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Recovery Before Redemption
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Cited by:
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2022.
"Fiscal Rules and the Sovereign Default Premium,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 14(4), pages 244-273, October.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2012. "Fiscal rules and the sovereign default premium," Working Paper 12-01, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015. "Fiscal rules and the Sovereign Default Premium," CAEPR Working Papers 2015-010, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Juan Carlos Hatchondo & Mr. Francisco Roch & Mr. Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 2012/030, International Monetary Fund.
- Leonardo Martinez & Francisco Roch & Juan Hatchondo, 2015. "Fiscal rules and the sovereign default premium," 2015 Meeting Papers 1262, Society for Economic Dynamics.
- Jessica Roldan-Pena, 2011.
"Default risk and economic activity: A small open economy model with sovereign debt and default,"
2011 Meeting Papers
735, Society for Economic Dynamics.
- Roldán-Peña Jessica, 2012. "Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default," Working Papers 2012-16, Banco de México.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018.
"International Reserves and Rollover Risk,"
American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013. "International reserves and rollover risk," Working Paper 13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2022.
"Self-Fulfilling Debt Crises, Revisited,"
Journal of Political Economy, University of Chicago Press, vol. 130(5), pages 1147-1183.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2017. "Self-Fulfilling Debt Crises, Revisited," NBER Working Papers 23312, National Bureau of Economic Research, Inc.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2021. "Self-Fulfilling Debt Crises, Revisited," Working Papers 2021-92, Princeton University. Economics Department..
- Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2020. "Self-Fulfilling Debt Crises, Revisited," Working Papers 20-03, Federal Reserve Bank of Philadelphia.
- Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2020. "Self-Ful?lling Debt Crises, Revisited," PIER Working Paper Archive 20-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Péter Benczúr & Cosmin L. Ilut, 2016.
"Evidence for Relational Contracts in Sovereign Bank Lending,"
Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404.
- Péter Benczúr & Cosmin L. Ilut, 2016. "Evidence For Relational Contracts In Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, vol. 14(2), pages 375-404, April.
- Cosmin Ilut & Peter Benczur, 2010. "Evidence for Relational Contracts in Sovereign Bank Lending," 2010 Meeting Papers 91, Society for Economic Dynamics.
- Peter Benczur & Cosmin L. Ilut, 2014. "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers 20391, National Bureau of Economic Research, Inc.
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- Rohan Pitchford & Mark L. J. Wright, 2012.
"Holdouts in Sovereign Debt Restructuring: A Theory of Negotiation in a Weak Contractual Environment,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 812-837.
- Rohan Pitchford & Mark L. J. Wright, 2008. "Holdouts In Sovereign Debt Restructuring: A Theory Of Negotiation In A Weak Contractual Environment," CAMA Working Papers 2008-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Rohan Pitchford & Mark L. J. Wright, 2010. "Holdouts in Sovereign Debt Restructuring: A Theory of Negotiation in a Weak Contractual Environment," NBER Working Papers 16632, National Bureau of Economic Research, Inc.
- Juan Carlos Hatchondo & Cesar Sosa-Padilla & Leonardo Martinez, 2010. "Debt dilution, overborrowing, and sovereign default risk," 2010 Meeting Papers 481, Society for Economic Dynamics.
- Sebastian Edwards & Francis A. Longstaff & Alvaro Garcia Marin, 2015. "The U.S. Debt Restructuring of 1933: Consequences and Lessons," NBER Working Papers 21694, National Bureau of Economic Research, Inc.
- Dias, Daniel A. & Richmond, Christine & Wright, Mark L.J., 2014.
"The stock of external sovereign debt: Can we take the data at ‘face value’?,"
Journal of International Economics, Elsevier, vol. 94(1), pages 1-17.
- Daniel A. Dias & Christine J. Richmond & Mark L.J. Wright, 2011. "The Stock of External Sovereign Debt: Can We Take the Data At 'Face Value'?," NBER Working Papers 17551, National Bureau of Economic Research, Inc.
- Daniel A. Dias & Christine Richmond & Mark L. J. Wright, 2014. "The Stock of External Sovereign Debt: Can We Take the Data at ‘Face Value’?," Working Paper Series WP-2014-5, Federal Reserve Bank of Chicago.
- Antonio Merlo & Xun Tang, 2009. "Identification of Stochastic Sequential Bargaining Models," PIER Working Paper Archive 09-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Rancière, Romain & Catão, LuÃs & Fostel, Ana, 2013. "Fiscal Discoveries and Sudden Decouplings," CEPR Discussion Papers 9368, C.E.P.R. Discussion Papers.
