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Sovereign and Private Default Risks over the Business Cycle

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  • Scholl, Almuth
  • Kaas, Leo
  • Meller, Jan

Abstract

Sovereign and Private Default Risks over the Business Cycle

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  • Scholl, Almuth & Kaas, Leo & Meller, Jan, 2016. "Sovereign and Private Default Risks over the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145958, Verein für Socialpolitik / German Economic Association.
    • Handle: RePEc:zbw:vfsc16:145958
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    Cited by:

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    2. Arce, Fernando, 2021. "Private Overborrowing under Sovereign Risk," MPRA Paper 113176, University Library of Munich, Germany.
    3. Almuth Scholl & Liang Tong, 2020. "Sovereign Default, Taxation, and the Underground Economy," Working Paper Series of the Department of Economics, University of Konstanz 2020-02, Department of Economics, University of Konstanz.
    4. Maideu-Morera, Gerard, 2024. "Optimal Fiscal Rules and Macroprudential Policies with Sovereign Default Risk," TSE Working Papers 24-1534, Toulouse School of Economics (TSE).
    5. Cusato Novelli, Antonio & Barcia, Giancarlo, 2021. "Sovereign Risk, Public Investment and the Fiscal Policy Stance," Journal of Macroeconomics, Elsevier, vol. 67(C).
    6. Eyquem, Aurélien & Poilly, Céline & Belianska, Anna, 2023. "On portfolio frictions, asset returns and volatility," European Economic Review, Elsevier, vol. 160(C).
    7. Michal Szkup, 2022. "Preventing Self-Fulfilling Debt Crises: A Global Games Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 22-55, January.
    8. Bernardo Guimaraes & Lucas Tumkus, 2020. "On the costs of sovereign default in quantitative models," Discussion Papers 2021, Centre for Macroeconomics (CFM).
    9. Siming Liu & Hewei Shen, 2022. "Fiscal Commitment and Sovereign Default Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 46, pages 98-123, October.
    10. Benjamin Musiita & Frederick Nsambu Kijjambu, 2024. "Intersecting Dynamics: The Influence of Macroeconomic Factors and Financial Development on Interest Rate Spreads in Uganda," Journal of Economics and Behavioral Studies, AMH International, vol. 16(2), pages 1-14.

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