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Output costs of sovereign crises: some empirical estimates. (2009). Saporta, Victoria ; Hoggarth, Glenn ; De Paoli, Bianca.
In: Bank of England working papers.
RePEc:boe:boeewp:0362.

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  1. Is to Forgive to Forget? Sovereign Risk in the Aftermath of Private or Official Debt Restructurings. (2024). Marchesi, Silvia ; Masi, Tania ; Bomprezzi, Pietro.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00198-8.

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  2. Domestic Debt and Sovereign Defaults. (2022). Mallucci, Enrico.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:6:p:1741-1775.

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  3. Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic. (2022). Gonzalez-Fernandez, Marcos ; Garcia-Lopez, Marcos ; Gonzalez-Velasco, Carmen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005808.

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  4. The Price of Haircuts: Private and Official Default. (2021). Marchesi, Silvia ; Bomprezzi, Pietro ; Masi, Tania.
    In: Working Papers.
    RePEc:mib:wpaper:458.

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  5. On the Benefits of Repaying. (2021). Panizza, Ugo ; Faralli, Matilde ; Manasse, Paolo ; Caselli, Francesca.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp18-2021.

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  6. Life after default. Private and official deals. (2021). Marchesi, Silvia ; Masi, Tania.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302953.

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  7. Is to Forgive to Forget? Sovereign Risk in the Aftermath of a Default. (2021). Marchesi, Silvia ; Bomprezzi, Pietro ; Masi, Tania.
    In: Development Working Papers.
    RePEc:csl:devewp:475.

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  8. On the Benefits of Repaying. (2021). Panizza, Ugo ; U G O Panizza, ; Manasse, Paolo ; Faralli, Matilde ; Caselli, Francesca.
    In: Working Papers.
    RePEc:bol:bodewp:wp1163.

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  9. Life after default. Private and Official Deals. (2020). Marchesi, Silvia ; Masi, Tania.
    In: Working Papers.
    RePEc:mib:wpaper:431.

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  10. Sovereign ratings and national culture. (2020). Partington, Graham ; Dang, Huong .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19304743.

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  11. The price of haircuts: private and official default. (2020). Marchesi, Silvia ; Masi, Tania.
    In: Development Working Papers.
    RePEc:csl:devewp:460.

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  12. Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel. (2019). Sasahara, Akira ; Erce, Aitor ; Chamon, Marcos ; Asonuma, Tamon.
    In: Working Papers.
    RePEc:stm:wpaper:37.

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  13. Sovereign risk after sovereign restructuring. Private and official default. (2019). Marchesi, Silvia ; Masi, Tania ; Tania, Masi.
    In: Working Papers.
    RePEc:mib:wpaper:423.

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  14. Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel. (2019). Sasahara, Akira ; Erce, Aitor ; Chamon, Marcos ; Asonuma, Tamon.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/069.

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  15. Sovereigns going bust: Estimating the cost of default. (2019). Zimmermann, Kaspar ; Kuvshinov, Dmitry.
    In: European Economic Review.
    RePEc:eee:eecrev:v:119:y:2019:i:c:p:1-21.

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  16. Sovereign debt crises and cross-country assistance. (2018). Natvik, Gisle ; Grisse, Christian.
    In: Working Papers.
    RePEc:snb:snbwpa:2018-15.

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  17. Life after default: Private vs. official sovereign debt restructurings. (2018). Marchesi, Silvia ; Masi, Tania.
    In: Working Papers.
    RePEc:mib:wpaper:370.

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  18. National Culture and Corporate Rating Migrations. (2018). Dang, Huong Dieu.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:130-:d:182884.

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  19. Life After Default: Private vs. Official Sovereign Debt Restructurings. (2018). Marchesi, Silvia ; Masi, Tania.
    In: Development Working Papers.
    RePEc:csl:devewp:437.

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  20. The output costs of hard and soft sovereign default. (2017). Trebesch, Christoph ; Zabel, Michael .
    In: European Economic Review.
    RePEc:eee:eecrev:v:92:y:2017:i:c:p:416-432.

