Search Results

The Next (but not new) Frontier for Sovereign Default,
Carmen Reinhart, from University Library of Munich, Germany (2008)
Keywords: domestic debt; sovereign default

I (Don't) Owe You: Sovereign Default and Borrowing Behavior,
Dimitris Georgarakos and Alexander Popov, from C.E.P.R. Discussion Papers (2023)
Keywords: Sovereign default

Is it punishment? Sovereign defaults and the decline in trade,
Jose Vicente Martinez and Guido Sandleris, in Journal of International Money and Finance (2011)
Keywords: Sovereign debt Sovereign default Bilateral trade Sanctions

Sovereign defaults: Information, investment and credit,
Guido Sandleris, in Journal of International Economics (2008)
Keywords: Sovereign debt Sovereign default Reputation Sanctions Signaling

The Costs of Sovereign Default: Theory and Empirical Evidence,
Guido Sandleris, in Economía Journal (2016)
Keywords: Sovereign debt, Sovereign defaults, Costs of sovereign debt

The costs of sovereign default: theory and empirical evidence,
Guido Sandleris, from London School of Economics and Political Science, LSE Library (2016)
Keywords: sovereign debt; sovereign defaults; costs of sovereign debt

Sovereign default and debt renegotiation,
Vivian Yue, in Journal of International Economics (2010)
Keywords: Sovereign default Debt renegotiation Recovery rate Sovereign debt spreads

Selective Sovereign Defaults,
Aitor Erce and Enrico Mallucci, from Board of Governors of the Federal Reserve System (U.S.) (2018)
Keywords: Sovereign Default; Selective Defaults; Domestic Debt; External Debt; Credit; Imports

Default-risky Sovereign Debt,
Andreas Wiggers, from University of Bonn, Bonn Graduate School of Economics (BGSE) (2002)
Keywords: Credit risk, sovereign debt, endogenous default

Determinants of sovereign defaults,
Yaseen Ghulam and Julian Derber, in The Quarterly Review of Economics and Finance (2018)
Keywords: Sovereign; Defaults; Hazard ratio; Survival analysis; Crisis;

Sovereign Defaults in Court,
Christoph Trebesch, Julian Schumacher and Henrik Enderlein, from C.E.P.R. Discussion Papers (2018)
Keywords: Sovereign default; Enforcement; Government financing; Debt restructuring

Sovereign defaults in court,
Julian Schumacher, Christoph Trebesch and Henrik Enderlein, in Journal of International Economics (2021)
Keywords: Sovereign default; Enforcement; Government financing; Debt restructuring;

Sovereign defaults in court,
Julian Schuhmacher, Christoph Trebesch and Henrik Enderlein, from Kiel Institute for the World Economy (IfW Kiel) (2018)
Keywords: sovereign default, enforcement, government financing, debt restructuring

The political economy of sovereign defaults,
Eugenia Andreasen, Guido Sandleris and Alejandro Van der Ghote, in Journal of Monetary Economics (2019)
Keywords: Sovereign default; Fiscal policy; Inequality; Political economy;

Income inequality and sovereign default,
Kiyoung Jeon and Zeynep Kabukcuoglu, in Journal of Economic Dynamics and Control (2018)
Keywords: Sovereign debt; Default; Income inequality; Redistribution;

Sovereign Defaults in Court,
Julian Schumacher, Christoph Trebesch and Henrik Enderlein, from CESifo (2018)
Keywords: sovereign default, enforcement, government financing, debt restructuring

The politics of redistribution and sovereign default,
Almuth Scholl, from University of Konstanz, Cluster of Excellence "The Politics of Inequality. Perceptions, Participation and Policies" (2023)
Keywords: sovereign debt and default, inequality, redistribution, political economy

The politics of redistribution and sovereign default,
Almuth Scholl, in Journal of International Economics (2024)
Keywords: Sovereign debt and default; Inequality; Redistribution; Political economy;

The elusive costs of sovereign defaults,
Eduardo Levy Yeyati and Ugo Panizza, in Journal of Development Economics (2011)
Keywords: Sovereign debt Default Country risk Growth