- Antonio Merlo & Xun Tang, 2010. "Identification and Estimation of Stochastic Bargaining Models, Third Version," PIER Working Paper Archive 11-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 11 Mar 2011.
- Johri, Alok & Khan, Shahed & Sosa-Padilla, César, 2022.
"Interest rate uncertainty and sovereign default risk,"
Journal of International Economics, Elsevier, vol. 139(C).
- Shahed Khan & Cesar Sosa-Padilla & Alok Johri, 2016. "Interest Rate Uncertainty and Sovereign Default Risk," 2016 Meeting Papers 1676, Society for Economic Dynamics.
- Alok Johri & Shahed Khan & César Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," Working Papers 31, Red Nacional de Investigadores en Economía (RedNIE).
- Alok Johri & Shahed K. Khan & Cesar Sosa-Padilla, 2018. "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers 2018-17, McMaster University.
- Alok Johri & Shahed Khan & Cesar Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," Department of Economics Working Papers 2020-13, McMaster University.
- Alok Johri & Shahed Khan & César Sosa-Padilla, 2020. "Interest Rate Uncertainty and Sovereign Default Risk," NBER Working Papers 27639, National Bureau of Economic Research, Inc.
- Shahed Khan & Alok Johri & Cesar Sosa-Padilla, 2017. "Interest Rate Uncertainty and Sovereign Default Risk," 2017 Meeting Papers 1192, Society for Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2012.
"Maturity, Indebtedness, and Default Risk,"
American Economic Review, American Economic Association, vol. 102(6), pages 2674-2699, October.
- Burcu Eyigungor & Satyajit Chatterjee, 2008. "Maturity, Indebtedness and Default Risk," 2008 Meeting Papers 1001, Society for Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2011. "Maturity, indebtedness, and default risk," Working Papers 11-33, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2010. "Maturity, indebtedness, and default risk," Working Papers 10-12, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, Indebtedness, and Default Risk," Koç University-TUSIAD Economic Research Forum Working Papers 0901, Koc University-TUSIAD Economic Research Forum.
- Satyajit Chatterjee & Burcu Eyigungor, 2009. "Maturity, indebtedness, and default risk," Working Papers 09-2, Federal Reserve Bank of Philadelphia.
- Xavier Mateos-Planas & Jose-Victor Rios-Rull & Cristina Arellano, 2013.
"Partial Default,"
2013 Meeting Papers
765, Society for Economic Dynamics.
- Cristina Arellano & Xavier Mateos-Planas & José-Víctor Ríos-Rull, 2019. "Partial Default," Staff Report 589, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Xavier Mateos-Planas & José-Víctor Ríos-Rull, 2019. "Partial Default," NBER Working Papers 26076, National Bureau of Economic Research, Inc.
- Cristina Arellano & Xavier Mateos-Planas & Jose-Victor Rios-Rull, 2019. "Partial Default," Discussion Papers 1911, Centre for Macroeconomics (CFM).
- Lizarazo, Sandra Valentina, 2013.
"Default risk and risk averse international investors,"
Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
- Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.
- Lizarazo, Sandra, 2010. "Default Risk and Risk Averse International Investors," MPRA Paper 20794, University Library of Munich, Germany.
- Mihalache, Gabriel, 2020.
"Sovereign default resolution through maturity extension,"
Journal of International Economics, Elsevier, vol. 125(C).
- Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"Sudden Stops, Time Inconsistency, and the Duration of Sovereign Debt,"
International Economic Journal, Taylor & Francis Journals, vol. 27(2), pages 217-228, June.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," IMF Working Papers 2013/174, International Monetary Fund.
- Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," Working Paper 13-08, Federal Reserve Bank of Richmond.
- Tamon Asonuma, 2010.
"Serial Default and Debt Renegotiation,"
2010 Meeting Papers
169, Society for Economic Dynamics.
- Asonuma, Tamon, 2012. "Serial default and debt renegotiation," MPRA Paper 55139, University Library of Munich, Germany.
- Luis Catão & Ana Fostel & Romain Ranciere, 2017.
"Fiscal Discoveries and Yield Decouplings,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(4), pages 704-744, November.
- Luis Catão & Ana Fostel & Romain Ranciere, 2014. "Fiscal Discoveries and Yield Decouplings," Working Papers 2014-21, The George Washington University, Institute for International Economic Policy.
