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Output costs of sovereign crises: some empirical estimates

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Cited by:

  1. König, Philipp & Anand, Kartik & Heinemann, Frank, 2014. "Guarantees, transparency and the interdependency between sovereign and bank default risk," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 321-337.
  2. Silvia Marchesi & Tania Masi, 2020. "The price of haircuts: private and official default," Development Working Papers 460, Centro Studi Luca d'Agliano, University of Milano, revised 06 Feb 2020.
  3. Thorsten Janus & Daniel Riera-Crichton, 2016. "Banking crises, external crises and gross capital flows," Globalization Institute Working Papers 273, Federal Reserve Bank of Dallas.
  4. Dang, Huong & Partington, Graham, 2020. "Sovereign ratings and national culture," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
  5. Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2021. "Is to Forgive to Forget? Sovereign Risk in the Aftermath of a Default," Development Working Papers 475, Centro Studi Luca d'Agliano, University of Milano.
  6. Silvia Marchesi & Tania Masi & Pietro Bomprezzi, 2024. "Is to Forgive to Forget? Sovereign Risk in the Aftermath of Private or Official Debt Restructurings," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 292-334, March.
  7. Acharya, Viral V. & Rajan, Raghuram G. & Shim, Jack B., 2024. "Sovereign debt and economic growth when government is myopic and self-interested," Journal of International Economics, Elsevier, vol. 150(C).
  8. Schröder, Christoph, 2014. "Haircut size, haircut type and the probability of serial sovereign debt restructurings," ZEW Discussion Papers 14-126, ZEW - Leibniz Centre for European Economic Research.
  9. Bush, Oliver & Farrant, Katie & Wright, Michelle, 2011. "Financial Stability Paper No 13: Reform of the International Monetary and Financial System," Bank of England Financial Stability Papers 13, Bank of England.
  10. Christian Grisse & Gisle J. Natvik, 2022. "Sovereign debt crises and cross-country assistance [A pyrrhic victory? Bank bailouts and sovereign credit risk]," Oxford Economic Papers, Oxford University Press, vol. 74(1), pages 178-193.
  11. Silvia Marchesi, 2016. "Life after default? Private vs. official sovereign debt restructurings," Development Working Papers 398, Centro Studi Luca d'Agliano, University of Milano, revised 26 Aug 2016.
  12. König, Philipp & Anand, Kartik & Heinemann, Frank, 2013. "The ‘Celtic Crisis’: Guarantees, transparency, and systemic liquidity risk," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79747, Verein für Socialpolitik / German Economic Association.
  13. Broner, Fernando & Didier, Tatiana & Erce, Aitor & Schmukler, Sergio L., 2013. "Gross capital flows: Dynamics and crises," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 113-133.
  14. Kuvshinov, Dmitry & Zimmermann, Kaspar, 2019. "Sovereigns going bust: Estimating the cost of default," European Economic Review, Elsevier, vol. 119(C), pages 1-21.
  15. Burcu Eyigungor, 2013. "Debt dilution: when it is a major problem and how to deal with it," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 1-8.
  16. Jasper Lukkezen & Hugo Rojas-Romagosa, 2012. "When is debt sustainable?," CPB Discussion Paper 212, CPB Netherlands Bureau for Economic Policy Analysis.
  17. Brooke, Martin & Pienkowski, Alex & Mendes, Rhys & Santor, Eric, 2013. "Financial Stability Paper No 27: Sovereign Default and State-Contingent Debt," Bank of England Financial Stability Papers 27, Bank of England.
  18. repec:hum:wpaper:sfb649dp2013-025 is not listed on IDEAS
  19. Saleem Bahaj, 2014. "Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area," Discussion Papers 1406, Centre for Macroeconomics (CFM).
  20. Silvia Marchesi & Valeria Prato, 2013. "The cost of defaults: the impact of haircuts on economic growth," Working Papers 265, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
  21. Marcello Bofondi & Luisa Carpinelli & Enrico Sette, 2018. "Credit Supply During a Sovereign Debt Crisis," Journal of the European Economic Association, European Economic Association, vol. 16(3), pages 696-729.
  22. Tamon Asonuma & Marcos Chamon & Aitor Erce & Akira Sasahara, 2019. "Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel," Working Papers 37, European Stability Mechanism.
  23. Trebesch, Christoph & Zabel, Michael, 2017. "The output costs of hard and soft sovereign default," European Economic Review, Elsevier, vol. 92(C), pages 416-432.
  24. Francesca Caselli & Matilde Faralli & Paolo Manasse & Ugo Panizza, 2021. "On the Benefits of Repaying," IMF Working Papers 2021/233, International Monetary Fund.
  25. Adam, Christopher & Cobham, David, 2009. "Using Real-Time Output Gaps to Examine Past and Future Policy Choices," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210, pages 98-110, October.
  26. K.P., Prabheesh, 2013. "Optimum international reserves and sovereign risk: Evidence from India," Journal of Asian Economics, Elsevier, vol. 28(C), pages 76-86.
  27. Enrico Mallucci, 2022. "Domestic Debt and Sovereign Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1741-1775, September.
  28. Horn, Fabian, 2015. "Quantifying the costs of sovereign defaults using odious debt cases as a quasi-natural experiment," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113125, Verein für Socialpolitik / German Economic Association.
  29. Huong Dieu Dang, 2018. "National Culture and Corporate Rating Migrations," Risks, MDPI, vol. 6(4), pages 1-27, November.
  30. Mr. Tamon Asonuma & Mr. Marcos d Chamon & Akira Sasahara, 2016. "Trade Costs of Sovereign Debt Restructurings: Does a Market-Friendly Approach Improve the Outcome?," IMF Working Papers 2016/222, International Monetary Fund.
  31. Marchesi, Silvia & Masi, Tania, 2021. "Life after default. Private and official deals," Journal of International Money and Finance, Elsevier, vol. 113(C).
  32. Qian, Rong, 2012. "Why do some countries default more often than others ? the role of institutions," Policy Research Working Paper Series 5993, The World Bank.
  33. Acharya, Viral V. & Rajan, Raghuram G. & Shim, Jack B., 2024. "Reprint of “Sovereign debt and economic growth when government is myopic and self-interested”," Journal of International Economics, Elsevier, vol. 149(C).
  34. Furceri, Davide & Zdzienicka, Aleksandra, 2012. "How costly are debt crises?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 726-742.
  35. Dang, Huong Dieu, 2023. "Retrospective wisdom: Long-term orientation and the rating downgrades of financial institutions," Global Finance Journal, Elsevier, vol. 57(C).
  36. González-Velasco, Carmen & García-López, Marcos & González-Fernández, Marcos, 2022. "Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 47(PA).
  37. Silvia, Marchesi, 2015. "The cost of default: private vs. official sovereign debt restructurings," Working Papers 320, University of Milano-Bicocca, Department of Economics, revised 28 Dec 2015.
  38. Christoph Trebesch & Mr. Michael G. Papaioannou & Mr. Udaibir S Das, 2012. "Sovereign Debt Restructurings 1950-2010: Literature Survey, Data, and Stylized Facts," IMF Working Papers 2012/203, International Monetary Fund.
  39. Silvia Marchesi & Tania Masi, 2019. "Sovereign risk after sovereign restructuring. Private and official default," Working Papers 423, University of Milano-Bicocca, Department of Economics, revised Nov 2019.
  40. Uhrig-Homburg, Marliese, 2013. "Sovereign credit spreads," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4217-4225.
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