Sovereign default: The role of expectations,
Joao Ayres, Gaston Navarro, Juan Pablo Nicolini and Pedro Teles, in Journal of Economic Theory (2018)
Keywords: Sovereign default; Multiple equilibria; Good and bad times;

Sovereign Default: The Role of Expectations,
Pedro Teles, ,, Gaston Navarro and Juan Pablo Nicolini, from C.E.P.R. Discussion Papers (2018)
Keywords: Good and bad times; Sovereign default; Multiple equilibria

Income Inequality and Sovereign Default,
Kiyoung Jeon and Zeynep Yom, from Villanova School of Business Department of Economics and Statistics (2016)
Keywords: Sovereign Debt; Default; Income Inequality; Redistribution

Sovereign Credit Default Swap,
Gaiyan Zhang, from Emerald Group Publishing Limited (2014)
Keywords: Sovereign credit default swap, price discovery, risk

Volatility and Sovereign Default,
Luisa Lambertini, from Boston College Department of Economics (2001)
Keywords: Sovereign debt, Default, Self-fulfilling Crises

On Wars, Sanctions and Sovereign Default,
Javier Bianchi and Cesar Sosa-Padilla, from Federal Reserve Bank of Minneapolis (2022)
Keywords: Wars; International reserves; Financial sanctions; Sovereign default

Sovereign Default: The Role of Expectations,
Joao Ayres, Gaston Navarro, Juan Pablo Nicolini and Pedro Teles, from Federal Reserve Bank of Minneapolis (2015)
Keywords: Sovereign default; interest rate spreads; Multiple equilibria

Sovereign risk in a structural approach: Evaluating sovereign ability-to-pay and probability of default,
Alexander Karmann and Dominik Maltritz, from Technische Universität Dresden, Faculty of Business and Economics, Department of Economics (2003)
Keywords: Sovereign Risk, Probability of Default

Default and the Term Structure in Sovereign Bonds,
Cristina Arellano and Ananth Ramanarayanan, from Society for Economic Dynamics (2006)
Keywords: Sovereign Debt, Default, Term Structure

Sovereign default and macroeconomic tipping points,
Mark Joy, from Central Bank of Ireland (2012)
Keywords: Sovereign default, risk, model uncertainty

Welfare gains of bailouts in a sovereign default model,
Roberto Pancrazi, Hernán Seoane and Marija Vukotic, in Journal of Economic Dynamics and Control (2020)
Keywords: Default; Sovereign Risk; Bailouts;

Financial Stability Paper No 1: Costs of Sovereign Default,
Bianca De Paoli, Glenn Hoggarth and Victoria Saporta, from Bank of England (2006)
Keywords: EME; Sovereign; Default

Sovereign Default and Capital Accumulation,
JungJae Park, from University Library of Munich, Germany (2014)
Keywords: Sovereign default, capital accumulation, excusable default, opportunistic default, default in good times

Question of essence and consequences of sovereign default,
Antonenko Oksana I., in Business Inform (2012)
Keywords: sovereign default, kinds of default, the consequences of default, the external debt

Sovereign defaults and banking crises,
Cesar Sosa-Padilla, in Journal of Monetary Economics (2018)
Keywords: Sovereign default; Banking crisis; Credit crunch; Endogenous cost of default; Bank exposure to sovereign debt;

Financial disruption as a cost of sovereign default: a quantitative assessment,
Andre Diniz and Bernardo Guimaraes, from London School of Economics and Political Science, LSE Library (2014)
Keywords: Financial disruption; sovereign debt; sovereign default; Deleveraging.

Coordination and Renegotiation: Sovereign Defaults in 1980s and 1990s,
Yan Bai and Jing Zhang, from Society for Economic Dynamics (2006)
Keywords: sovereign default, sovereign debt renegotiation, coordination, holdout

Financial Disruption as a Cost of Sovereign Default: a quantative assessment,
Andre Diniz and Bernardo Guimaraes, from Centre for Macroeconomics (CFM) (2014)
Keywords: Financial Disruption, Sovereign Debt, Sovereign Default, Deleveraging

Avoiding Sovereign Default Contagion: A Normative Analysis,
Sergio de Ferra and Enrico Mallucci, from Board of Governors of the Federal Reserve System (U.S.) (2020)
Keywords: Sovereign default; Sovereign contagion; Bailouts; Pigouvian taxes

Sovereign Default Analysis through Extreme Events Identification,
Vasile George Marica and Lucian Claudiu Anghel, in Management Dynamics in the Knowledge Economy (2015)
Keywords: sovereign default, credit default swaps, jump detection.

