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Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling
16 references·0 citing·34 second hop
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References

  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1987Brownian Motion and Stochastic Flow Systems.1,091 cited
  • 1997Martingale Methods in Financial Modelling1,085 cited
  • 1986A Constant Recontracting Model of Sovereign Debt1,001 cited
  • 1996Design and Valuation of Debt Contracts591 cited
  • 1985Sovereign Debt as a Contingent Claim: Excusable Default, Repudiation, and Reputation532 cited
  • 1997Strategic Debt Service523 cited
  • 1984LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80459 cited
  • 1993Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model407 cited

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1991
International Lending with Moral Hazard and Risk of Repudiation
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