Default-risky Sovereign Debt
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Cited by:
- Katia Rocha & Francisco A. Alcaraz Garcia, 2015. "The Term Structure of Sovereign Spreads in Emerging Markets: a Calibration Approach for Structural Models," Discussion Papers 0135, Instituto de Pesquisa Econômica Aplicada - IPEA.
- Yap Chee Jin & Gannon Gerard, 2011. "Announcement Effect on the Credit Spreads of US Dollar Malaysian Bonds," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 449-484.
- Rocha, Katia & Alcaraz Garcia, Francisco Augusto & Teixeira, José Paulo, 2007. "Term Structure of Sovereign Spreads - A Contingent Claim Model," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 61(4), July.
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More about this item
Keywords
Credit risk; sovereign debt; endogenous default;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
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