Quantitative Properties Of Sovereign Default Models
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Language: en
Pages: 30
Pages: 30
Type: BOOK - Published: 2010-04-01 - Publisher: International Monetary Fund
We study the sovereign default model that has been used to account for the cyclical behavior of interest rates in emerging market economies. This model is often
Language: en
Pages: 46
Pages: 46
Type: BOOK - Published: 2016-09-06 - Publisher: International Monetary Fund
Motivated by the recent European debt crisis, this paper investigates the scope for a bailout guarantee in a sovereign debt crisis. Defaults may arise from nega
Language: en
Pages: 28
Pages: 28
Type: BOOK - Published: 2012-01-01 - Publisher: International Monetary Fund
This paper finds optimal fiscal rule parameter values and measures the effects of imposing fiscal rules using a default model calibrated to an economy that in t
Language: en
Pages: 53
Pages: 53
Type: BOOK - Published: 2014-07-08 - Publisher: International Monetary Fund
We analyze holdings of public bonds by over 20,000 banks in 191 countries, and the role of these bonds in 20 sovereign defaults over 1998-2012. Banks hold many
Language: en
Pages: 435
Pages: 435
Type: BOOK - Published: 2011-02-25 - Publisher: John Wiley & Sons
An intelligent analysis of the dangers, opportunities, and consequences of global sovereign debt Sovereign debt is growing internationally at a terrifying rate,
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