- Rohan Pitchford & Mark L. J. Wright, 2017. "Settlement games with rank-order payoffs and applications to sovereign debt restructuring," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 847-876, December.
- Hatchondo, Juan Carlos & Martinez, Leonardo, 2009.
"Long-duration bonds and sovereign defaults,"
Journal of International Economics, Elsevier, vol. 79(1), pages 117-125, September.
- Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
- Aitor Erce, 2013. "Sovereign debt restructurings and the IMF: implications for future official interventions," Globalization Institute Working Papers 143, Federal Reserve Bank of Dallas.
- Enrique G. Mendoza & Vivian Z. Yue, 2012.
"A General Equilibrium Model of Sovereign Default and Business Cycles,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(2), pages 889-946.
- Miss Zhanwei Z. Yue & Mr. Enrique G. Mendoza, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," IMF Working Papers 2011/166, International Monetary Fund.
- Enrique G. Mendoza & Vivian Z. Yue, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," NBER Working Papers 17151, National Bureau of Economic Research, Inc.
- Bai, Yan & Zhang, Jing, 2012.
"Duration of sovereign debt renegotiation,"
Journal of International Economics, Elsevier, vol. 86(2), pages 252-268.
- Yan Bai & Jing Zhang, 2009. "Duration of Sovereign Debt Renegotiation," Working Papers 593, Research Seminar in International Economics, University of Michigan.
- Morten Balling & Ernest Gnan & Johannes Holler & Ulrich Bindseil & Nicolas Sauter & Hans J. Blommestein & Maria Cannata & Juha Kilponen & Alessandro Missale & Ewald Nowotny & Guido Sandleris & Mark L., 2013. "The Future of Sovereign Borrowing in Europe," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/5 edited by Morten Balling & Ernest Gnan & Johannes Holler, May.
- Juan Carlos Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2016.
"Debt Dilution and Sovereign Default Risk,"
Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1383-1422.
- Mr. Leonardo Martinez & Juan Carlos Hatchondo & Cesar Sosa Padilla, 2011. "Debt Dilution and Sovereign Default Risk," IMF Working Papers 2011/070, International Monetary Fund.
- Leonardo Martinez & Cesar Sosa Padilla & Juan Hatchondo, 2012. "Debt dilution and sovereign default risk," 2012 Meeting Papers 974, Society for Economic Dynamics.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2014. "Debt Dilution and Sovereign Default Risk," Department of Economics Working Papers 2014-06, McMaster University.
- Juan Carlos Hatchondo & Leonardo Martinez, 2012. "Debt dilution and sovereign default risk," Working Paper 10-08, Federal Reserve Bank of Richmond.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," CAEPR Working Papers 2015-012, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Michael Tomz & Mark L.J. Wright, 2013.
"Empirical Research on Sovereign Debt and Default,"
Annual Review of Economics, Annual Reviews, vol. 5(1), pages 247-272, May.
- Michael Tomz & Mark L. J. Wright, 2012. "Empirical research on sovereign debt and default," Working Paper Series WP-2012-06, Federal Reserve Bank of Chicago.
- Michael Tomz & Mark L. J. Wright, 2013. "Empirical Research on Sovereign Debt and Default," CAMA Working Papers 2013-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michael Tomz & Mark L. J. Wright, 2013. "Empirical Research on Sovereign Debt and Default," NBER Working Papers 18855, National Bureau of Economic Research, Inc.
- Cristina Arellano & Juan Carlos Conesa & Timothy J. Kehoe, 2012. "Chronic sovereign debt crises in the Eurozone, 2010-2012," Economic Policy Paper 12-4, Federal Reserve Bank of Minneapolis.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Sosa Padilla, César, 2014.
"Voluntary sovereign debt exchanges,"
Journal of Monetary Economics, Elsevier, vol. 61(C), pages 32-50.
- Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013. "Voluntary Sovereign Debt Exchanges," Department of Economics Working Papers 2013-13, McMaster University.
- Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017.
"Non-defaultable debt and sovereign risk,"
Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
- Juan Carlos Hatchondo & Mr. Leonardo Martinez & Yasin Kursat Onder, 2014. "Non-Defaultable Debt and Sovereign Risk," IMF Working Papers 2014/198, International Monetary Fund.
