Asymmetric Shocks, Long-term Bonds and Sovereign Default
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Cited by:
- Nikolai Stähler, 2013.
"Recent Developments In Quantitative Models Of Sovereign Default,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
- Stähler, Nikolai, 2011. "Recent developments in quantitative models of sovereign default," Discussion Paper Series 1: Economic Studies 2011,17, Deutsche Bundesbank.
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More about this item
Keywords
Sovereign Default; Asymmetric Shocks; Transition Function; Long-term Bonds;All these keywords.
JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2011-01-30 (Computational Economics)
- NEP-DGE-2011-01-30 (Dynamic General Equilibrium)
- NEP-FMK-2011-01-30 (Financial Markets)
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