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A Valuation Model of Developing-Country Debt with Endogenous Rescheduling

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  • Gennotte, Gerard
  • Kharas, Homi J
  • Sadeq, Sayeed

Abstract

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  • Gennotte, Gerard & Kharas, Homi J & Sadeq, Sayeed, 1987. "A Valuation Model of Developing-Country Debt with Endogenous Rescheduling," The World Bank Economic Review, World Bank, vol. 1(2), pages 237-271, January.
    • Handle: RePEc:oup:wbecrv:v:1:y:1987:i:2:p:237-71
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    Cited by:

    1. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    2. Oshiro, Naoto & Saruwatari, Yasufumi, 2005. "Quantification of sovereign risk: Using the information in equity market prices," Emerging Markets Review, Elsevier, vol. 6(4), pages 346-362, December.
    3. Thomas Fullerton, 1998. "Empirical models for secondary market debt prices," Applied Economics Letters, Taylor & Francis Journals, vol. 5(6), pages 393-395.
    4. Cohen, Daniel, 1995. "Large external debt and (slow) domestic growth a theoretical analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1141-1163.
    5. Cuddington, John T & Liang, Hong & Lu, Shihua, 1996. "Uncertainty, Trade, and Capital Flows in Sub-Saharan Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 5(3), pages 192-224, October.

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