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A model of strategic default of sovereign debt

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
1978Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis413 cited
1978MARKET RISK ADJUSTMENT IN PROJECT VALUATION202 cited
1983Stochastic Processes for Interest Rates and Equilibrium Bond Prices179 cited
1982LDC Borrowing with Default Risk123 cited
1986International debt: Systematic risk and policy response55 cited

Cited by

2018Quality of government institutions and spreads on sovereign credit default swaps23 cited
1987A Valuation Model for Developing-Country Debt with Endogenous Rescheduling21 cited
2002Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling21 cited

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