochastic quantitative model of sovereign default featuring fiscal policy, endogenous financial aid and risk-averse foreign lenders. After calibrating the model, we feed output shocks into...

Persistent link: https://www.econbiz.de/10012029543