Aid Withdrawal as Punishment for Defaulting Sovereigns? An Empirical Analysis,
Jana Brandt and Markus Jorra, from Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2012)
Keywords: Sovereign defaults, Default costs, Foreign aid, Sanctions

Fiscal Commitment and Sovereign Default Risk,
Siming Liu and Hewei Shen, in Review of Economic Dynamics (2022)
Keywords: Sovereign default; Sovereign debt; Fiscal adjustment; Time inconsistency

Empirical Research on Sovereign Debt and Default,
Michael Tomz and Mark Wright, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013)
Keywords: International relations, Political economy, Sovereign debt, Sovereign default

GDP-linked bonds and sovereign default,
David Barr, Oliver Bush and Alex Pienkowski, from Bank of England (2014)
Keywords: Fiscal policy; contingent pricing; debt management; sovereign debt; sovereign default

EUROZONE SOVEREIGN RISK DEFAULT,
Alexandra BRATUAuthor-Email:, in Studii si Cercetari de Calcul Economic si Cibernetica Economica Description: This is the official journal of the Journal Studii si Cercetari de Calcul Economic si Cibernetica Economica (2015)
Keywords: public debt, sovereign default risk, panel data, economic crisis

Sovereign defaults by currency denomination,
Alexandre Jeanneret and Slim Souissi, from HAL (2016)
Keywords: Sovereign default,Local currency debt,Foreign currency debt,International bonds

Sovereign Default in a Monetary Union,
Federica Romei and Sergio de Ferra, from C.E.P.R. Discussion Papers (2018)
Keywords: Sovereign default; Monetary union; Zero lower bound; Heterogeneous countries

Sovereign defaults by currency denomination,
Alexandre Jeanneret and Slim Souissi, in Journal of International Money and Finance (2016)
Keywords: Sovereign default; Local currency debt; Foreign currency debt; International bonds;

Sovereign defaults in court,
Julian Schumacher, Christoph Trebesch and Henrik Enderlein, from European Central Bank (2018)
Keywords: debt restructuring regime, enforcement, government financing, sovereign default

Sovereign Defaults at Home and Abroad,
Aitor Erce, Enrico Mallucci and Mattia Osvaldo Picarelli, from C.E.P.R. Discussion Papers (2024)
Keywords: Public debt; Sovereign default; Domestic markets; Stylized facts; Theory

Identifying Sovereign Defaults,
Norbert Gaillard, from Springer (2014)
Keywords: Sovereign default, Solvency, Creditworthiness, Repudiation, Moratorium, Debt restructuring, Monetary erosion

Sovereign Default in the US,
Ozgur Ergungor, from Federal Reserve Bank of Cleveland (2016)
Keywords: sovereign defaults; municipal bankruptcy; Great Depression; Arkansas highway bonds;

Domestic Debt and Sovereign Defaults,
Enrico Mallucci, from Board of Governors of the Federal Reserve System (U.S.) (2015)
Keywords: sovereign defaults; Domestic Debt; Debt Crises; credit markets

Sovereign Defaults: Information, Investment and Credit,
Guido Sandleris, from Society for Economic Dynamics (2005)
Keywords: sovereign debt, default, sanctions, reputation, information

The determinants of sovereign default: A sensitivity analysis,
Avik Chakrabarti and Hussein Zeaiter, in International Review of Economics & Finance (2014)
Keywords: Sovereign debt; Default; Extreme bound analysis; Panel;

Do Sovereign Defaults Hurt Exporters?,
Eduardo Borensztein and Ugo Panizza, in Open Economies Review (2010)
Keywords: Sovereign debt, Defaults, Exports, F34, F10,

