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Quantitative Properties of Sovereign Default Models: Solution Methods Matter · Study

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PreprintQuantitative Properties of Sovereign Default Models: Solution Methods Matter

Juan Carlos Hatchondo2012

OA

Preprintgreen2012

Quantitative Properties of Sovereign Default Models: Solution Methods Matter

Juan Carlos Hatchondo · Leonardo Martinez · Horacio Sapriza

44 citations·0/0 files stored·SSRN Electronic Journal

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Economic theories and models

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 44 citations exist upstream.

References

1981Debt with Potential Repudiation: Theoretical and Empirical Analysis 2002Closing Small Open Economy Models 2007Emerging Market Business Cycles: The Cycle Is the Trend 2005Business cycles in emerging economies: the role of interest rates 2007Default Risk and Income Fluctuations in Emerging Economies 2005Defaultable debt, interest rates and the current account 2007A Quantitative Theory of Unsecured Consumer Credit with Risk of Default 2007Consumer Bankruptcy: A Fresh Start

Cited by

2013International Reserves and Rollover Risk 2008Default and the Maturity Structure in Sovereign Bonds 2013Sovereign Debt: A Review

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations44

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

Identifiers

doi10.2139/ssrn.2189557

openalex_workW2236020267

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