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Debt Dilution and Sovereign Default Risk
16 references·0 citing·38 second hop
Debt Dilution and Sovereign Default Risk (2012)Debt Dilution and Sovereign Default RiskSovereign Defaults: The Price of Haircuts (2011)Sovereign Defaults: The Price…Overborrowing and Systemic Externalities in the Business Cycle (2011)Overborrowing and Systemic Ex…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Sovereign default and debt renegotiation (2009)Sovereign default and debt re…Emerging Market Business Cycles: The Cycle Is the Trend (2007)Emerging Market Business Cycl…Default Risk and Income Fluctuations in Emerging Economies (2007)Default Risk and Income Fluct…Consumer Bankruptcy: A Fresh Start (2007)Consumer Bankruptcy: A Fresh …A Quantitative Theory of Unsecured Consumer Credit with Risk of Default (2007)A Quantitative Theory of Unse…Performance pricing in bank debt contracts (2005)Performance pricing in bank d…Defaultable debt, interest rates and the current account (2005)Defaultable debt, interest ra…Business cycles in emerging economies: the role of interest rates (2005)Business cycles in emerging e…Business Cycles in Emerging Economies: The Role of Interest Rates (2004)Business Cycles in Emerging E…Financing vs. forgiving a debt overhang (1988)Financing vs. forgiving a deb…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…On financial contracting (1979)On financial contractingAn equilibrium characterization of the term structure (1977)An equilibrium characterizati…Credit Rationing in Markets with Imperfect Information (1981)Credit Cycles (1997)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Capital Inflows (2010)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Capital Control Measures: A New Dataset (2016)The Problem of Social Cost (1960)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)A Survey of Corporate Governance (1997)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Agency Costs, Net Worth, And Business Fluctuations (1988)The Economics and Law of Sovereign Debt and Default (2009)Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Economies (2013)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Evaporating Liquidity (2012)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Macroeconomics and Reality (1980)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Closing Small Open Economy Models (2002)Growth Dynamics: The Myth of Economic Recovery (2008)From Financial Crash to Debt Crisis (2011)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Investment, Capacity Utilization and the Real Business Cycle (1986)Foundations of International Macroeconomics (1997)Do stock market liberalizations cause investment booms? (2000)Public debt and economic growth: Is there a causal effect? (2014)Public debt and growth: Heterogeneity and non-linearity (2015)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)
this work references cited by second hop

References

  • 1977An equilibrium characterization of the term structure6,104 cited
  • 1979On financial contracting2,901 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 2007Emerging Market Business Cycles: The Cycle Is the Trend1,476 cited
  • 2005Business cycles in emerging economies: the role of interest rates1,360 cited
  • 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
  • 1988Financing vs. forgiving a debt overhang1,139 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2011Overborrowing and Systemic Externalities in the Business Cycle952 cited
  • 2005Defaultable debt, interest rates and the current account800 cited
  • 2011Sovereign Defaults: The Price of Haircuts578 cited
  • 2007A Quantitative Theory of Unsecured Consumer Credit with Risk of Default572 cited
  • 2007Consumer Bankruptcy: A Fresh Start483 cited
  • 2009Sovereign default and debt renegotiation439 cited
  • 2004Business Cycles in Emerging Economies: The Role of Interest Rates432 cited
  • 2005Performance pricing in bank debt contracts

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