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  21. Trade Costs of Sovereign Debt Restructurings; Does a Market-Friendly Approach Improve the Outcome?. (2016). Chamon, Marcos ; Asonuma, Tamon ; Sasahara, Akira.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/222.

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  22. Banking crises, external crises and gross capital flows. (2016). Riera-Crichton, Daniel ; Janus, Thorsten.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:273.

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  23. Life after default? Private vs. official sovereign debt restructurings. (2016). Marchesi, Silvia.
    In: Development Working Papers.
    RePEc:csl:devewp:398.

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  24. The Output Costs of Hard and Soft Sovereign Default. (2016). Trebesch, Christoph ; Zabel, Michael .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11582.

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  25. The Output Costs of Hard and Soft Sovereign Default. (2016). Trebesch, Christoph ; Zabel, Michael .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6143.

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  26. Quantifying the costs of sovereign defaults using odious debt cases as a quasi-natural experiment. (2015). Horn, Fabian .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113125.

    Full description at Econpapers || Download paper

  27. Bank and sovereign risk feedback loops. (2015). .
    In: Working Papers.
    RePEc:stm:wpaper:1.

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  28. The cost of default: private vs. official sovereign debt restructurings. (2015). Marchesi, Silvia ; Giovanni, Tonini .
    In: Working Papers.
    RePEc:mib:wpaper:320.

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  29. Domestic Debt and Sovereign Defaults. (2015). Mallucci, Enrico.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1153.

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  30. Bank and sovereign risk feedback loops. (2015). Erce, Aitor.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:227.

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  31. Haircut size, haircut type and the probability of serial sovereign debt restructurings. (2014). Schröder, Christoph ; Schroder, Christoph.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:14126.

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  32. Guarantees, transparency and the interdependency between sovereign and bank default risk. (2014). König, Philipp ; Heinemann, Frank ; Anand, Kartik ; Konig, Philipp .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:321-337.

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  33. Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area. (2014). Bahaj, Saleem.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1406.

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  34. The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk. (2013). König, Philipp ; Heinemann, Frank ; Anand, Kartik ; Konig, Philipp .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79747.

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  35. The cost of defaults: the impact of haircuts on economic growth. (2013). Marchesi, Silvia ; Prato, Valeria .
    In: Working Papers.
    RePEc:mib:wpaper:265.

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  36. The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk. (2013). Heinemann, Frank ; Konig, Philipp ; Anand, Kartik.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-025.

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  37. Debt dilution: when it is a major problem and how to deal with it. (2013). Eyigungor, Burcu.
    In: Business Review.
    RePEc:fip:fedpbr:00001.

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  38. Sovereign credit spreads. (2013). Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4217-4225.

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  39. Optimum international reserves and sovereign risk: Evidence from India. (2013). K. P., Prabheesh, .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:76-86.

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  40. Financial Stability Paper No 27: Sovereign Default and State-Contingent Debt. (2013). Mendes, Rhys ; Brooke, Martin ; Santor, Eric ; Pienkowski, Alex .
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0027.

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  41. Credit supply during a sovereign debt crisis. (2013). Sette, Enrico ; Bofondi, Marcello ; Carpinelli, Luisa.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_909_13.

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  42. The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk. (2013). König, Philipp ; Heinemann, Frank ; Anand, Kartik ; Konig, Philipp .
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-31.

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  43. Why do some countries default more often than others ? the role of institutions. (2012). Qian, Rong.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5993.

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  44. Gross capital flows: Dynamics and crises. (2012). Schmukler, Sergio ; Erce, Aitor ; Didier, Tatiana ; Broner, Fernando.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1227.

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  45. Sovereign Debt Restructurings 1950-2010; Literature Survey, Data, and Stylized Facts. (2012). Papaioannou, Michael ; Das, Udaibir S ; Trebesch, Christoph.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/203.

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  46. How costly are debt crises?. (2012). ZDZIENICKA, Aleksandra ; Furceri, Davide.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:4:p:726-742.

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  47. When is debt sustainable?. (2012). Rojas-Romagosa, Hugo ; Lukkezen, Jasper .
    In: CPB Discussion Paper.
    RePEc:cpb:discus:212.