Banking regulation with risk of sovereign default,
D’Erasmo, Pablo, Igor Livshits and Koen Schoors, in Journal of International Economics (2024)
Keywords: Banking; Sovereign default; Prudential regulation; Financial crisis;

Greek Sovereign Defaults in Retrospect and Prospect,
Lefteris Tsoulfidis and Michel Zouboulakis, from University Library of Munich, Germany (2016)
Keywords: Sovereign default, depressions, long waves, Greek economy

On the costs of sovereign default in quantitative models,
Bernardo Guimaraes and Lucas Tumkas, from Centre for Macroeconomics (CFM) (2020)
Keywords: sovereign debt, default costs, rollover risk, robustness

Fiscal Adjustments and the Probability of Sovereign Default,
Christoph Schaltegger and Martin Weder, from Center for Research in Economics, Management and the Arts (CREMA) (2013)
Keywords: sovereign default; fiscal policy; fiscal adjustment; bailout

Sovereign default and imperfect tax enforcement,
Francesco Pappadà and Yanos Zylberberg, from HAL (2021)
Keywords: Sovereign default,Imperfect tax enforcement,Fiscal policy

BANKING REGULATION WITH RISK OF SOVEREIGN DEFAULT,
Pablo D'Erasmo, Igor Livshits and Koen Schoors, from Ghent University, Faculty of Economics and Business Administration (2019)
Keywords: Banking; Sovereign default; Prudential regulation; Financial crisis

Sovereign Default Risk in a Monetary Union,
Betty Daniel and Christos Shiamptanis, from Central Bank of Cyprus (2010)
Keywords: European Monetary Union, sovereign default, financial crisis

Sovereign Debt Issuance and Selective Default,
Wojtek Paczos and Kirill Shakhnov, from Cardiff University, Cardiff Business School, Economics Section (2024)
Keywords: sovereign debt, selective default, debt composition

Sovereign Default and Imperfect Tax Enforcement,
Francesco Pappadà and Yanos Zylberberg, from Banque de France (2019)
Keywords: Sovereign Default, Imperfect Tax Enforcement, Fiscal Policy.

Sovereign Default and Monetary Policy Tradeoffs,
Huixin Bi, Eric Leeper and Campbell Leith, from Federal Reserve Bank of Kansas City (2018)
Keywords: Fiscal Sustainability; Sovereign Debt Default; Fiscal Limit

Banking Regulation with Risk of Sovereign Default,
Pablo D'Erasmo, Igor Livshits and Koen Schoors, from Federal Reserve Bank of Philadelphia (2019)
Keywords: Banking; Sovereign default; Prudential regulation; Financial crisis

Sovereign Debt Default: The Impact of Creditor Composition,
Amrita Dhillon, Javier García-Fronti and Lei Zhang, from University of Warwick, Department of Economics (2009)
Keywords: Sovereign default ; Institutions ; Reputation ; Uncertainty

Sovereign default and the structure of private external debt,
Joanna Siwinska-Gorzelak and Brzozowski Michał, in Central European Economic Journal (2018)
Keywords: Private external debt, sovereign default

Contagion of Sovereign Default Risk: the Role of Two Financial Frictions,
JungJae Park, from University Library of Munich, Germany (2013)
Keywords: Contagion, Sovereign Default, DSGE

Does Multiplicity of Equilibria Arise in the Eaton-Gersovitz Model of Sovereign Default?,
Yasin Onder, from Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2016)
Keywords: Sovereign default, Multiple equilibria

Sovereign default risk assessment,
Edward Altman and Herbert A. Rijken, in International Journal of Banking, Accounting and Finance (2013)
Keywords: sovereign risk; financial crisis; default probability; Z-scores; sovereign default; risk assessment; default probabilities; Europe; USA; United States; private sector; austerity measures; financial condition; profitability; solvency.

Sovereign Defaults and Banking Crises,
Cesar Sosa-Padilla, from University Library of Munich, Germany (2012)
Keywords: Sovereign Default; Banking Crisis; Credit Crunch; Optimal Fiscal Policy; Markov Perfect Equilibrium; Endogenous Cost of Default; Domestic Debt

Sovereign Defaults and Banking Crises,
Cesar Sosa-Padilla, from McMaster University (2015)
Keywords: sovereign default, banking crisis, credit crunch, optimal fiscal policy, Markov perfect equilibrium, endogenous cost of default, domestic debt.