- Yasin Kursat Onder & Leonardo Martinez & Juan Hatchondo, 2016. "Non-Defaultable Debt and Sovereign Risk," 2016 Meeting Papers 1297, Society for Economic Dynamics.
- Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2012.
"Debt dilution and seniority in a model of defaultable sovereign debt,"
Working Papers
12-14, Federal Reserve Bank of Philadelphia.
- Satyajit Chatterjee & Burcu Eyigungor, 2013. "Debt Dilution and Seniority in a Model of Defaultable Sovereign Debt," 2013 Meeting Papers 654, Society for Economic Dynamics.
- Satyajit Chatterjee & Burcu Eyigungor, 2013. "Debt dilution and seniority in a model of defaultable sovereign debt," Working Papers 13-30, Federal Reserve Bank of Philadelphia.
- Antonio Merlo & Xun Tang, 2011. "Identification and Estimation of Stochastic Bargaining Models, Fourth Version," PIER Working Paper Archive 11-035, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 19 Oct 2011.
- Juan J. Cruces & Christoph Trebesch, 2013.
"Sovereign Defaults: The Price of Haircuts,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 85-117, July.
- Juan J. Cruces & Christoph Trebesch, 2011. "Sovereign Defaults: The Price of Haircuts," CESifo Working Paper Series 3604, CESifo.
- Cruces, Juan J. & Trebesch, Christoph, 2013. "Sovereign defaults: The price of haircuts," Munich Reprints in Economics 20036, University of Munich, Department of Economics.
- Kyle F. Herkenhoff & Lee E. Ohanian, 2012. "Foreclosure delay and U.S. unemployment," Working Papers 2012-017, Federal Reserve Bank of St. Louis.
- Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2017. "Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal," Working Papers 17-7, Federal Reserve Bank of Philadelphia.
- Hur, Sewon & Kondo, Illenin O., 2016.
"A theory of rollover risk, sudden stops, and foreign reserves,"
Journal of International Economics, Elsevier, vol. 103(C), pages 44-63.
- Sewon Hur & Illenin O. Kondo, 2013. "A theory of rollover risk, sudden stops, and foreign reserves," International Finance Discussion Papers 1073, Board of Governors of the Federal Reserve System (U.S.).
- Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
- Ghosal, Sayantan & Miller, Marcus & Thampanishvong, Kannika, 2010.
"Delay and Haircuts in Sovereign Debt: Recovery and Sustainability,"
SIRE Discussion Papers
2010-100, Scottish Institute for Research in Economics (SIRE).
- Ghosal, Sayantan & Miller, Marcus & Thampanishvong, Kannika, 2010. "Delay and Haircuts in Sovereign Debt: Recovery and Sustainability," SIRE Discussion Papers 2010-17, Scottish Institute for Research in Economics (SIRE).
- Ugo Panizza & Federico Sturzenegger & Jeromin Zettelmeyer, 2010.
"International Government Debt,"
Business School Working Papers
2010-03, Universidad Torcuato Di Tella.
- Ugo Panizza & Federico Sturzenegger & Jeromin Zettelmeyer, 2010. "International Government Debt," UNCTAD Discussion Papers 199, United Nations Conference on Trade and Development.
- Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 647-687, Elsevier.
- Guido Sandleris & Mark J.L Wright, 2013. "GDP-Indexed Bonds: A Tool to Reduce Macroeconomic Risk?," Business School Working Papers 2013-02, Universidad Torcuato Di Tella.
- Zachary Stangebye, 2023.
"Long-Term Sovereign Debt: A Steady State Analysis,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 48, pages 107-131, April.
- Zachary Stangebye, 2022. "Code and data files for "Long-Term Sovereign Debt: A Steady State Analysis"," Computer Codes 18-205, Review of Economic Dynamics.
- Rohan Pitchford & Mark L. J. Wright, 2013. "On the contribution of game theory to the study of sovereign debt and default," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(4), pages 649-667, WINTER.
- Cuadra Gabriel & Ramos Francia Manuel, 2014. "Stimulus vs. Austerity vs. Default," Working Papers 2014-10, Banco de México.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2012. "Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank," Working Papers 2012/11, Czech National Bank.
- Mark Aguiar & Manuel Amador, 2013. "Sovereign Debt: A Review," NBER Working Papers 19388, National Bureau of Economic Research, Inc.
- Christoph Trebesch, 2009. "The Cost of Aggressive Sovereign Debt Policies: How Much is theprivate Sector Affected?," IMF Working Papers 2009/029, International Monetary Fund.