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  48. Gross capital flows : dynamics and crises. (2011). Schmukler, Sergio ; Erce, Aitor ; Didier, Tatiana ; Broner, Fernando.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5768.

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  49. How costly are debt crises?. (2011). ZDZIENICKA, Aleksandra ; Furceri, Davide.
    In: MPRA Paper.
    RePEc:pra:mprapa:30953.

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  50. How Costly Are Debt Crises?. (2011). Furceri, Davide ; Zdzienicka, Aleksandra.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/280.

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  51. Gross Capital Flows: Dynamics and Crises. (2011). Schmukler, Sergio ; Erce, Aitor ; Didier, Tatiana ; Broner, Fernando.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8591.

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  52. Financial Stability Paper No 13: Reform of the International Monetary and Financial System. (2011). Bush, Oliver ; Wright, Michelle ; Farrant, Katie .
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0013.

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  53. USING REAL-TIME OUTPUT GAPS TO EXAMINE PAST AND FUTURE POLICY CHOICES. (2009). Cobham, David ; Adam, Christopher.
    In: National Institute Economic Review.
    RePEc:sae:niesru:v:210:y:2009:i:1:p:98-110.

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Cocites

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  1. Quantifying the costs of sovereign defaults using odious debt cases as a quasi-natural experiment. (2015). Horn, Fabian .
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  2. Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?. (2015). Edwards, Sebastian.
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  3. Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?. (2015). Edwards, Sebastian.
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  7. The Stock of External Sovereign Debt: Can We Take the Data at ‘Face Value’?. (2014). Wright, Mark ; Richmond, Christine ; Dias, Daniel ; Wright, Mark L. J., .
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  10. Sovereign Debt: A Review. (2013). Amador, Manuel ; Aguiar, Mark.
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  11. Debt Redemption and Reserve Accumulation. (2013). Kanczuk, Fabio ; Alfaro, Laura.
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  12. Sovereign default risk and commitment for fiscal adjustment. (2012). guimaraes, bernardo ; Goncalves, Carlos ; Guimares, Bernardo ; Gonalves, Carlos Eduardo .
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  13. Serial default and debt renegotiation. (2012). Asonuma, Tamon.
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    RePEc:pra:mprapa:55139.

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  14. Fiscal Rules and the Sovereign Default Premium. (2012). Martinez, Leonardo ; Hatchondo, Juan ; Roch, Francisco.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/030.

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  15. Fiscal rules and the sovereign default premium. (2012). Roch, Francisco ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:12-01.

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  16. Debt dilution and sovereign default risk. (2012). Sosa-Padilla, Cesar ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:10-08.

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  17. Sovereign default risk and commitment for fiscal adjustment. (2012). guimaraes, bernardo ; Goncalves, Carlos ; Guimares, Bernardo ; Gonalves, Carlos Eduardo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9163.

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  18. Sovereign default: which shocks matter?. (2011). guimaraes, bernardo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:09-166.

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  19. The Stock of External Sovereign Debt: Can We Take the Data At Face Value?. (2011). Wright, Mark ; Richmond, Christine ; Dias, Daniel ; Mark L. J. Wright, ; Mark L . J. Wright, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17551.

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  20. The Heterogeneity of Default Costs: Evidence from Recent Sovereign Debt Crises. (2011). Jorra, Markus.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201151.

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  21. Sovereign default, private sector creditors, and the IFIs. (2011). Boz, Emine.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:83:y:2011:i:1:p:70-82.

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  22. The elusive costs of sovereign defaults. (2011). Panizza, Ugo ; Levy Yeyati, Eduardo.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:94:y:2011:i:1:p:95-105.

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  23. Reserve management and sovereign debt cost in a world with liquidity crises. (2011). Tarantino, Emanuele ; Corneli, Flavia.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_797_11.

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  24. The politics of sovereign defaults. (2010). Martinez, Leonardo ; Hatchondo, Juan.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2010:i:3q:p:291-317:n:v.96no.3.

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  25. Nominal versus indexed debt: A quantitative horse race. (2010). Kanczuk, Fabio ; Alfaro, Laura.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:8:p:1706-1726.