Sovereign default, enforcement and the private cost of capital,
Eugenia Andreasen, in International Review of Economics & Finance (2015)
Keywords: Sovereign debt; Sovereign default; Reputation; Signaling; Interest rate; State capacity;

Sovereign default risk and commitment for fiscal adjustment,
Bernardo Guimaraes and Gonçalves, Carlos Eduardo, from C.E.P.R. Discussion Papers (2012)
Keywords: Fiscal adjustment; IMF; Sovereign debt; Sovereign default; Time inconsistency

Sovereign default risk and commitment for fiscal adjustment,
Carlos Goncalves and Bernardo Guimaraes, in Journal of International Economics (2015)
Keywords: Fiscal adjustment; Sovereign debt; Sovereign default; Time inconsistency; IMF;

Sovereign default resolution through maturity extension,
Gabriel Mihalache, in Journal of International Economics (2020)
Keywords: Sovereign debt; Maturity choice; Maturity extension; Sovereign default; Renegotiation;

Endogenous political turnover and fluctuations in sovereign default risk,
Satyajit Chatterjee and Burcu Eyigungor, in Journal of International Economics (2019)
Keywords: Growth regimes; Elections; Sovereign default risk; Sovereign spread volatility;

Sovereign default risk and commitment for fiscal adjustment,
Carlos Goncalves and Bernardo Guimaraes, from University of São Paulo (FEA-USP) (2012)
Keywords: fiscal adjustment, sovereign debt, sovereign default; time inconsistency; IMF

Sovereign default and maturity choice,
Juan Sanchez, Horacio Sapriza and Emircan Yurdagul, in Journal of Monetary Economics (2018)
Keywords: Crises; Default; Yield curve; Spreads; Bond duration; Finance; Sovereign maturity choice;

The Root Cause of Sovereign Default,
Taiji Harashima, from University Library of Munich, Germany (2021)
Keywords: Central bank; Exchange rate; Government bond; Inflation; International debt; Sovereign default

Political constraints and sovereign default,
Marina Azzimonti and Nirvana Mitra, in Journal of International Money and Finance (2023)
Keywords: Sovereign debt; Default risk; Interest rates; Political economy; Minimum winning coalition; Endogenous borrowing constraints;

Migration and sovereign default risk,
George Alessandria, Yan Bai and Minjie Deng, in Journal of Monetary Economics (2020)
Keywords: Sovereign default; European debt crisis; Migration; Capital accumulation; International capital flows;

Sovereign defaults at home and abroad,
Mattia Osvaldo Picarelli, from European Stability Mechanism (2024)
Keywords: Public debt, sovereign default, domestic market, external market, stylised facts, theory.

Debt arrears as a signal of sovereign defaults,
Hussein Zeaiter, in Journal of Developing Areas (2016)
Keywords: Debt Arrears, Reschedule Agreements, Sovereign Debt Defaults, Panel Debt

Ex-ante implications of sovereign default,
Samreen Malik, in Journal of Banking & Finance (2014)
Keywords: Sovereign defaults; Option-value; Financial integration; Threshold effects;

Sovereign default: which shocks matter?,
Bernardo Guimaraes, in Review of Economic Dynamics (2011)
Keywords: Sovereign debt; Default; World interest rates; Output shocks

Sovereign default risk with heterogenous borrowers,
Juan Hatchondo, Leonardo Martinez and Horacio Sapriza, from Society for Economic Dynamics (2006)
Keywords: Sovereign Default, Strategic Behavior; Endogenous Borrowing Constraints; Markov Perfect Equilibrium.

Sovereign Default and Imperfect Tax Enforcement,
Francesco Pappadà and Yanos Zylberberg, from CESifo (2019)
Keywords: sovereign default, imperfect tax enforcement, informal economy, fiscal policy

The impact of sovereign defaults on lending countries,
Si Guo and Yun Pei, in Review of Quantitative Finance and Accounting (2023)
Keywords: Sovereign debt crisis, Intervention policy, Default risk, Bailout, Risk taking