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  26. The Cost of Aggressive Sovereign Debt Policies; How Much is theprivate Sector Affected?. (2009). Trebesch, Christoph.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/029.

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  27. HETEROGENEOUS BORROWERS IN QUANTITATIVE MODELS OF SOVEREIGN DEFAULT. (2009). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: International Economic Review.
    RePEc:ier:iecrev:v:50:y:2009:i:4:p:1129-1151.

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  28. Optimal reserve management and sovereign debt. (2009). Kanczuk, Fabio ; Alfaro, Laura.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:77:y:2009:i:1:p:23-36.

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  29. Persistent gaps and default traps. (2009). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Catão, Luis A. V., .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:89:y:2009:i:2:p:271-284.

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  30. Output costs of sovereign crises: some empirical estimates. (2009). Saporta, Victoria ; Hoggarth, Glenn ; De Paoli, Bianca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0362.

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  31. Debt Maturity: Is Long-Term Debt Optimal?. (2009). Kanczuk, Fabio ; Alfaro, Laura.
    In: Review of International Economics.
    RePEc:bla:reviec:v:17:y:2009:i:5:p:890-905.

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  32. The Economics and Law of Sovereign Debt and Default. (2009). Zettelmeyer, Jeromin ; Sturzenegger, Federico ; Panizza, Ugo ; U G O Panizza, .
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:47:y:2009:i:3:p:651-98.

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  33. Non-Economic Engagement and International Exchange: The Case of Environmental Treaties. (2008). Spiegel, Mark ; Rose, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13988.

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  34. Heterogeneous borrowers in quantitative models of sovereign default. (2008). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Working Paper.
    RePEc:fip:fedrwp:07-01.

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  35. Optimal external debt and default. (2008). guimaraes, bernardo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:3604.

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  36. Sovereign default, interest rates and political uncertainty in emerging markets. (2008). Sapriza, Horacio ; Cuadra, Gabriel.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:76:y:2008:i:1:p:78-88.

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  37. Emerging Markets in an Anxious Global Economy. (2008). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:122247000000002074.

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  38. Optimal External Debt and Default. (2008). guimaraes, bernardo.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0847.

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  39. Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0803.

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  40. Optimal Reserve Management and Sovereign Debt. (2007). Kanczuk, Fabio ; Alfaro, Laura.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13216.

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  41. Debt Maturity: Is Long-Term Debt Optimal?. (2007). Kanczuk, Fabio ; Alfaro, Laura.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13119.

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  42. The economics of sovereign defaults. (2007). Sapriza, Horacio ; Martinez, Leonardo ; Hatchondo, Juan.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:spr:p:163-187:n:v.93no.2.

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  43. Optimal reserve management and sovereign debt. (2007). Kanczuk, Fabio ; Alfaro, Laura.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2007-29.

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  44. Optimal external debt and default. (2007). guimaraes, bernardo ; Guimares, Bernardo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6035.

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  45. Volatility and the Debt-Intolerance Paradox. (2006). Kapur, Sandeep ; Catão, Luis ; Cato, Luis.
    In: IMF Staff Papers.
    RePEc:pal:imfstp:v:53:y:2006:i:2:p:1.

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  46. Deuda soberana: indexación y vencimiento. (2006). Kanczuk, Fabio ; Alfaro, Laura.
    In: Research Department Publications.
    RePEc:idb:wpaper:4460.

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  47. Sovereign Debt: Indexation and Maturity. (2006). Kanczuk, Fabio ; Alfaro, Laura.
    In: Research Department Publications.
    RePEc:idb:wpaper:4459.

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  48. Sovereign Debt: Indexation and Maturity. (2006). Kanczuk, Fabio ; Alfaro, Laura.
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:6709.

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  49. Financial Stability Paper No 1: Costs of Sovereign Default. (2006). Hoggarth, Glenn ; De Paoli, Bianca ; Saporta, Victoria.
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0001.

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  50. THE CURRENCY DENOMINATION OF SOVEREIGN DEBT. (2002). Bleaney, Michael.
    In: Discussion Papers.
    RePEc:not:notecp:06/02.

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